| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,445.00 |
3,438.75 |
-6.25 |
-0.2% |
3,463.25 |
| High |
3,452.00 |
3,438.75 |
-13.25 |
-0.4% |
3,486.00 |
| Low |
3,422.25 |
3,347.00 |
-75.25 |
-2.2% |
3,393.00 |
| Close |
3,442.00 |
3,383.75 |
-58.25 |
-1.7% |
3,442.00 |
| Range |
29.75 |
91.75 |
62.00 |
208.4% |
93.00 |
| ATR |
58.30 |
60.92 |
2.62 |
4.5% |
0.00 |
| Volume |
422 |
1,181 |
759 |
179.9% |
5,831 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,665.00 |
3,616.25 |
3,434.25 |
|
| R3 |
3,573.25 |
3,524.50 |
3,409.00 |
|
| R2 |
3,481.50 |
3,481.50 |
3,400.50 |
|
| R1 |
3,432.75 |
3,432.75 |
3,392.25 |
3,411.25 |
| PP |
3,389.75 |
3,389.75 |
3,389.75 |
3,379.00 |
| S1 |
3,341.00 |
3,341.00 |
3,375.25 |
3,319.50 |
| S2 |
3,298.00 |
3,298.00 |
3,367.00 |
|
| S3 |
3,206.25 |
3,249.25 |
3,358.50 |
|
| S4 |
3,114.50 |
3,157.50 |
3,333.25 |
|
|
| 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 |
3,459.25 |
3,347.00 |
112.25 |
3.3% |
52.25 |
1.5% |
33% |
False |
True |
1,187 |
| 10 |
3,526.00 |
3,347.00 |
179.00 |
5.3% |
54.00 |
1.6% |
21% |
False |
True |
1,491 |
| 20 |
3,532.00 |
3,283.25 |
248.75 |
7.4% |
58.50 |
1.7% |
40% |
False |
False |
1,744 |
| 40 |
3,568.50 |
3,190.25 |
378.25 |
11.2% |
69.25 |
2.0% |
51% |
False |
False |
1,595 |
| 60 |
3,568.50 |
3,190.25 |
378.25 |
11.2% |
57.00 |
1.7% |
51% |
False |
False |
1,079 |
| 80 |
3,568.50 |
3,087.50 |
481.00 |
14.2% |
55.25 |
1.6% |
62% |
False |
False |
814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,828.75 |
|
2.618 |
3,679.00 |
|
1.618 |
3,587.25 |
|
1.000 |
3,530.50 |
|
0.618 |
3,495.50 |
|
HIGH |
3,438.75 |
|
0.618 |
3,403.75 |
|
0.500 |
3,393.00 |
|
0.382 |
3,382.00 |
|
LOW |
3,347.00 |
|
0.618 |
3,290.25 |
|
1.000 |
3,255.25 |
|
1.618 |
3,198.50 |
|
2.618 |
3,106.75 |
|
4.250 |
2,957.00 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,393.00 |
3,399.50 |
| PP |
3,389.75 |
3,394.25 |
| S1 |
3,386.75 |
3,389.00 |
|