| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,534.00 |
3,502.00 |
-32.00 |
-0.9% |
3,360.00 |
| High |
3,535.75 |
3,524.00 |
-11.75 |
-0.3% |
3,480.00 |
| Low |
3,491.50 |
3,472.00 |
-19.50 |
-0.6% |
3,330.50 |
| Close |
3,504.75 |
3,481.00 |
-23.75 |
-0.7% |
3,473.25 |
| Range |
44.25 |
52.00 |
7.75 |
17.5% |
149.50 |
| ATR |
66.55 |
65.51 |
-1.04 |
-1.6% |
0.00 |
| Volume |
1,617,226 |
1,539,718 |
-77,508 |
-4.8% |
6,469,410 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,648.25 |
3,616.75 |
3,509.50 |
|
| R3 |
3,596.25 |
3,564.75 |
3,495.25 |
|
| R2 |
3,544.25 |
3,544.25 |
3,490.50 |
|
| R1 |
3,512.75 |
3,512.75 |
3,485.75 |
3,502.50 |
| PP |
3,492.25 |
3,492.25 |
3,492.25 |
3,487.25 |
| S1 |
3,460.75 |
3,460.75 |
3,476.25 |
3,450.50 |
| S2 |
3,440.25 |
3,440.25 |
3,471.50 |
|
| S3 |
3,388.25 |
3,408.75 |
3,466.75 |
|
| S4 |
3,336.25 |
3,356.75 |
3,452.50 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,876.50 |
3,824.25 |
3,555.50 |
|
| R3 |
3,727.00 |
3,674.75 |
3,514.25 |
|
| R2 |
3,577.50 |
3,577.50 |
3,500.75 |
|
| R1 |
3,525.25 |
3,525.25 |
3,487.00 |
3,551.50 |
| PP |
3,428.00 |
3,428.00 |
3,428.00 |
3,441.00 |
| S1 |
3,375.75 |
3,375.75 |
3,459.50 |
3,402.00 |
| S2 |
3,278.50 |
3,278.50 |
3,445.75 |
|
| S3 |
3,129.00 |
3,226.25 |
3,432.25 |
|
| S4 |
2,979.50 |
3,076.75 |
3,391.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,541.00 |
3,405.50 |
135.50 |
3.9% |
50.00 |
1.4% |
56% |
False |
False |
1,369,653 |
| 10 |
3,541.00 |
3,300.25 |
240.75 |
6.9% |
60.00 |
1.7% |
75% |
False |
False |
1,457,425 |
| 20 |
3,541.00 |
3,198.00 |
343.00 |
9.9% |
69.00 |
2.0% |
83% |
False |
False |
1,732,358 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
10.9% |
66.50 |
1.9% |
75% |
False |
False |
1,086,922 |
| 60 |
3,576.25 |
3,181.25 |
395.00 |
11.3% |
58.25 |
1.7% |
76% |
False |
False |
725,628 |
| 80 |
3,576.25 |
2,972.00 |
604.25 |
17.4% |
59.50 |
1.7% |
84% |
False |
False |
544,694 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
19.0% |
62.25 |
1.8% |
86% |
False |
False |
435,973 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
23.9% |
63.00 |
1.8% |
89% |
False |
False |
363,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,745.00 |
|
2.618 |
3,660.25 |
|
1.618 |
3,608.25 |
|
1.000 |
3,576.00 |
|
0.618 |
3,556.25 |
|
HIGH |
3,524.00 |
|
0.618 |
3,504.25 |
|
0.500 |
3,498.00 |
|
0.382 |
3,491.75 |
|
LOW |
3,472.00 |
|
0.618 |
3,439.75 |
|
1.000 |
3,420.00 |
|
1.618 |
3,387.75 |
|
2.618 |
3,335.75 |
|
4.250 |
3,251.00 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,498.00 |
3,502.50 |
| PP |
3,492.25 |
3,495.50 |
| S1 |
3,486.75 |
3,488.25 |
|