| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
366.5860 |
379.5710 |
12.9850 |
3.5% |
363.7370 |
| High |
383.9390 |
380.6520 |
-3.2870 |
-0.9% |
394.9230 |
| Low |
363.6200 |
366.3860 |
2.7660 |
0.8% |
362.3140 |
| Close |
379.5710 |
368.3680 |
-11.2030 |
-3.0% |
366.5940 |
| Range |
20.3190 |
14.2660 |
-6.0530 |
-29.8% |
32.6090 |
| ATR |
21.0503 |
20.5657 |
-0.4846 |
-2.3% |
0.0000 |
| Volume |
374,035 |
522,122 |
148,087 |
39.6% |
2,382,100 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414.6000 |
405.7500 |
376.2143 |
|
| R3 |
400.3340 |
391.4840 |
372.2912 |
|
| R2 |
386.0680 |
386.0680 |
370.9834 |
|
| R1 |
377.2180 |
377.2180 |
369.6757 |
374.5100 |
| PP |
371.8020 |
371.8020 |
371.8020 |
370.4480 |
| S1 |
362.9520 |
362.9520 |
367.0603 |
360.2440 |
| S2 |
357.5360 |
357.5360 |
365.7526 |
|
| S3 |
343.2700 |
348.6860 |
364.4449 |
|
| S4 |
329.0040 |
334.4200 |
360.5217 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
472.4373 |
452.1247 |
384.5290 |
|
| R3 |
439.8283 |
419.5157 |
375.5615 |
|
| R2 |
407.2193 |
407.2193 |
372.5723 |
|
| R1 |
386.9067 |
386.9067 |
369.5832 |
397.0630 |
| PP |
374.6103 |
374.6103 |
374.6103 |
379.6885 |
| S1 |
354.2977 |
354.2977 |
363.6048 |
364.4540 |
| S2 |
342.0013 |
342.0013 |
360.6157 |
|
| S3 |
309.3923 |
321.6887 |
357.6265 |
|
| S4 |
276.7833 |
289.0797 |
348.6591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
387.0860 |
362.3140 |
24.7720 |
6.7% |
15.2702 |
4.1% |
24% |
False |
False |
443,322 |
| 10 |
394.9230 |
333.2500 |
61.6730 |
16.7% |
16.8331 |
4.6% |
57% |
False |
False |
484,242 |
| 20 |
394.9230 |
315.3600 |
79.5630 |
21.6% |
18.3184 |
5.0% |
67% |
False |
False |
491,984 |
| 40 |
488.1230 |
315.3600 |
172.7630 |
46.9% |
25.7363 |
7.0% |
31% |
False |
False |
695,055 |
| 60 |
488.1230 |
306.5600 |
181.5630 |
49.3% |
26.4508 |
7.2% |
34% |
False |
False |
815,792 |
| 80 |
488.1230 |
223.0750 |
265.0480 |
72.0% |
22.7836 |
6.2% |
55% |
False |
False |
763,037 |
| 100 |
488.1230 |
216.4670 |
271.6560 |
73.7% |
20.5849 |
5.6% |
56% |
False |
False |
743,581 |
| 120 |
488.1230 |
176.6020 |
311.5210 |
84.6% |
19.4345 |
5.3% |
62% |
False |
False |
748,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
441.2825 |
|
2.618 |
418.0004 |
|
1.618 |
403.7344 |
|
1.000 |
394.9180 |
|
0.618 |
389.4684 |
|
HIGH |
380.6520 |
|
0.618 |
375.2024 |
|
0.500 |
373.5190 |
|
0.382 |
371.8356 |
|
LOW |
366.3860 |
|
0.618 |
357.5696 |
|
1.000 |
352.1200 |
|
1.618 |
343.3036 |
|
2.618 |
329.0376 |
|
4.250 |
305.7555 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
373.5190 |
373.1265 |
| PP |
371.8020 |
371.5403 |
| S1 |
370.0850 |
369.9542 |
|