| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,615.3 |
1,603.0 |
-12.3 |
-0.8% |
1,636.3 |
| High |
1,628.6 |
1,634.1 |
5.5 |
0.3% |
1,651.7 |
| Low |
1,600.2 |
1,587.7 |
-12.5 |
-0.8% |
1,595.5 |
| Close |
1,603.1 |
1,630.6 |
27.5 |
1.7% |
1,627.1 |
| Range |
28.4 |
46.4 |
18.0 |
63.4% |
56.2 |
| ATR |
35.3 |
36.1 |
0.8 |
2.2% |
0.0 |
| Volume |
152,917 |
155,884 |
2,967 |
1.9% |
816,599 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,756.7 |
1,740.0 |
1,656.1 |
|
| R3 |
1,710.3 |
1,693.6 |
1,643.4 |
|
| R2 |
1,663.9 |
1,663.9 |
1,639.1 |
|
| R1 |
1,647.2 |
1,647.2 |
1,634.9 |
1,655.6 |
| PP |
1,617.5 |
1,617.5 |
1,617.5 |
1,621.6 |
| S1 |
1,600.8 |
1,600.8 |
1,626.3 |
1,609.2 |
| S2 |
1,571.1 |
1,571.1 |
1,622.1 |
|
| S3 |
1,524.7 |
1,554.4 |
1,617.8 |
|
| S4 |
1,478.3 |
1,508.0 |
1,605.1 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,793.4 |
1,766.4 |
1,658.0 |
|
| R3 |
1,737.2 |
1,710.2 |
1,642.6 |
|
| R2 |
1,681.0 |
1,681.0 |
1,637.4 |
|
| R1 |
1,654.0 |
1,654.0 |
1,632.3 |
1,639.4 |
| PP |
1,624.8 |
1,624.8 |
1,624.8 |
1,617.5 |
| S1 |
1,597.8 |
1,597.8 |
1,621.9 |
1,583.2 |
| S2 |
1,568.6 |
1,568.6 |
1,616.8 |
|
| S3 |
1,512.4 |
1,541.6 |
1,611.6 |
|
| S4 |
1,456.2 |
1,485.4 |
1,596.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,648.4 |
1,587.7 |
60.7 |
3.7% |
33.0 |
2.0% |
71% |
False |
True |
145,513 |
| 10 |
1,651.7 |
1,587.7 |
64.0 |
3.9% |
30.8 |
1.9% |
67% |
False |
True |
159,130 |
| 20 |
1,651.7 |
1,428.7 |
223.0 |
13.7% |
35.9 |
2.2% |
91% |
False |
False |
172,131 |
| 40 |
1,651.7 |
1,426.2 |
225.5 |
13.8% |
38.9 |
2.4% |
91% |
False |
False |
141,568 |
| 60 |
1,651.7 |
1,426.2 |
225.5 |
13.8% |
34.5 |
2.1% |
91% |
False |
False |
94,412 |
| 80 |
1,651.7 |
1,372.2 |
279.5 |
17.1% |
34.4 |
2.1% |
92% |
False |
False |
70,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,831.3 |
|
2.618 |
1,755.6 |
|
1.618 |
1,709.2 |
|
1.000 |
1,680.5 |
|
0.618 |
1,662.8 |
|
HIGH |
1,634.1 |
|
0.618 |
1,616.4 |
|
0.500 |
1,610.9 |
|
0.382 |
1,605.4 |
|
LOW |
1,587.7 |
|
0.618 |
1,559.0 |
|
1.000 |
1,541.3 |
|
1.618 |
1,512.6 |
|
2.618 |
1,466.2 |
|
4.250 |
1,390.5 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,624.0 |
1,624.0 |
| PP |
1,617.5 |
1,617.5 |
| S1 |
1,610.9 |
1,610.9 |
|