| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,437.00 |
3,430.25 |
-6.75 |
-0.2% |
3,467.50 |
| High |
3,458.00 |
3,453.00 |
-5.00 |
-0.1% |
3,541.00 |
| Low |
3,420.50 |
3,402.50 |
-18.00 |
-0.5% |
3,431.50 |
| Close |
3,432.50 |
3,449.25 |
16.75 |
0.5% |
3,462.25 |
| Range |
37.50 |
50.50 |
13.00 |
34.7% |
109.50 |
| ATR |
62.19 |
61.36 |
-0.84 |
-1.3% |
0.00 |
| Volume |
1,681,275 |
1,501,259 |
-180,016 |
-10.7% |
7,607,104 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,586.50 |
3,568.25 |
3,477.00 |
|
| R3 |
3,536.00 |
3,517.75 |
3,463.25 |
|
| R2 |
3,485.50 |
3,485.50 |
3,458.50 |
|
| R1 |
3,467.25 |
3,467.25 |
3,454.00 |
3,476.50 |
| PP |
3,435.00 |
3,435.00 |
3,435.00 |
3,439.50 |
| S1 |
3,416.75 |
3,416.75 |
3,444.50 |
3,426.00 |
| S2 |
3,384.50 |
3,384.50 |
3,440.00 |
|
| S3 |
3,334.00 |
3,366.25 |
3,435.25 |
|
| S4 |
3,283.50 |
3,315.75 |
3,421.50 |
|
|
| 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 |
3,508.50 |
3,402.50 |
106.00 |
3.1% |
54.50 |
1.6% |
44% |
False |
True |
1,585,903 |
| 10 |
3,541.00 |
3,402.50 |
138.50 |
4.0% |
53.50 |
1.6% |
34% |
False |
True |
1,532,294 |
| 20 |
3,541.00 |
3,206.50 |
334.50 |
9.7% |
61.00 |
1.8% |
73% |
False |
False |
1,542,200 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.0% |
69.00 |
2.0% |
66% |
False |
False |
1,325,704 |
| 60 |
3,576.25 |
3,184.75 |
391.50 |
11.4% |
58.75 |
1.7% |
68% |
False |
False |
885,162 |
| 80 |
3,576.25 |
3,053.00 |
523.25 |
15.2% |
57.25 |
1.7% |
76% |
False |
False |
664,216 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
19.1% |
62.25 |
1.8% |
81% |
False |
False |
531,750 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
24.1% |
62.25 |
1.8% |
85% |
False |
False |
443,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,667.50 |
|
2.618 |
3,585.25 |
|
1.618 |
3,534.75 |
|
1.000 |
3,503.50 |
|
0.618 |
3,484.25 |
|
HIGH |
3,453.00 |
|
0.618 |
3,433.75 |
|
0.500 |
3,427.75 |
|
0.382 |
3,421.75 |
|
LOW |
3,402.50 |
|
0.618 |
3,371.25 |
|
1.000 |
3,352.00 |
|
1.618 |
3,320.75 |
|
2.618 |
3,270.25 |
|
4.250 |
3,188.00 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,442.00 |
3,445.00 |
| PP |
3,435.00 |
3,440.50 |
| S1 |
3,427.75 |
3,436.00 |
|