| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,476.25 |
3,463.25 |
-13.00 |
-0.4% |
3,459.75 |
| High |
3,498.50 |
3,486.00 |
-12.50 |
-0.4% |
3,532.00 |
| Low |
3,452.00 |
3,402.25 |
-49.75 |
-1.4% |
3,423.00 |
| Close |
3,452.50 |
3,413.00 |
-39.50 |
-1.1% |
3,452.50 |
| Range |
46.50 |
83.75 |
37.25 |
80.1% |
109.00 |
| ATR |
62.46 |
63.98 |
1.52 |
2.4% |
0.00 |
| Volume |
1,753 |
1,073 |
-680 |
-38.8% |
9,386 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,685.00 |
3,632.75 |
3,459.00 |
|
| R3 |
3,601.25 |
3,549.00 |
3,436.00 |
|
| R2 |
3,517.50 |
3,517.50 |
3,428.25 |
|
| R1 |
3,465.25 |
3,465.25 |
3,420.75 |
3,449.50 |
| PP |
3,433.75 |
3,433.75 |
3,433.75 |
3,426.00 |
| S1 |
3,381.50 |
3,381.50 |
3,405.25 |
3,365.75 |
| S2 |
3,350.00 |
3,350.00 |
3,397.75 |
|
| S3 |
3,266.25 |
3,297.75 |
3,390.00 |
|
| S4 |
3,182.50 |
3,214.00 |
3,367.00 |
|
|
| 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 |
3,526.00 |
3,402.25 |
123.75 |
3.6% |
55.50 |
1.6% |
9% |
False |
True |
1,795 |
| 10 |
3,532.00 |
3,323.00 |
209.00 |
6.1% |
60.00 |
1.8% |
43% |
False |
False |
1,820 |
| 20 |
3,532.00 |
3,190.25 |
341.75 |
10.0% |
64.00 |
1.9% |
65% |
False |
False |
2,242 |
| 40 |
3,568.50 |
3,190.25 |
378.25 |
11.1% |
66.75 |
2.0% |
59% |
False |
False |
1,461 |
| 60 |
3,568.50 |
3,177.75 |
390.75 |
11.4% |
56.75 |
1.7% |
60% |
False |
False |
981 |
| 80 |
3,568.50 |
2,969.50 |
599.00 |
17.6% |
56.00 |
1.6% |
74% |
False |
False |
739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,842.00 |
|
2.618 |
3,705.25 |
|
1.618 |
3,621.50 |
|
1.000 |
3,569.75 |
|
0.618 |
3,537.75 |
|
HIGH |
3,486.00 |
|
0.618 |
3,454.00 |
|
0.500 |
3,444.00 |
|
0.382 |
3,434.25 |
|
LOW |
3,402.25 |
|
0.618 |
3,350.50 |
|
1.000 |
3,318.50 |
|
1.618 |
3,266.75 |
|
2.618 |
3,183.00 |
|
4.250 |
3,046.25 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,444.00 |
3,450.50 |
| PP |
3,433.75 |
3,438.00 |
| S1 |
3,423.50 |
3,425.50 |
|