| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,903.0 |
1,911.5 |
8.5 |
0.4% |
1,914.3 |
| High |
1,925.1 |
1,920.7 |
-4.4 |
-0.2% |
1,944.0 |
| Low |
1,892.8 |
1,900.5 |
7.7 |
0.4% |
1,884.0 |
| Close |
1,915.1 |
1,916.6 |
1.5 |
0.1% |
1,933.6 |
| Range |
32.3 |
20.2 |
-12.1 |
-37.5% |
60.0 |
| ATR |
32.8 |
31.9 |
-0.9 |
-2.7% |
0.0 |
| Volume |
2,328 |
3,285 |
957 |
41.1% |
27,686 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,973.2 |
1,965.1 |
1,927.7 |
|
| R3 |
1,953.0 |
1,944.9 |
1,922.2 |
|
| R2 |
1,932.8 |
1,932.8 |
1,920.3 |
|
| R1 |
1,924.7 |
1,924.7 |
1,918.5 |
1,928.8 |
| PP |
1,912.6 |
1,912.6 |
1,912.6 |
1,914.6 |
| S1 |
1,904.5 |
1,904.5 |
1,914.7 |
1,908.6 |
| S2 |
1,892.4 |
1,892.4 |
1,912.9 |
|
| S3 |
1,872.2 |
1,884.3 |
1,911.0 |
|
| S4 |
1,852.0 |
1,864.1 |
1,905.5 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.5 |
2,077.1 |
1,966.6 |
|
| R3 |
2,040.5 |
2,017.1 |
1,950.1 |
|
| R2 |
1,980.5 |
1,980.5 |
1,944.6 |
|
| R1 |
1,957.1 |
1,957.1 |
1,939.1 |
1,968.8 |
| PP |
1,920.5 |
1,920.5 |
1,920.5 |
1,926.4 |
| S1 |
1,897.1 |
1,897.1 |
1,928.1 |
1,908.8 |
| S2 |
1,860.5 |
1,860.5 |
1,922.6 |
|
| S3 |
1,800.5 |
1,837.1 |
1,917.1 |
|
| S4 |
1,740.5 |
1,777.1 |
1,900.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,945.6 |
1,892.8 |
52.8 |
2.8% |
29.0 |
1.5% |
45% |
False |
False |
4,629 |
| 10 |
1,945.6 |
1,884.0 |
61.6 |
3.2% |
29.6 |
1.5% |
53% |
False |
False |
4,450 |
| 20 |
1,975.3 |
1,858.1 |
117.2 |
6.1% |
31.4 |
1.6% |
50% |
False |
False |
3,611 |
| 40 |
2,008.2 |
1,858.1 |
150.1 |
7.8% |
33.1 |
1.7% |
39% |
False |
False |
3,164 |
| 60 |
2,099.2 |
1,858.1 |
241.1 |
12.6% |
38.9 |
2.0% |
24% |
False |
False |
3,645 |
| 80 |
2,099.2 |
1,778.8 |
320.4 |
16.7% |
34.8 |
1.8% |
43% |
False |
False |
3,264 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
20.9% |
33.1 |
1.7% |
54% |
False |
False |
2,940 |
| 120 |
2,099.2 |
1,689.2 |
410.0 |
21.4% |
30.7 |
1.6% |
55% |
False |
False |
2,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,006.6 |
|
2.618 |
1,973.6 |
|
1.618 |
1,953.4 |
|
1.000 |
1,940.9 |
|
0.618 |
1,933.2 |
|
HIGH |
1,920.7 |
|
0.618 |
1,913.0 |
|
0.500 |
1,910.6 |
|
0.382 |
1,908.2 |
|
LOW |
1,900.5 |
|
0.618 |
1,888.0 |
|
1.000 |
1,880.3 |
|
1.618 |
1,867.8 |
|
2.618 |
1,847.6 |
|
4.250 |
1,814.7 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,914.6 |
1,916.2 |
| PP |
1,912.6 |
1,915.7 |
| S1 |
1,910.6 |
1,915.3 |
|