| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,634.5 |
1,634.7 |
0.2 |
0.0% |
1,630.6 |
| High |
1,641.7 |
1,634.7 |
-7.0 |
-0.4% |
1,648.4 |
| Low |
1,620.2 |
1,580.9 |
-39.3 |
-2.4% |
1,587.7 |
| Close |
1,635.6 |
1,602.1 |
-33.5 |
-2.0% |
1,635.6 |
| Range |
21.5 |
53.8 |
32.3 |
150.2% |
60.7 |
| ATR |
35.1 |
36.5 |
1.4 |
4.0% |
0.0 |
| Volume |
117,600 |
157,361 |
39,761 |
33.8% |
708,291 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,767.3 |
1,738.5 |
1,631.7 |
|
| R3 |
1,713.5 |
1,684.7 |
1,616.9 |
|
| R2 |
1,659.7 |
1,659.7 |
1,612.0 |
|
| R1 |
1,630.9 |
1,630.9 |
1,607.0 |
1,618.4 |
| PP |
1,605.9 |
1,605.9 |
1,605.9 |
1,599.7 |
| S1 |
1,577.1 |
1,577.1 |
1,597.2 |
1,564.6 |
| S2 |
1,552.1 |
1,552.1 |
1,592.2 |
|
| S3 |
1,498.3 |
1,523.3 |
1,587.3 |
|
| S4 |
1,444.5 |
1,469.5 |
1,572.5 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,806.0 |
1,781.5 |
1,669.0 |
|
| R3 |
1,745.3 |
1,720.8 |
1,652.3 |
|
| R2 |
1,684.6 |
1,684.6 |
1,646.7 |
|
| R1 |
1,660.1 |
1,660.1 |
1,641.2 |
1,672.4 |
| PP |
1,623.9 |
1,623.9 |
1,623.9 |
1,630.0 |
| S1 |
1,599.4 |
1,599.4 |
1,630.0 |
1,611.7 |
| S2 |
1,563.2 |
1,563.2 |
1,624.5 |
|
| S3 |
1,502.5 |
1,538.7 |
1,618.9 |
|
| S4 |
1,441.8 |
1,478.0 |
1,602.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,641.7 |
1,580.9 |
60.8 |
3.8% |
35.5 |
2.2% |
35% |
False |
True |
145,633 |
| 10 |
1,650.5 |
1,580.9 |
69.6 |
4.3% |
34.3 |
2.1% |
30% |
False |
True |
152,219 |
| 20 |
1,651.7 |
1,485.8 |
165.9 |
10.4% |
35.3 |
2.2% |
70% |
False |
False |
170,024 |
| 40 |
1,651.7 |
1,426.2 |
225.5 |
14.1% |
39.7 |
2.5% |
78% |
False |
False |
148,438 |
| 60 |
1,651.7 |
1,426.2 |
225.5 |
14.1% |
34.5 |
2.2% |
78% |
False |
False |
98,994 |
| 80 |
1,651.7 |
1,372.2 |
279.5 |
17.4% |
34.4 |
2.1% |
82% |
False |
False |
74,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,863.4 |
|
2.618 |
1,775.5 |
|
1.618 |
1,721.7 |
|
1.000 |
1,688.5 |
|
0.618 |
1,667.9 |
|
HIGH |
1,634.7 |
|
0.618 |
1,614.1 |
|
0.500 |
1,607.8 |
|
0.382 |
1,601.5 |
|
LOW |
1,580.9 |
|
0.618 |
1,547.7 |
|
1.000 |
1,527.1 |
|
1.618 |
1,493.9 |
|
2.618 |
1,440.1 |
|
4.250 |
1,352.3 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,607.8 |
1,611.3 |
| PP |
1,605.9 |
1,608.2 |
| S1 |
1,604.0 |
1,605.2 |
|