| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,423.25 |
3,445.00 |
21.75 |
0.6% |
3,463.25 |
| High |
3,443.00 |
3,452.00 |
9.00 |
0.3% |
3,486.00 |
| Low |
3,393.00 |
3,422.25 |
29.25 |
0.9% |
3,393.00 |
| Close |
3,439.50 |
3,442.00 |
2.50 |
0.1% |
3,442.00 |
| Range |
50.00 |
29.75 |
-20.25 |
-40.5% |
93.00 |
| ATR |
60.50 |
58.30 |
-2.20 |
-3.6% |
0.00 |
| Volume |
1,578 |
422 |
-1,156 |
-73.3% |
5,831 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,528.00 |
3,514.75 |
3,458.25 |
|
| R3 |
3,498.25 |
3,485.00 |
3,450.25 |
|
| R2 |
3,468.50 |
3,468.50 |
3,447.50 |
|
| R1 |
3,455.25 |
3,455.25 |
3,444.75 |
3,447.00 |
| PP |
3,438.75 |
3,438.75 |
3,438.75 |
3,434.50 |
| S1 |
3,425.50 |
3,425.50 |
3,439.25 |
3,417.25 |
| S2 |
3,409.00 |
3,409.00 |
3,436.50 |
|
| S3 |
3,379.25 |
3,395.75 |
3,433.75 |
|
| S4 |
3,349.50 |
3,366.00 |
3,425.75 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,719.25 |
3,673.75 |
3,493.25 |
|
| R3 |
3,626.25 |
3,580.75 |
3,467.50 |
|
| R2 |
3,533.25 |
3,533.25 |
3,459.00 |
|
| R1 |
3,487.75 |
3,487.75 |
3,450.50 |
3,464.00 |
| PP |
3,440.25 |
3,440.25 |
3,440.25 |
3,428.50 |
| S1 |
3,394.75 |
3,394.75 |
3,433.50 |
3,371.00 |
| S2 |
3,347.25 |
3,347.25 |
3,425.00 |
|
| S3 |
3,254.25 |
3,301.75 |
3,416.50 |
|
| S4 |
3,161.25 |
3,208.75 |
3,390.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,486.00 |
3,393.00 |
93.00 |
2.7% |
50.50 |
1.5% |
53% |
False |
False |
1,166 |
| 10 |
3,532.00 |
3,393.00 |
139.00 |
4.0% |
52.50 |
1.5% |
35% |
False |
False |
1,521 |
| 20 |
3,532.00 |
3,282.00 |
250.00 |
7.3% |
57.00 |
1.7% |
64% |
False |
False |
1,723 |
| 40 |
3,568.50 |
3,190.25 |
378.25 |
11.0% |
67.50 |
2.0% |
67% |
False |
False |
1,567 |
| 60 |
3,568.50 |
3,190.25 |
378.25 |
11.0% |
56.50 |
1.6% |
67% |
False |
False |
1,060 |
| 80 |
3,568.50 |
3,081.75 |
486.75 |
14.1% |
54.75 |
1.6% |
74% |
False |
False |
799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,578.50 |
|
2.618 |
3,530.00 |
|
1.618 |
3,500.25 |
|
1.000 |
3,481.75 |
|
0.618 |
3,470.50 |
|
HIGH |
3,452.00 |
|
0.618 |
3,440.75 |
|
0.500 |
3,437.00 |
|
0.382 |
3,433.50 |
|
LOW |
3,422.25 |
|
0.618 |
3,403.75 |
|
1.000 |
3,392.50 |
|
1.618 |
3,374.00 |
|
2.618 |
3,344.25 |
|
4.250 |
3,295.75 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,440.50 |
3,435.50 |
| PP |
3,438.75 |
3,429.00 |
| S1 |
3,437.00 |
3,422.50 |
|