| 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 |
1,925.1 |
1,940.5 |
15.4 |
0.8% |
1,950.0 |
| High |
1,948.6 |
1,940.5 |
-8.1 |
-0.4% |
1,952.2 |
| Low |
1,925.1 |
1,907.6 |
-17.5 |
-0.9% |
1,900.2 |
| Close |
1,942.5 |
1,917.8 |
-24.7 |
-1.3% |
1,920.1 |
| Range |
23.5 |
32.9 |
9.4 |
40.0% |
52.0 |
| ATR |
28.1 |
28.6 |
0.5 |
1.7% |
0.0 |
| Volume |
2,510 |
3,041 |
531 |
21.2% |
12,531 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,020.7 |
2,002.1 |
1,935.9 |
|
| R3 |
1,987.8 |
1,969.2 |
1,926.8 |
|
| R2 |
1,954.9 |
1,954.9 |
1,923.8 |
|
| R1 |
1,936.3 |
1,936.3 |
1,920.8 |
1,929.2 |
| PP |
1,922.0 |
1,922.0 |
1,922.0 |
1,918.4 |
| S1 |
1,903.4 |
1,903.4 |
1,914.8 |
1,896.3 |
| S2 |
1,889.1 |
1,889.1 |
1,911.8 |
|
| S3 |
1,856.2 |
1,870.5 |
1,908.8 |
|
| S4 |
1,823.3 |
1,837.6 |
1,899.7 |
|
|
| 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 |
1,907.6 |
41.0 |
2.1% |
22.6 |
1.2% |
25% |
False |
True |
2,146 |
| 10 |
1,952.2 |
1,900.2 |
52.0 |
2.7% |
25.2 |
1.3% |
34% |
False |
False |
2,512 |
| 20 |
1,952.2 |
1,863.3 |
88.9 |
4.6% |
26.0 |
1.4% |
61% |
False |
False |
2,198 |
| 40 |
2,011.6 |
1,862.4 |
149.2 |
7.8% |
29.6 |
1.5% |
37% |
False |
False |
1,634 |
| 60 |
2,107.6 |
1,862.4 |
245.2 |
12.8% |
36.1 |
1.9% |
23% |
False |
False |
1,760 |
| 80 |
2,107.6 |
1,798.8 |
308.8 |
16.1% |
32.6 |
1.7% |
39% |
False |
False |
1,551 |
| 100 |
2,107.6 |
1,704.6 |
403.0 |
21.0% |
28.7 |
1.5% |
53% |
False |
False |
1,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,080.3 |
|
2.618 |
2,026.6 |
|
1.618 |
1,993.7 |
|
1.000 |
1,973.4 |
|
0.618 |
1,960.8 |
|
HIGH |
1,940.5 |
|
0.618 |
1,927.9 |
|
0.500 |
1,924.1 |
|
0.382 |
1,920.2 |
|
LOW |
1,907.6 |
|
0.618 |
1,887.3 |
|
1.000 |
1,874.7 |
|
1.618 |
1,854.4 |
|
2.618 |
1,821.5 |
|
4.250 |
1,767.8 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,924.1 |
1,928.1 |
| PP |
1,922.0 |
1,924.7 |
| S1 |
1,919.9 |
1,921.2 |
|