| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,425.50 |
3,429.00 |
3.50 |
0.1% |
3,459.75 |
| High |
3,459.25 |
3,450.00 |
-9.25 |
-0.3% |
3,532.00 |
| Low |
3,408.75 |
3,411.00 |
2.25 |
0.1% |
3,423.00 |
| Close |
3,422.50 |
3,422.75 |
0.25 |
0.0% |
3,452.50 |
| Range |
50.50 |
39.00 |
-11.50 |
-22.8% |
109.00 |
| ATR |
63.02 |
61.30 |
-1.72 |
-2.7% |
0.00 |
| Volume |
978 |
1,780 |
802 |
82.0% |
9,386 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,545.00 |
3,522.75 |
3,444.25 |
|
| R3 |
3,506.00 |
3,483.75 |
3,433.50 |
|
| R2 |
3,467.00 |
3,467.00 |
3,430.00 |
|
| R1 |
3,444.75 |
3,444.75 |
3,426.25 |
3,436.50 |
| PP |
3,428.00 |
3,428.00 |
3,428.00 |
3,423.75 |
| S1 |
3,405.75 |
3,405.75 |
3,419.25 |
3,397.50 |
| S2 |
3,389.00 |
3,389.00 |
3,415.50 |
|
| S3 |
3,350.00 |
3,366.75 |
3,412.00 |
|
| S4 |
3,311.00 |
3,327.75 |
3,401.25 |
|
|
| 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 |
3,498.50 |
3,402.25 |
96.25 |
2.8% |
54.75 |
1.6% |
21% |
False |
False |
1,887 |
| 10 |
3,532.00 |
3,397.25 |
134.75 |
3.9% |
51.75 |
1.5% |
19% |
False |
False |
1,618 |
| 20 |
3,532.00 |
3,190.25 |
341.75 |
10.0% |
60.75 |
1.8% |
68% |
False |
False |
2,066 |
| 40 |
3,568.50 |
3,190.25 |
378.25 |
11.1% |
67.50 |
2.0% |
61% |
False |
False |
1,523 |
| 60 |
3,568.50 |
3,177.75 |
390.75 |
11.4% |
57.00 |
1.7% |
63% |
False |
False |
1,027 |
| 80 |
3,568.50 |
3,014.75 |
553.75 |
16.2% |
55.25 |
1.6% |
74% |
False |
False |
774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,615.75 |
|
2.618 |
3,552.00 |
|
1.618 |
3,513.00 |
|
1.000 |
3,489.00 |
|
0.618 |
3,474.00 |
|
HIGH |
3,450.00 |
|
0.618 |
3,435.00 |
|
0.500 |
3,430.50 |
|
0.382 |
3,426.00 |
|
LOW |
3,411.00 |
|
0.618 |
3,387.00 |
|
1.000 |
3,372.00 |
|
1.618 |
3,348.00 |
|
2.618 |
3,309.00 |
|
4.250 |
3,245.25 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,430.50 |
3,444.00 |
| PP |
3,428.00 |
3,437.00 |
| S1 |
3,425.25 |
3,430.00 |
|