| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
5,715.0 |
5,768.0 |
53.0 |
0.9% |
5,905.5 |
| High |
5,784.5 |
5,861.0 |
76.5 |
1.3% |
5,936.0 |
| Low |
5,689.0 |
5,755.5 |
66.5 |
1.2% |
5,689.0 |
| Close |
5,763.0 |
5,826.0 |
63.0 |
1.1% |
5,826.0 |
| Range |
95.5 |
105.5 |
10.0 |
10.5% |
247.0 |
| ATR |
99.9 |
100.3 |
0.4 |
0.4% |
0.0 |
| Volume |
80,881 |
80,127 |
-754 |
-0.9% |
404,027 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,130.5 |
6,084.0 |
5,884.0 |
|
| R3 |
6,025.0 |
5,978.5 |
5,855.0 |
|
| R2 |
5,919.5 |
5,919.5 |
5,845.5 |
|
| R1 |
5,873.0 |
5,873.0 |
5,835.5 |
5,896.0 |
| PP |
5,814.0 |
5,814.0 |
5,814.0 |
5,826.0 |
| S1 |
5,767.5 |
5,767.5 |
5,816.5 |
5,791.0 |
| S2 |
5,708.5 |
5,708.5 |
5,806.5 |
|
| S3 |
5,603.0 |
5,662.0 |
5,797.0 |
|
| S4 |
5,497.5 |
5,556.5 |
5,768.0 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,558.0 |
6,439.0 |
5,962.0 |
|
| R3 |
6,311.0 |
6,192.0 |
5,894.0 |
|
| R2 |
6,064.0 |
6,064.0 |
5,871.5 |
|
| R1 |
5,945.0 |
5,945.0 |
5,848.5 |
5,881.0 |
| PP |
5,817.0 |
5,817.0 |
5,817.0 |
5,785.0 |
| S1 |
5,698.0 |
5,698.0 |
5,803.5 |
5,634.0 |
| S2 |
5,570.0 |
5,570.0 |
5,780.5 |
|
| S3 |
5,323.0 |
5,451.0 |
5,758.0 |
|
| S4 |
5,076.0 |
5,204.0 |
5,690.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,936.0 |
5,689.0 |
247.0 |
4.2% |
108.0 |
1.9% |
55% |
False |
False |
80,805 |
| 10 |
6,010.0 |
5,689.0 |
321.0 |
5.5% |
100.0 |
1.7% |
43% |
False |
False |
88,728 |
| 20 |
6,012.5 |
5,689.0 |
323.5 |
5.6% |
90.5 |
1.6% |
42% |
False |
False |
86,606 |
| 40 |
6,097.5 |
5,689.0 |
408.5 |
7.0% |
99.5 |
1.7% |
34% |
False |
False |
88,339 |
| 60 |
6,228.0 |
5,689.0 |
539.0 |
9.3% |
80.0 |
1.4% |
25% |
False |
False |
58,996 |
| 80 |
6,240.5 |
5,689.0 |
551.5 |
9.5% |
63.5 |
1.1% |
25% |
False |
False |
44,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,309.5 |
|
2.618 |
6,137.0 |
|
1.618 |
6,031.5 |
|
1.000 |
5,966.5 |
|
0.618 |
5,926.0 |
|
HIGH |
5,861.0 |
|
0.618 |
5,820.5 |
|
0.500 |
5,808.0 |
|
0.382 |
5,796.0 |
|
LOW |
5,755.5 |
|
0.618 |
5,690.5 |
|
1.000 |
5,650.0 |
|
1.618 |
5,585.0 |
|
2.618 |
5,479.5 |
|
4.250 |
5,307.0 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
5,820.0 |
5,814.0 |
| PP |
5,814.0 |
5,802.0 |
| S1 |
5,808.0 |
5,790.0 |
|