| 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 |
3,429.00 |
3,423.25 |
-5.75 |
-0.2% |
3,459.75 |
| High |
3,450.00 |
3,443.00 |
-7.00 |
-0.2% |
3,532.00 |
| Low |
3,411.00 |
3,393.00 |
-18.00 |
-0.5% |
3,423.00 |
| Close |
3,422.75 |
3,439.50 |
16.75 |
0.5% |
3,452.50 |
| Range |
39.00 |
50.00 |
11.00 |
28.2% |
109.00 |
| ATR |
61.30 |
60.50 |
-0.81 |
-1.3% |
0.00 |
| Volume |
1,780 |
1,578 |
-202 |
-11.3% |
9,386 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,575.25 |
3,557.25 |
3,467.00 |
|
| R3 |
3,525.25 |
3,507.25 |
3,453.25 |
|
| R2 |
3,475.25 |
3,475.25 |
3,448.75 |
|
| R1 |
3,457.25 |
3,457.25 |
3,444.00 |
3,466.25 |
| PP |
3,425.25 |
3,425.25 |
3,425.25 |
3,429.50 |
| S1 |
3,407.25 |
3,407.25 |
3,435.00 |
3,416.25 |
| S2 |
3,375.25 |
3,375.25 |
3,430.25 |
|
| S3 |
3,325.25 |
3,357.25 |
3,425.75 |
|
| S4 |
3,275.25 |
3,307.25 |
3,412.00 |
|
|
| 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 |
3,498.50 |
3,393.00 |
105.50 |
3.1% |
54.00 |
1.6% |
44% |
False |
True |
1,432 |
| 10 |
3,532.00 |
3,393.00 |
139.00 |
4.0% |
52.75 |
1.5% |
33% |
False |
True |
1,627 |
| 20 |
3,532.00 |
3,198.50 |
333.50 |
9.7% |
59.75 |
1.7% |
72% |
False |
False |
2,033 |
| 40 |
3,568.50 |
3,190.25 |
378.25 |
11.0% |
67.50 |
2.0% |
66% |
False |
False |
1,559 |
| 60 |
3,568.50 |
3,177.75 |
390.75 |
11.4% |
57.00 |
1.7% |
67% |
False |
False |
1,053 |
| 80 |
3,568.50 |
3,047.00 |
521.50 |
15.2% |
55.00 |
1.6% |
75% |
False |
False |
794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,655.50 |
|
2.618 |
3,574.00 |
|
1.618 |
3,524.00 |
|
1.000 |
3,493.00 |
|
0.618 |
3,474.00 |
|
HIGH |
3,443.00 |
|
0.618 |
3,424.00 |
|
0.500 |
3,418.00 |
|
0.382 |
3,412.00 |
|
LOW |
3,393.00 |
|
0.618 |
3,362.00 |
|
1.000 |
3,343.00 |
|
1.618 |
3,312.00 |
|
2.618 |
3,262.00 |
|
4.250 |
3,180.50 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,432.25 |
3,435.00 |
| PP |
3,425.25 |
3,430.50 |
| S1 |
3,418.00 |
3,426.00 |
|