| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,927.4 |
1,906.5 |
-20.9 |
-1.1% |
1,903.2 |
| High |
1,929.4 |
1,917.3 |
-12.1 |
-0.6% |
1,936.0 |
| Low |
1,894.2 |
1,895.2 |
1.0 |
0.1% |
1,894.2 |
| Close |
1,904.6 |
1,905.2 |
0.6 |
0.0% |
1,905.2 |
| Range |
35.2 |
22.1 |
-13.1 |
-37.2% |
41.8 |
| ATR |
30.3 |
29.7 |
-0.6 |
-1.9% |
0.0 |
| Volume |
215,581 |
172,958 |
-42,623 |
-19.8% |
913,575 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,972.2 |
1,960.8 |
1,917.4 |
|
| R3 |
1,950.1 |
1,938.7 |
1,911.3 |
|
| R2 |
1,928.0 |
1,928.0 |
1,909.3 |
|
| R1 |
1,916.6 |
1,916.6 |
1,907.2 |
1,911.3 |
| PP |
1,905.9 |
1,905.9 |
1,905.9 |
1,903.2 |
| S1 |
1,894.5 |
1,894.5 |
1,903.2 |
1,889.2 |
| S2 |
1,883.8 |
1,883.8 |
1,901.1 |
|
| S3 |
1,861.7 |
1,872.4 |
1,899.1 |
|
| S4 |
1,839.6 |
1,850.3 |
1,893.0 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,037.2 |
2,013.0 |
1,928.2 |
|
| R3 |
1,995.4 |
1,971.2 |
1,916.7 |
|
| R2 |
1,953.6 |
1,953.6 |
1,912.9 |
|
| R1 |
1,929.4 |
1,929.4 |
1,909.0 |
1,941.5 |
| PP |
1,911.8 |
1,911.8 |
1,911.8 |
1,917.9 |
| S1 |
1,887.6 |
1,887.6 |
1,901.4 |
1,899.7 |
| S2 |
1,870.0 |
1,870.0 |
1,897.5 |
|
| S3 |
1,828.2 |
1,845.8 |
1,893.7 |
|
| S4 |
1,786.4 |
1,804.0 |
1,882.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,936.0 |
1,894.2 |
41.8 |
2.2% |
25.2 |
1.3% |
26% |
False |
False |
182,715 |
| 10 |
1,939.4 |
1,885.0 |
54.4 |
2.9% |
25.3 |
1.3% |
37% |
False |
False |
188,711 |
| 20 |
1,939.4 |
1,851.1 |
88.3 |
4.6% |
28.0 |
1.5% |
61% |
False |
False |
203,820 |
| 40 |
2,001.2 |
1,851.0 |
150.2 |
7.9% |
30.8 |
1.6% |
36% |
False |
False |
246,621 |
| 60 |
2,089.2 |
1,851.0 |
238.2 |
12.5% |
38.1 |
2.0% |
23% |
False |
False |
279,079 |
| 80 |
2,089.2 |
1,788.3 |
300.9 |
15.8% |
35.8 |
1.9% |
39% |
False |
False |
225,817 |
| 100 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
34.2 |
1.8% |
54% |
False |
False |
181,946 |
| 120 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
33.3 |
1.7% |
54% |
False |
False |
152,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,011.2 |
|
2.618 |
1,975.2 |
|
1.618 |
1,953.1 |
|
1.000 |
1,939.4 |
|
0.618 |
1,931.0 |
|
HIGH |
1,917.3 |
|
0.618 |
1,908.9 |
|
0.500 |
1,906.3 |
|
0.382 |
1,903.6 |
|
LOW |
1,895.2 |
|
0.618 |
1,881.5 |
|
1.000 |
1,873.1 |
|
1.618 |
1,859.4 |
|
2.618 |
1,837.3 |
|
4.250 |
1,801.3 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.3 |
1,915.1 |
| PP |
1,905.9 |
1,911.8 |
| S1 |
1,905.6 |
1,908.5 |
|