| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,895.4 |
1,906.0 |
10.6 |
0.6% |
1,910.9 |
| High |
1,917.5 |
1,913.2 |
-4.3 |
-0.2% |
1,936.8 |
| Low |
1,885.0 |
1,892.7 |
7.7 |
0.4% |
1,877.2 |
| Close |
1,907.3 |
1,908.9 |
1.6 |
0.1% |
1,926.2 |
| Range |
32.5 |
20.5 |
-12.0 |
-36.9% |
59.6 |
| ATR |
33.7 |
32.8 |
-0.9 |
-2.8% |
0.0 |
| Volume |
188,302 |
213,574 |
25,272 |
13.4% |
1,000,915 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,966.4 |
1,958.2 |
1,920.2 |
|
| R3 |
1,945.9 |
1,937.7 |
1,914.5 |
|
| R2 |
1,925.4 |
1,925.4 |
1,912.7 |
|
| R1 |
1,917.2 |
1,917.2 |
1,910.8 |
1,921.3 |
| PP |
1,904.9 |
1,904.9 |
1,904.9 |
1,907.0 |
| S1 |
1,896.7 |
1,896.7 |
1,907.0 |
1,900.8 |
| S2 |
1,884.4 |
1,884.4 |
1,905.1 |
|
| S3 |
1,863.9 |
1,876.2 |
1,903.3 |
|
| S4 |
1,843.4 |
1,855.7 |
1,897.6 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.2 |
2,068.8 |
1,959.0 |
|
| R3 |
2,032.6 |
2,009.2 |
1,942.6 |
|
| R2 |
1,973.0 |
1,973.0 |
1,937.1 |
|
| R1 |
1,949.6 |
1,949.6 |
1,931.7 |
1,961.3 |
| PP |
1,913.4 |
1,913.4 |
1,913.4 |
1,919.3 |
| S1 |
1,890.0 |
1,890.0 |
1,920.7 |
1,901.7 |
| S2 |
1,853.8 |
1,853.8 |
1,915.3 |
|
| S3 |
1,794.2 |
1,830.4 |
1,909.8 |
|
| S4 |
1,734.6 |
1,770.8 |
1,893.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,939.4 |
1,885.0 |
54.4 |
2.8% |
29.7 |
1.6% |
44% |
False |
False |
211,294 |
| 10 |
1,939.4 |
1,877.2 |
62.2 |
3.3% |
30.5 |
1.6% |
51% |
False |
False |
204,026 |
| 20 |
1,968.2 |
1,851.0 |
117.2 |
6.1% |
32.3 |
1.7% |
49% |
False |
False |
242,441 |
| 40 |
2,001.2 |
1,851.0 |
150.2 |
7.9% |
34.1 |
1.8% |
39% |
False |
False |
272,812 |
| 60 |
2,089.2 |
1,851.0 |
238.2 |
12.5% |
40.0 |
2.1% |
24% |
False |
False |
276,528 |
| 80 |
2,089.2 |
1,772.0 |
317.2 |
16.6% |
35.9 |
1.9% |
43% |
False |
False |
213,162 |
| 100 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
34.5 |
1.8% |
55% |
False |
False |
171,666 |
| 120 |
2,089.2 |
1,687.8 |
401.4 |
21.0% |
33.6 |
1.8% |
55% |
False |
False |
143,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,000.3 |
|
2.618 |
1,966.9 |
|
1.618 |
1,946.4 |
|
1.000 |
1,933.7 |
|
0.618 |
1,925.9 |
|
HIGH |
1,913.2 |
|
0.618 |
1,905.4 |
|
0.500 |
1,903.0 |
|
0.382 |
1,900.5 |
|
LOW |
1,892.7 |
|
0.618 |
1,880.0 |
|
1.000 |
1,872.2 |
|
1.618 |
1,859.5 |
|
2.618 |
1,839.0 |
|
4.250 |
1,805.6 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.9 |
1,908.5 |
| PP |
1,904.9 |
1,908.2 |
| S1 |
1,903.0 |
1,907.8 |
|