| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,471.00 |
3,436.00 |
-35.00 |
-1.0% |
3,467.50 |
| High |
3,496.50 |
3,469.75 |
-26.75 |
-0.8% |
3,541.00 |
| Low |
3,410.75 |
3,418.75 |
8.00 |
0.2% |
3,431.50 |
| Close |
3,422.75 |
3,432.25 |
9.50 |
0.3% |
3,462.25 |
| Range |
85.75 |
51.00 |
-34.75 |
-40.5% |
109.50 |
| ATR |
65.10 |
64.09 |
-1.01 |
-1.5% |
0.00 |
| Volume |
1,645,853 |
1,702,183 |
56,330 |
3.4% |
7,607,104 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,593.25 |
3,563.75 |
3,460.25 |
|
| R3 |
3,542.25 |
3,512.75 |
3,446.25 |
|
| R2 |
3,491.25 |
3,491.25 |
3,441.50 |
|
| R1 |
3,461.75 |
3,461.75 |
3,437.00 |
3,451.00 |
| PP |
3,440.25 |
3,440.25 |
3,440.25 |
3,435.00 |
| S1 |
3,410.75 |
3,410.75 |
3,427.50 |
3,400.00 |
| S2 |
3,389.25 |
3,389.25 |
3,423.00 |
|
| S3 |
3,338.25 |
3,359.75 |
3,418.25 |
|
| S4 |
3,287.25 |
3,308.75 |
3,404.25 |
|
|
| 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 |
3,524.00 |
3,410.75 |
113.25 |
3.3% |
58.25 |
1.7% |
19% |
False |
False |
1,587,370 |
| 10 |
3,541.00 |
3,332.25 |
208.75 |
6.1% |
57.25 |
1.7% |
48% |
False |
False |
1,464,601 |
| 20 |
3,541.00 |
3,198.00 |
343.00 |
10.0% |
65.00 |
1.9% |
68% |
False |
False |
1,595,907 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.0% |
68.75 |
2.0% |
62% |
False |
False |
1,246,390 |
| 60 |
3,576.25 |
3,184.75 |
391.50 |
11.4% |
58.75 |
1.7% |
63% |
False |
False |
832,152 |
| 80 |
3,576.25 |
2,972.00 |
604.25 |
17.6% |
58.00 |
1.7% |
76% |
False |
False |
624,498 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
19.2% |
62.25 |
1.8% |
78% |
False |
False |
499,929 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
24.2% |
62.50 |
1.8% |
83% |
False |
False |
417,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,686.50 |
|
2.618 |
3,603.25 |
|
1.618 |
3,552.25 |
|
1.000 |
3,520.75 |
|
0.618 |
3,501.25 |
|
HIGH |
3,469.75 |
|
0.618 |
3,450.25 |
|
0.500 |
3,444.25 |
|
0.382 |
3,438.25 |
|
LOW |
3,418.75 |
|
0.618 |
3,387.25 |
|
1.000 |
3,367.75 |
|
1.618 |
3,336.25 |
|
2.618 |
3,285.25 |
|
4.250 |
3,202.00 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,444.25 |
3,459.50 |
| PP |
3,440.25 |
3,450.50 |
| S1 |
3,436.25 |
3,441.50 |
|