| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,638.0 |
1,630.6 |
-7.4 |
-0.5% |
1,636.3 |
| High |
1,648.4 |
1,648.4 |
0.0 |
0.0% |
1,651.7 |
| Low |
1,626.8 |
1,607.6 |
-19.2 |
-1.2% |
1,595.5 |
| Close |
1,627.1 |
1,611.3 |
-15.8 |
-1.0% |
1,627.1 |
| Range |
21.6 |
40.8 |
19.2 |
88.9% |
56.2 |
| ATR |
36.2 |
36.5 |
0.3 |
0.9% |
0.0 |
| Volume |
136,878 |
137,486 |
608 |
0.4% |
816,599 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,744.8 |
1,718.9 |
1,633.7 |
|
| R3 |
1,704.0 |
1,678.1 |
1,622.5 |
|
| R2 |
1,663.2 |
1,663.2 |
1,618.8 |
|
| R1 |
1,637.3 |
1,637.3 |
1,615.0 |
1,629.9 |
| PP |
1,622.4 |
1,622.4 |
1,622.4 |
1,618.7 |
| S1 |
1,596.5 |
1,596.5 |
1,607.6 |
1,589.1 |
| S2 |
1,581.6 |
1,581.6 |
1,603.8 |
|
| S3 |
1,540.8 |
1,555.7 |
1,600.1 |
|
| S4 |
1,500.0 |
1,514.9 |
1,588.9 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,793.4 |
1,766.4 |
1,658.0 |
|
| R3 |
1,737.2 |
1,710.2 |
1,642.6 |
|
| R2 |
1,681.0 |
1,681.0 |
1,637.4 |
|
| R1 |
1,654.0 |
1,654.0 |
1,632.3 |
1,639.4 |
| PP |
1,624.8 |
1,624.8 |
1,624.8 |
1,617.5 |
| S1 |
1,597.8 |
1,597.8 |
1,621.9 |
1,583.2 |
| S2 |
1,568.6 |
1,568.6 |
1,616.8 |
|
| S3 |
1,512.4 |
1,541.6 |
1,611.6 |
|
| S4 |
1,456.2 |
1,485.4 |
1,596.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,650.5 |
1,595.5 |
55.0 |
3.4% |
33.1 |
2.1% |
29% |
False |
False |
158,806 |
| 10 |
1,651.7 |
1,563.1 |
88.6 |
5.5% |
33.4 |
2.1% |
54% |
False |
False |
178,023 |
| 20 |
1,651.7 |
1,426.2 |
225.5 |
14.0% |
37.2 |
2.3% |
82% |
False |
False |
177,623 |
| 40 |
1,651.7 |
1,426.2 |
225.5 |
14.0% |
37.9 |
2.4% |
82% |
False |
False |
130,245 |
| 60 |
1,651.7 |
1,426.2 |
225.5 |
14.0% |
34.1 |
2.1% |
82% |
False |
False |
86,859 |
| 80 |
1,651.7 |
1,357.5 |
294.2 |
18.3% |
34.8 |
2.2% |
86% |
False |
False |
65,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,821.8 |
|
2.618 |
1,755.2 |
|
1.618 |
1,714.4 |
|
1.000 |
1,689.2 |
|
0.618 |
1,673.6 |
|
HIGH |
1,648.4 |
|
0.618 |
1,632.8 |
|
0.500 |
1,628.0 |
|
0.382 |
1,623.2 |
|
LOW |
1,607.6 |
|
0.618 |
1,582.4 |
|
1.000 |
1,566.8 |
|
1.618 |
1,541.6 |
|
2.618 |
1,500.8 |
|
4.250 |
1,434.2 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,628.0 |
1,622.0 |
| PP |
1,622.4 |
1,618.4 |
| S1 |
1,616.9 |
1,614.9 |
|