| 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 |
1,919.2 |
1,925.1 |
5.9 |
0.3% |
1,950.0 |
| High |
1,930.5 |
1,948.6 |
18.1 |
0.9% |
1,952.2 |
| Low |
1,911.0 |
1,925.1 |
14.1 |
0.7% |
1,900.2 |
| Close |
1,928.5 |
1,942.5 |
14.0 |
0.7% |
1,920.1 |
| Range |
19.5 |
23.5 |
4.0 |
20.5% |
52.0 |
| ATR |
28.5 |
28.1 |
-0.4 |
-1.2% |
0.0 |
| Volume |
1,267 |
2,510 |
1,243 |
98.1% |
12,531 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,009.2 |
1,999.4 |
1,955.4 |
|
| R3 |
1,985.7 |
1,975.9 |
1,949.0 |
|
| R2 |
1,962.2 |
1,962.2 |
1,946.8 |
|
| R1 |
1,952.4 |
1,952.4 |
1,944.7 |
1,957.3 |
| PP |
1,938.7 |
1,938.7 |
1,938.7 |
1,941.2 |
| S1 |
1,928.9 |
1,928.9 |
1,940.3 |
1,933.8 |
| S2 |
1,915.2 |
1,915.2 |
1,938.2 |
|
| S3 |
1,891.7 |
1,905.4 |
1,936.0 |
|
| S4 |
1,868.2 |
1,881.9 |
1,929.6 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.2 |
2,052.1 |
1,948.7 |
|
| R3 |
2,028.2 |
2,000.1 |
1,934.4 |
|
| R2 |
1,976.2 |
1,976.2 |
1,929.6 |
|
| R1 |
1,948.1 |
1,948.1 |
1,924.9 |
1,936.2 |
| PP |
1,924.2 |
1,924.2 |
1,924.2 |
1,918.2 |
| S1 |
1,896.1 |
1,896.1 |
1,915.3 |
1,884.2 |
| S2 |
1,872.2 |
1,872.2 |
1,910.6 |
|
| S3 |
1,820.2 |
1,844.1 |
1,905.8 |
|
| S4 |
1,768.2 |
1,792.1 |
1,891.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,948.6 |
1,907.2 |
41.4 |
2.1% |
19.9 |
1.0% |
85% |
True |
False |
2,092 |
| 10 |
1,952.2 |
1,899.0 |
53.2 |
2.7% |
23.6 |
1.2% |
82% |
False |
False |
2,649 |
| 20 |
1,952.2 |
1,862.4 |
89.8 |
4.6% |
25.8 |
1.3% |
89% |
False |
False |
2,124 |
| 40 |
2,011.6 |
1,862.4 |
149.2 |
7.7% |
30.2 |
1.6% |
54% |
False |
False |
1,576 |
| 60 |
2,107.6 |
1,862.4 |
245.2 |
12.6% |
36.2 |
1.9% |
33% |
False |
False |
1,723 |
| 80 |
2,107.6 |
1,798.8 |
308.8 |
15.9% |
32.4 |
1.7% |
47% |
False |
False |
1,515 |
| 100 |
2,107.6 |
1,704.6 |
403.0 |
20.7% |
28.6 |
1.5% |
59% |
False |
False |
1,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,048.5 |
|
2.618 |
2,010.1 |
|
1.618 |
1,986.6 |
|
1.000 |
1,972.1 |
|
0.618 |
1,963.1 |
|
HIGH |
1,948.6 |
|
0.618 |
1,939.6 |
|
0.500 |
1,936.9 |
|
0.382 |
1,934.1 |
|
LOW |
1,925.1 |
|
0.618 |
1,910.6 |
|
1.000 |
1,901.6 |
|
1.618 |
1,887.1 |
|
2.618 |
1,863.6 |
|
4.250 |
1,825.2 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,940.6 |
1,938.3 |
| PP |
1,938.7 |
1,934.0 |
| S1 |
1,936.9 |
1,929.8 |
|