| 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 |
3,502.00 |
3,479.25 |
-22.75 |
-0.6% |
3,360.00 |
| High |
3,524.00 |
3,486.50 |
-37.50 |
-1.1% |
3,480.00 |
| Low |
3,472.00 |
3,431.50 |
-40.50 |
-1.2% |
3,330.50 |
| Close |
3,481.00 |
3,475.50 |
-5.50 |
-0.2% |
3,473.25 |
| Range |
52.00 |
55.00 |
3.00 |
5.8% |
149.50 |
| ATR |
65.51 |
64.76 |
-0.75 |
-1.1% |
0.00 |
| Volume |
1,539,718 |
1,650,150 |
110,432 |
7.2% |
6,469,410 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,629.50 |
3,607.50 |
3,505.75 |
|
| R3 |
3,574.50 |
3,552.50 |
3,490.50 |
|
| R2 |
3,519.50 |
3,519.50 |
3,485.50 |
|
| R1 |
3,497.50 |
3,497.50 |
3,480.50 |
3,481.00 |
| PP |
3,464.50 |
3,464.50 |
3,464.50 |
3,456.25 |
| S1 |
3,442.50 |
3,442.50 |
3,470.50 |
3,426.00 |
| S2 |
3,409.50 |
3,409.50 |
3,465.50 |
|
| S3 |
3,354.50 |
3,387.50 |
3,460.50 |
|
| S4 |
3,299.50 |
3,332.50 |
3,445.25 |
|
|
| 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 |
3,431.50 |
109.50 |
3.2% |
52.50 |
1.5% |
40% |
False |
True |
1,478,685 |
| 10 |
3,541.00 |
3,300.25 |
240.75 |
6.9% |
61.00 |
1.8% |
73% |
False |
False |
1,470,648 |
| 20 |
3,541.00 |
3,198.00 |
343.00 |
9.9% |
68.00 |
2.0% |
81% |
False |
False |
1,681,050 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
10.9% |
67.00 |
1.9% |
73% |
False |
False |
1,127,982 |
| 60 |
3,576.25 |
3,181.25 |
395.00 |
11.4% |
58.25 |
1.7% |
74% |
False |
False |
753,111 |
| 80 |
3,576.25 |
2,972.00 |
604.25 |
17.4% |
59.25 |
1.7% |
83% |
False |
False |
565,294 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
19.0% |
62.00 |
1.8% |
85% |
False |
False |
452,472 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
23.9% |
63.00 |
1.8% |
88% |
False |
False |
377,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,720.25 |
|
2.618 |
3,630.50 |
|
1.618 |
3,575.50 |
|
1.000 |
3,541.50 |
|
0.618 |
3,520.50 |
|
HIGH |
3,486.50 |
|
0.618 |
3,465.50 |
|
0.500 |
3,459.00 |
|
0.382 |
3,452.50 |
|
LOW |
3,431.50 |
|
0.618 |
3,397.50 |
|
1.000 |
3,376.50 |
|
1.618 |
3,342.50 |
|
2.618 |
3,287.50 |
|
4.250 |
3,197.75 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,470.00 |
3,483.50 |
| PP |
3,464.50 |
3,481.00 |
| S1 |
3,459.00 |
3,478.25 |
|