| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,455.75 |
3,445.75 |
-10.00 |
-0.3% |
3,471.00 |
| High |
3,462.50 |
3,446.25 |
-16.25 |
-0.5% |
3,496.50 |
| Low |
3,431.50 |
3,356.00 |
-75.50 |
-2.2% |
3,402.50 |
| Close |
3,451.75 |
3,393.50 |
-58.25 |
-1.7% |
3,451.75 |
| Range |
31.00 |
90.25 |
59.25 |
191.1% |
94.00 |
| ATR |
59.19 |
61.80 |
2.61 |
4.4% |
0.00 |
| Volume |
1,216,313 |
1,957,780 |
741,467 |
61.0% |
7,746,883 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,669.25 |
3,621.75 |
3,443.25 |
|
| R3 |
3,579.00 |
3,531.50 |
3,418.25 |
|
| R2 |
3,488.75 |
3,488.75 |
3,410.00 |
|
| R1 |
3,441.25 |
3,441.25 |
3,401.75 |
3,420.00 |
| PP |
3,398.50 |
3,398.50 |
3,398.50 |
3,388.00 |
| S1 |
3,351.00 |
3,351.00 |
3,385.25 |
3,329.50 |
| S2 |
3,308.25 |
3,308.25 |
3,377.00 |
|
| S3 |
3,218.00 |
3,260.75 |
3,368.75 |
|
| S4 |
3,127.75 |
3,170.50 |
3,343.75 |
|
|
| 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 |
3,469.75 |
3,356.00 |
113.75 |
3.4% |
52.00 |
1.5% |
33% |
False |
True |
1,611,762 |
| 10 |
3,535.75 |
3,356.00 |
179.75 |
5.3% |
54.50 |
1.6% |
21% |
False |
True |
1,591,070 |
| 20 |
3,541.00 |
3,291.25 |
249.75 |
7.4% |
59.25 |
1.7% |
41% |
False |
False |
1,541,260 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.1% |
70.50 |
2.1% |
52% |
False |
False |
1,404,828 |
| 60 |
3,576.25 |
3,198.00 |
378.25 |
11.1% |
58.50 |
1.7% |
52% |
False |
False |
937,922 |
| 80 |
3,576.25 |
3,095.00 |
481.25 |
14.2% |
57.50 |
1.7% |
62% |
False |
False |
703,835 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
19.4% |
62.50 |
1.8% |
72% |
False |
False |
563,480 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
24.5% |
62.50 |
1.8% |
78% |
False |
False |
469,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,829.75 |
|
2.618 |
3,682.50 |
|
1.618 |
3,592.25 |
|
1.000 |
3,536.50 |
|
0.618 |
3,502.00 |
|
HIGH |
3,446.25 |
|
0.618 |
3,411.75 |
|
0.500 |
3,401.00 |
|
0.382 |
3,390.50 |
|
LOW |
3,356.00 |
|
0.618 |
3,300.25 |
|
1.000 |
3,265.75 |
|
1.618 |
3,210.00 |
|
2.618 |
3,119.75 |
|
4.250 |
2,972.50 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,401.00 |
3,409.25 |
| PP |
3,398.50 |
3,404.00 |
| S1 |
3,396.00 |
3,398.75 |
|