| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,478.50 |
3,471.00 |
-7.50 |
-0.2% |
3,467.50 |
| High |
3,508.50 |
3,496.50 |
-12.00 |
-0.3% |
3,541.00 |
| Low |
3,461.25 |
3,410.75 |
-50.50 |
-1.5% |
3,431.50 |
| Close |
3,462.25 |
3,422.75 |
-39.50 |
-1.1% |
3,462.25 |
| Range |
47.25 |
85.75 |
38.50 |
81.5% |
109.50 |
| ATR |
63.51 |
65.10 |
1.59 |
2.5% |
0.00 |
| Volume |
1,398,947 |
1,645,853 |
246,906 |
17.6% |
7,607,104 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,700.50 |
3,647.50 |
3,470.00 |
|
| R3 |
3,614.75 |
3,561.75 |
3,446.25 |
|
| R2 |
3,529.00 |
3,529.00 |
3,438.50 |
|
| R1 |
3,476.00 |
3,476.00 |
3,430.50 |
3,459.50 |
| PP |
3,443.25 |
3,443.25 |
3,443.25 |
3,435.25 |
| S1 |
3,390.25 |
3,390.25 |
3,415.00 |
3,374.00 |
| S2 |
3,357.50 |
3,357.50 |
3,407.00 |
|
| S3 |
3,271.75 |
3,304.50 |
3,399.25 |
|
| S4 |
3,186.00 |
3,218.75 |
3,375.50 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,806.75 |
3,744.00 |
3,522.50 |
|
| R3 |
3,697.25 |
3,634.50 |
3,492.25 |
|
| R2 |
3,587.75 |
3,587.75 |
3,482.25 |
|
| R1 |
3,525.00 |
3,525.00 |
3,472.25 |
3,501.50 |
| PP |
3,478.25 |
3,478.25 |
3,478.25 |
3,466.50 |
| S1 |
3,415.50 |
3,415.50 |
3,452.25 |
3,392.00 |
| S2 |
3,368.75 |
3,368.75 |
3,442.25 |
|
| S3 |
3,259.25 |
3,306.00 |
3,432.25 |
|
| S4 |
3,149.75 |
3,196.50 |
3,402.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,535.75 |
3,410.75 |
125.00 |
3.7% |
56.75 |
1.7% |
10% |
False |
True |
1,570,378 |
| 10 |
3,541.00 |
3,330.50 |
210.50 |
6.2% |
61.25 |
1.8% |
44% |
False |
False |
1,464,489 |
| 20 |
3,541.00 |
3,198.00 |
343.00 |
10.0% |
65.00 |
1.9% |
66% |
False |
False |
1,589,614 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.1% |
68.25 |
2.0% |
59% |
False |
False |
1,203,929 |
| 60 |
3,576.25 |
3,182.00 |
394.25 |
11.5% |
58.75 |
1.7% |
61% |
False |
False |
803,796 |
| 80 |
3,576.25 |
2,972.00 |
604.25 |
17.7% |
58.50 |
1.7% |
75% |
False |
False |
603,271 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
19.3% |
62.25 |
1.8% |
77% |
False |
False |
482,913 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
24.3% |
62.75 |
1.8% |
82% |
False |
False |
402,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,861.00 |
|
2.618 |
3,721.00 |
|
1.618 |
3,635.25 |
|
1.000 |
3,582.25 |
|
0.618 |
3,549.50 |
|
HIGH |
3,496.50 |
|
0.618 |
3,463.75 |
|
0.500 |
3,453.50 |
|
0.382 |
3,443.50 |
|
LOW |
3,410.75 |
|
0.618 |
3,357.75 |
|
1.000 |
3,325.00 |
|
1.618 |
3,272.00 |
|
2.618 |
3,186.25 |
|
4.250 |
3,046.25 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,453.50 |
3,459.50 |
| PP |
3,443.25 |
3,447.25 |
| S1 |
3,433.00 |
3,435.00 |
|