| 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 |
1,917.8 |
1,935.5 |
17.7 |
0.9% |
1,942.4 |
| High |
1,943.4 |
1,936.1 |
-7.3 |
-0.4% |
1,945.6 |
| Low |
1,917.8 |
1,902.0 |
-15.8 |
-0.8% |
1,892.8 |
| Close |
1,936.9 |
1,912.0 |
-24.9 |
-1.3% |
1,914.0 |
| Range |
25.6 |
34.1 |
8.5 |
33.2% |
52.8 |
| ATR |
29.3 |
29.7 |
0.4 |
1.4% |
0.0 |
| Volume |
4,995 |
6,457 |
1,462 |
29.3% |
17,995 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,019.0 |
1,999.6 |
1,930.8 |
|
| R3 |
1,984.9 |
1,965.5 |
1,921.4 |
|
| R2 |
1,950.8 |
1,950.8 |
1,918.3 |
|
| R1 |
1,931.4 |
1,931.4 |
1,915.1 |
1,924.1 |
| PP |
1,916.7 |
1,916.7 |
1,916.7 |
1,913.0 |
| S1 |
1,897.3 |
1,897.3 |
1,908.9 |
1,890.0 |
| S2 |
1,882.6 |
1,882.6 |
1,905.7 |
|
| S3 |
1,848.5 |
1,863.2 |
1,902.6 |
|
| S4 |
1,814.4 |
1,829.1 |
1,893.2 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,075.9 |
2,047.7 |
1,943.0 |
|
| R3 |
2,023.1 |
1,994.9 |
1,928.5 |
|
| R2 |
1,970.3 |
1,970.3 |
1,923.7 |
|
| R1 |
1,942.1 |
1,942.1 |
1,918.8 |
1,929.8 |
| PP |
1,917.5 |
1,917.5 |
1,917.5 |
1,911.3 |
| S1 |
1,889.3 |
1,889.3 |
1,909.2 |
1,877.0 |
| S2 |
1,864.7 |
1,864.7 |
1,904.3 |
|
| S3 |
1,811.9 |
1,836.5 |
1,899.5 |
|
| S4 |
1,759.1 |
1,783.7 |
1,885.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,943.4 |
1,902.0 |
41.4 |
2.2% |
24.0 |
1.3% |
24% |
False |
True |
4,796 |
| 10 |
1,945.6 |
1,892.8 |
52.8 |
2.8% |
26.5 |
1.4% |
36% |
False |
False |
4,713 |
| 20 |
1,945.6 |
1,858.8 |
86.8 |
4.5% |
27.4 |
1.4% |
61% |
False |
False |
4,047 |
| 40 |
2,008.2 |
1,858.1 |
150.1 |
7.9% |
31.1 |
1.6% |
36% |
False |
False |
3,480 |
| 60 |
2,099.2 |
1,858.1 |
241.1 |
12.6% |
37.3 |
2.0% |
22% |
False |
False |
3,582 |
| 80 |
2,099.2 |
1,795.6 |
303.6 |
15.9% |
34.9 |
1.8% |
38% |
False |
False |
3,460 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
21.0% |
33.1 |
1.7% |
53% |
False |
False |
3,110 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
21.0% |
30.9 |
1.6% |
53% |
False |
False |
2,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,081.0 |
|
2.618 |
2,025.4 |
|
1.618 |
1,991.3 |
|
1.000 |
1,970.2 |
|
0.618 |
1,957.2 |
|
HIGH |
1,936.1 |
|
0.618 |
1,923.1 |
|
0.500 |
1,919.1 |
|
0.382 |
1,915.0 |
|
LOW |
1,902.0 |
|
0.618 |
1,880.9 |
|
1.000 |
1,867.9 |
|
1.618 |
1,846.8 |
|
2.618 |
1,812.7 |
|
4.250 |
1,757.1 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,919.1 |
1,922.7 |
| PP |
1,916.7 |
1,919.1 |
| S1 |
1,914.4 |
1,915.6 |
|