| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,633.2 |
1,620.6 |
-12.6 |
-0.8% |
1,544.8 |
| High |
1,647.1 |
1,639.9 |
-7.2 |
-0.4% |
1,644.6 |
| Low |
1,616.3 |
1,595.5 |
-20.8 |
-1.3% |
1,536.9 |
| Close |
1,619.5 |
1,635.4 |
15.9 |
1.0% |
1,637.7 |
| Range |
30.8 |
44.4 |
13.6 |
44.2% |
107.7 |
| ATR |
36.7 |
37.3 |
0.5 |
1.5% |
0.0 |
| Volume |
164,696 |
184,127 |
19,431 |
11.8% |
972,933 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,756.8 |
1,740.5 |
1,659.8 |
|
| R3 |
1,712.4 |
1,696.1 |
1,647.6 |
|
| R2 |
1,668.0 |
1,668.0 |
1,643.5 |
|
| R1 |
1,651.7 |
1,651.7 |
1,639.5 |
1,659.9 |
| PP |
1,623.6 |
1,623.6 |
1,623.6 |
1,627.7 |
| S1 |
1,607.3 |
1,607.3 |
1,631.3 |
1,615.5 |
| S2 |
1,579.2 |
1,579.2 |
1,627.3 |
|
| S3 |
1,534.8 |
1,562.9 |
1,623.2 |
|
| S4 |
1,490.4 |
1,518.5 |
1,611.0 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,929.5 |
1,891.3 |
1,696.9 |
|
| R3 |
1,821.8 |
1,783.6 |
1,667.3 |
|
| R2 |
1,714.1 |
1,714.1 |
1,657.4 |
|
| R1 |
1,675.9 |
1,675.9 |
1,647.6 |
1,695.0 |
| PP |
1,606.4 |
1,606.4 |
1,606.4 |
1,616.0 |
| S1 |
1,568.2 |
1,568.2 |
1,627.8 |
1,587.3 |
| S2 |
1,498.7 |
1,498.7 |
1,618.0 |
|
| S3 |
1,391.0 |
1,460.5 |
1,608.1 |
|
| S4 |
1,283.3 |
1,352.8 |
1,578.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,651.7 |
1,595.5 |
56.2 |
3.4% |
28.6 |
1.8% |
71% |
False |
True |
172,748 |
| 10 |
1,651.7 |
1,490.7 |
161.0 |
9.8% |
36.6 |
2.2% |
90% |
False |
False |
186,328 |
| 20 |
1,651.7 |
1,426.2 |
225.5 |
13.8% |
39.9 |
2.4% |
93% |
False |
False |
185,352 |
| 40 |
1,651.7 |
1,426.2 |
225.5 |
13.8% |
37.5 |
2.3% |
93% |
False |
False |
123,395 |
| 60 |
1,651.7 |
1,426.2 |
225.5 |
13.8% |
34.2 |
2.1% |
93% |
False |
False |
82,289 |
| 80 |
1,651.7 |
1,357.5 |
294.2 |
18.0% |
35.5 |
2.2% |
94% |
False |
False |
61,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,828.6 |
|
2.618 |
1,756.1 |
|
1.618 |
1,711.7 |
|
1.000 |
1,684.3 |
|
0.618 |
1,667.3 |
|
HIGH |
1,639.9 |
|
0.618 |
1,622.9 |
|
0.500 |
1,617.7 |
|
0.382 |
1,612.5 |
|
LOW |
1,595.5 |
|
0.618 |
1,568.1 |
|
1.000 |
1,551.1 |
|
1.618 |
1,523.7 |
|
2.618 |
1,479.3 |
|
4.250 |
1,406.8 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,629.5 |
1,631.3 |
| PP |
1,623.6 |
1,627.1 |
| S1 |
1,617.7 |
1,623.0 |
|