| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,474.75 |
3,476.25 |
1.50 |
0.0% |
3,459.75 |
| High |
3,476.50 |
3,498.50 |
22.00 |
0.6% |
3,532.00 |
| Low |
3,423.00 |
3,452.00 |
29.00 |
0.8% |
3,423.00 |
| Close |
3,466.00 |
3,452.50 |
-13.50 |
-0.4% |
3,452.50 |
| Range |
53.50 |
46.50 |
-7.00 |
-13.1% |
109.00 |
| ATR |
63.69 |
62.46 |
-1.23 |
-1.9% |
0.00 |
| Volume |
3,855 |
1,753 |
-2,102 |
-54.5% |
9,386 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,607.25 |
3,576.25 |
3,478.00 |
|
| R3 |
3,560.75 |
3,529.75 |
3,465.25 |
|
| R2 |
3,514.25 |
3,514.25 |
3,461.00 |
|
| R1 |
3,483.25 |
3,483.25 |
3,456.75 |
3,475.50 |
| PP |
3,467.75 |
3,467.75 |
3,467.75 |
3,463.75 |
| S1 |
3,436.75 |
3,436.75 |
3,448.25 |
3,429.00 |
| S2 |
3,421.25 |
3,421.25 |
3,444.00 |
|
| S3 |
3,374.75 |
3,390.25 |
3,439.75 |
|
| S4 |
3,328.25 |
3,343.75 |
3,427.00 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,796.25 |
3,733.25 |
3,512.50 |
|
| R3 |
3,687.25 |
3,624.25 |
3,482.50 |
|
| R2 |
3,578.25 |
3,578.25 |
3,472.50 |
|
| R1 |
3,515.25 |
3,515.25 |
3,462.50 |
3,492.25 |
| PP |
3,469.25 |
3,469.25 |
3,469.25 |
3,457.50 |
| S1 |
3,406.25 |
3,406.25 |
3,442.50 |
3,383.25 |
| S2 |
3,360.25 |
3,360.25 |
3,432.50 |
|
| S3 |
3,251.25 |
3,297.25 |
3,422.50 |
|
| S4 |
3,142.25 |
3,188.25 |
3,392.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,532.00 |
3,423.00 |
109.00 |
3.2% |
54.25 |
1.6% |
27% |
False |
False |
1,877 |
| 10 |
3,532.00 |
3,323.00 |
209.00 |
6.1% |
57.00 |
1.7% |
62% |
False |
False |
1,772 |
| 20 |
3,532.00 |
3,190.25 |
341.75 |
9.9% |
65.25 |
1.9% |
77% |
False |
False |
2,374 |
| 40 |
3,568.50 |
3,190.25 |
378.25 |
11.0% |
65.50 |
1.9% |
69% |
False |
False |
1,435 |
| 60 |
3,568.50 |
3,173.00 |
395.50 |
11.5% |
56.00 |
1.6% |
71% |
False |
False |
965 |
| 80 |
3,568.50 |
2,969.50 |
599.00 |
17.3% |
55.75 |
1.6% |
81% |
False |
False |
726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,696.00 |
|
2.618 |
3,620.25 |
|
1.618 |
3,573.75 |
|
1.000 |
3,545.00 |
|
0.618 |
3,527.25 |
|
HIGH |
3,498.50 |
|
0.618 |
3,480.75 |
|
0.500 |
3,475.25 |
|
0.382 |
3,469.75 |
|
LOW |
3,452.00 |
|
0.618 |
3,423.25 |
|
1.000 |
3,405.50 |
|
1.618 |
3,376.75 |
|
2.618 |
3,330.25 |
|
4.250 |
3,254.50 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,475.25 |
3,468.50 |
| PP |
3,467.75 |
3,463.25 |
| S1 |
3,460.00 |
3,457.75 |
|