| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,436.00 |
3,437.00 |
1.00 |
0.0% |
3,467.50 |
| High |
3,469.75 |
3,458.00 |
-11.75 |
-0.3% |
3,541.00 |
| Low |
3,418.75 |
3,420.50 |
1.75 |
0.1% |
3,431.50 |
| Close |
3,432.25 |
3,432.50 |
0.25 |
0.0% |
3,462.25 |
| Range |
51.00 |
37.50 |
-13.50 |
-26.5% |
109.50 |
| ATR |
64.09 |
62.19 |
-1.90 |
-3.0% |
0.00 |
| Volume |
1,702,183 |
1,681,275 |
-20,908 |
-1.2% |
7,607,104 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,549.50 |
3,528.50 |
3,453.00 |
|
| R3 |
3,512.00 |
3,491.00 |
3,442.75 |
|
| R2 |
3,474.50 |
3,474.50 |
3,439.50 |
|
| R1 |
3,453.50 |
3,453.50 |
3,436.00 |
3,445.25 |
| PP |
3,437.00 |
3,437.00 |
3,437.00 |
3,433.00 |
| S1 |
3,416.00 |
3,416.00 |
3,429.00 |
3,407.75 |
| S2 |
3,399.50 |
3,399.50 |
3,425.50 |
|
| S3 |
3,362.00 |
3,378.50 |
3,422.25 |
|
| S4 |
3,324.50 |
3,341.00 |
3,412.00 |
|
|
| 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 |
3,508.50 |
3,410.75 |
97.75 |
2.8% |
55.25 |
1.6% |
22% |
False |
False |
1,615,681 |
| 10 |
3,541.00 |
3,405.50 |
135.50 |
3.9% |
52.50 |
1.5% |
20% |
False |
False |
1,492,667 |
| 20 |
3,541.00 |
3,198.00 |
343.00 |
10.0% |
62.00 |
1.8% |
68% |
False |
False |
1,580,988 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.0% |
69.00 |
2.0% |
62% |
False |
False |
1,288,277 |
| 60 |
3,576.25 |
3,184.75 |
391.50 |
11.4% |
58.75 |
1.7% |
63% |
False |
False |
860,161 |
| 80 |
3,576.25 |
3,020.50 |
555.75 |
16.2% |
57.50 |
1.7% |
74% |
False |
False |
645,482 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
19.2% |
62.00 |
1.8% |
78% |
False |
False |
516,741 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
24.2% |
62.25 |
1.8% |
83% |
False |
False |
431,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,617.50 |
|
2.618 |
3,556.25 |
|
1.618 |
3,518.75 |
|
1.000 |
3,495.50 |
|
0.618 |
3,481.25 |
|
HIGH |
3,458.00 |
|
0.618 |
3,443.75 |
|
0.500 |
3,439.25 |
|
0.382 |
3,434.75 |
|
LOW |
3,420.50 |
|
0.618 |
3,397.25 |
|
1.000 |
3,383.00 |
|
1.618 |
3,359.75 |
|
2.618 |
3,322.25 |
|
4.250 |
3,261.00 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,439.25 |
3,453.50 |
| PP |
3,437.00 |
3,446.50 |
| S1 |
3,434.75 |
3,439.50 |
|