| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,430.25 |
3,455.75 |
25.50 |
0.7% |
3,471.00 |
| High |
3,453.00 |
3,462.50 |
9.50 |
0.3% |
3,496.50 |
| Low |
3,402.50 |
3,431.50 |
29.00 |
0.9% |
3,402.50 |
| Close |
3,449.25 |
3,451.75 |
2.50 |
0.1% |
3,451.75 |
| Range |
50.50 |
31.00 |
-19.50 |
-38.6% |
94.00 |
| ATR |
61.36 |
59.19 |
-2.17 |
-3.5% |
0.00 |
| Volume |
1,501,259 |
1,216,313 |
-284,946 |
-19.0% |
7,746,883 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,541.50 |
3,527.75 |
3,468.75 |
|
| R3 |
3,510.50 |
3,496.75 |
3,460.25 |
|
| R2 |
3,479.50 |
3,479.50 |
3,457.50 |
|
| R1 |
3,465.75 |
3,465.75 |
3,454.50 |
3,457.00 |
| PP |
3,448.50 |
3,448.50 |
3,448.50 |
3,444.25 |
| S1 |
3,434.75 |
3,434.75 |
3,449.00 |
3,426.00 |
| S2 |
3,417.50 |
3,417.50 |
3,446.00 |
|
| S3 |
3,386.50 |
3,403.75 |
3,443.25 |
|
| S4 |
3,355.50 |
3,372.75 |
3,434.75 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,732.25 |
3,686.00 |
3,503.50 |
|
| R3 |
3,638.25 |
3,592.00 |
3,477.50 |
|
| R2 |
3,544.25 |
3,544.25 |
3,469.00 |
|
| R1 |
3,498.00 |
3,498.00 |
3,460.25 |
3,474.00 |
| PP |
3,450.25 |
3,450.25 |
3,450.25 |
3,438.25 |
| S1 |
3,404.00 |
3,404.00 |
3,443.25 |
3,380.00 |
| S2 |
3,356.25 |
3,356.25 |
3,434.50 |
|
| S3 |
3,262.25 |
3,310.00 |
3,426.00 |
|
| S4 |
3,168.25 |
3,216.00 |
3,400.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,496.50 |
3,402.50 |
94.00 |
2.7% |
51.25 |
1.5% |
52% |
False |
False |
1,549,376 |
| 10 |
3,541.00 |
3,402.50 |
138.50 |
4.0% |
53.00 |
1.5% |
36% |
False |
False |
1,535,398 |
| 20 |
3,541.00 |
3,287.50 |
253.50 |
7.3% |
58.00 |
1.7% |
65% |
False |
False |
1,518,161 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.0% |
69.00 |
2.0% |
67% |
False |
False |
1,355,976 |
| 60 |
3,576.25 |
3,198.00 |
378.25 |
11.0% |
58.00 |
1.7% |
67% |
False |
False |
905,388 |
| 80 |
3,576.25 |
3,085.50 |
490.75 |
14.2% |
57.00 |
1.7% |
75% |
False |
False |
679,388 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
19.1% |
62.00 |
1.8% |
81% |
False |
False |
543,906 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
24.1% |
62.00 |
1.8% |
85% |
False |
False |
453,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,594.25 |
|
2.618 |
3,543.75 |
|
1.618 |
3,512.75 |
|
1.000 |
3,493.50 |
|
0.618 |
3,481.75 |
|
HIGH |
3,462.50 |
|
0.618 |
3,450.75 |
|
0.500 |
3,447.00 |
|
0.382 |
3,443.25 |
|
LOW |
3,431.50 |
|
0.618 |
3,412.25 |
|
1.000 |
3,400.50 |
|
1.618 |
3,381.25 |
|
2.618 |
3,350.25 |
|
4.250 |
3,299.75 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,450.25 |
3,445.25 |
| PP |
3,448.50 |
3,439.00 |
| S1 |
3,447.00 |
3,432.50 |
|