| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,467.50 |
3,534.00 |
66.50 |
1.9% |
3,360.00 |
| High |
3,541.00 |
3,535.75 |
-5.25 |
-0.1% |
3,480.00 |
| Low |
3,464.25 |
3,491.50 |
27.25 |
0.8% |
3,330.50 |
| Close |
3,532.75 |
3,504.75 |
-28.00 |
-0.8% |
3,473.25 |
| Range |
76.75 |
44.25 |
-32.50 |
-42.3% |
149.50 |
| ATR |
68.27 |
66.55 |
-1.72 |
-2.5% |
0.00 |
| Volume |
1,401,063 |
1,617,226 |
216,163 |
15.4% |
6,469,410 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,643.50 |
3,618.25 |
3,529.00 |
|
| R3 |
3,599.25 |
3,574.00 |
3,517.00 |
|
| R2 |
3,555.00 |
3,555.00 |
3,512.75 |
|
| R1 |
3,529.75 |
3,529.75 |
3,508.75 |
3,520.25 |
| PP |
3,510.75 |
3,510.75 |
3,510.75 |
3,506.00 |
| S1 |
3,485.50 |
3,485.50 |
3,500.75 |
3,476.00 |
| S2 |
3,466.50 |
3,466.50 |
3,496.75 |
|
| S3 |
3,422.25 |
3,441.25 |
3,492.50 |
|
| S4 |
3,378.00 |
3,397.00 |
3,480.50 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,876.50 |
3,824.25 |
3,555.50 |
|
| R3 |
3,727.00 |
3,674.75 |
3,514.25 |
|
| R2 |
3,577.50 |
3,577.50 |
3,500.75 |
|
| R1 |
3,525.25 |
3,525.25 |
3,487.00 |
3,551.50 |
| PP |
3,428.00 |
3,428.00 |
3,428.00 |
3,441.00 |
| S1 |
3,375.75 |
3,375.75 |
3,459.50 |
3,402.00 |
| S2 |
3,278.50 |
3,278.50 |
3,445.75 |
|
| S3 |
3,129.00 |
3,226.25 |
3,432.25 |
|
| S4 |
2,979.50 |
3,076.75 |
3,391.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,541.00 |
3,332.25 |
208.75 |
6.0% |
56.50 |
1.6% |
83% |
False |
False |
1,341,832 |
| 10 |
3,541.00 |
3,291.25 |
249.75 |
7.1% |
64.00 |
1.8% |
85% |
False |
False |
1,520,513 |
| 20 |
3,541.00 |
3,198.00 |
343.00 |
9.8% |
68.75 |
2.0% |
89% |
False |
False |
1,744,747 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
10.8% |
65.75 |
1.9% |
81% |
False |
False |
1,048,513 |
| 60 |
3,576.25 |
3,181.25 |
395.00 |
11.3% |
58.00 |
1.7% |
82% |
False |
False |
699,982 |
| 80 |
3,576.25 |
2,972.00 |
604.25 |
17.2% |
60.00 |
1.7% |
88% |
False |
False |
525,487 |
| 100 |
3,576.25 |
2,891.00 |
685.25 |
19.6% |
62.25 |
1.8% |
90% |
False |
False |
420,577 |
| 120 |
3,576.25 |
2,745.50 |
830.75 |
23.7% |
63.25 |
1.8% |
91% |
False |
False |
350,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,723.75 |
|
2.618 |
3,651.50 |
|
1.618 |
3,607.25 |
|
1.000 |
3,580.00 |
|
0.618 |
3,563.00 |
|
HIGH |
3,535.75 |
|
0.618 |
3,518.75 |
|
0.500 |
3,513.50 |
|
0.382 |
3,508.50 |
|
LOW |
3,491.50 |
|
0.618 |
3,464.25 |
|
1.000 |
3,447.25 |
|
1.618 |
3,420.00 |
|
2.618 |
3,375.75 |
|
4.250 |
3,303.50 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,513.50 |
3,501.00 |
| PP |
3,510.75 |
3,497.00 |
| S1 |
3,507.75 |
3,493.00 |
|