| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,649.5 |
1,633.2 |
-16.3 |
-1.0% |
1,544.8 |
| High |
1,650.5 |
1,647.1 |
-3.4 |
-0.2% |
1,644.6 |
| Low |
1,622.6 |
1,616.3 |
-6.3 |
-0.4% |
1,536.9 |
| Close |
1,634.6 |
1,619.5 |
-15.1 |
-0.9% |
1,637.7 |
| Range |
27.9 |
30.8 |
2.9 |
10.4% |
107.7 |
| ATR |
37.2 |
36.7 |
-0.5 |
-1.2% |
0.0 |
| Volume |
170,845 |
164,696 |
-6,149 |
-3.6% |
972,933 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,720.0 |
1,700.6 |
1,636.4 |
|
| R3 |
1,689.2 |
1,669.8 |
1,628.0 |
|
| R2 |
1,658.4 |
1,658.4 |
1,625.1 |
|
| R1 |
1,639.0 |
1,639.0 |
1,622.3 |
1,633.3 |
| PP |
1,627.6 |
1,627.6 |
1,627.6 |
1,624.8 |
| S1 |
1,608.2 |
1,608.2 |
1,616.7 |
1,602.5 |
| S2 |
1,596.8 |
1,596.8 |
1,613.9 |
|
| S3 |
1,566.0 |
1,577.4 |
1,611.0 |
|
| S4 |
1,535.2 |
1,546.6 |
1,602.6 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,929.5 |
1,891.3 |
1,696.9 |
|
| R3 |
1,821.8 |
1,783.6 |
1,667.3 |
|
| R2 |
1,714.1 |
1,714.1 |
1,657.4 |
|
| R1 |
1,675.9 |
1,675.9 |
1,647.6 |
1,695.0 |
| PP |
1,606.4 |
1,606.4 |
1,606.4 |
1,616.0 |
| S1 |
1,568.2 |
1,568.2 |
1,627.8 |
1,587.3 |
| S2 |
1,498.7 |
1,498.7 |
1,618.0 |
|
| S3 |
1,391.0 |
1,460.5 |
1,608.1 |
|
| S4 |
1,283.3 |
1,352.8 |
1,578.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,651.7 |
1,609.6 |
42.1 |
2.6% |
24.6 |
1.5% |
24% |
False |
False |
169,227 |
| 10 |
1,651.7 |
1,490.7 |
161.0 |
9.9% |
35.2 |
2.2% |
80% |
False |
False |
186,553 |
| 20 |
1,651.7 |
1,426.2 |
225.5 |
13.9% |
39.5 |
2.4% |
86% |
False |
False |
185,725 |
| 40 |
1,651.7 |
1,426.2 |
225.5 |
13.9% |
36.9 |
2.3% |
86% |
False |
False |
118,796 |
| 60 |
1,651.7 |
1,426.2 |
225.5 |
13.9% |
33.9 |
2.1% |
86% |
False |
False |
79,220 |
| 80 |
1,651.7 |
1,357.5 |
294.2 |
18.2% |
35.7 |
2.2% |
89% |
False |
False |
59,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,778.0 |
|
2.618 |
1,727.7 |
|
1.618 |
1,696.9 |
|
1.000 |
1,677.9 |
|
0.618 |
1,666.1 |
|
HIGH |
1,647.1 |
|
0.618 |
1,635.3 |
|
0.500 |
1,631.7 |
|
0.382 |
1,628.1 |
|
LOW |
1,616.3 |
|
0.618 |
1,597.3 |
|
1.000 |
1,585.5 |
|
1.618 |
1,566.5 |
|
2.618 |
1,535.7 |
|
4.250 |
1,485.4 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,631.7 |
1,634.0 |
| PP |
1,627.6 |
1,629.2 |
| S1 |
1,623.6 |
1,624.3 |
|