| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,479.25 |
3,478.50 |
-0.75 |
0.0% |
3,467.50 |
| High |
3,486.50 |
3,508.50 |
22.00 |
0.6% |
3,541.00 |
| Low |
3,431.50 |
3,461.25 |
29.75 |
0.9% |
3,431.50 |
| Close |
3,475.50 |
3,462.25 |
-13.25 |
-0.4% |
3,462.25 |
| Range |
55.00 |
47.25 |
-7.75 |
-14.1% |
109.50 |
| ATR |
64.76 |
63.51 |
-1.25 |
-1.9% |
0.00 |
| Volume |
1,650,150 |
1,398,947 |
-251,203 |
-15.2% |
7,607,104 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,619.00 |
3,588.00 |
3,488.25 |
|
| R3 |
3,571.75 |
3,540.75 |
3,475.25 |
|
| R2 |
3,524.50 |
3,524.50 |
3,471.00 |
|
| R1 |
3,493.50 |
3,493.50 |
3,466.50 |
3,485.50 |
| PP |
3,477.25 |
3,477.25 |
3,477.25 |
3,473.25 |
| S1 |
3,446.25 |
3,446.25 |
3,458.00 |
3,438.00 |
| S2 |
3,430.00 |
3,430.00 |
3,453.50 |
|
| S3 |
3,382.75 |
3,399.00 |
3,449.25 |
|
| S4 |
3,335.50 |
3,351.75 |
3,436.25 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,806.75 |
3,744.00 |
3,522.50 |
|
| R3 |
3,697.25 |
3,634.50 |
3,492.25 |
|
| R2 |
3,587.75 |
3,587.75 |
3,482.25 |
|
| R1 |
3,525.00 |
3,525.00 |
3,472.25 |
3,501.50 |
| PP |
3,478.25 |
3,478.25 |
3,478.25 |
3,466.50 |
| S1 |
3,415.50 |
3,415.50 |
3,452.25 |
3,392.00 |
| S2 |
3,368.75 |
3,368.75 |
3,442.25 |
|
| S3 |
3,259.25 |
3,306.00 |
3,432.25 |
|
| S4 |
3,149.75 |
3,196.50 |
3,402.00 |
|
|
| 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% |
55.00 |
1.6% |
28% |
False |
False |
1,521,420 |
| 10 |
3,541.00 |
3,330.50 |
210.50 |
6.1% |
58.00 |
1.7% |
63% |
False |
False |
1,407,651 |
| 20 |
3,541.00 |
3,198.00 |
343.00 |
9.9% |
66.25 |
1.9% |
77% |
False |
False |
1,632,720 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
10.9% |
67.25 |
1.9% |
70% |
False |
False |
1,162,855 |
| 60 |
3,576.25 |
3,181.25 |
395.00 |
11.4% |
58.00 |
1.7% |
71% |
False |
False |
776,410 |
| 80 |
3,576.25 |
2,972.00 |
604.25 |
17.5% |
58.50 |
1.7% |
81% |
False |
False |
582,734 |
| 100 |
3,576.25 |
2,916.50 |
659.75 |
19.1% |
61.75 |
1.8% |
83% |
False |
False |
466,458 |
| 120 |
3,576.25 |
2,745.75 |
830.50 |
24.0% |
63.00 |
1.8% |
86% |
False |
False |
389,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,709.25 |
|
2.618 |
3,632.25 |
|
1.618 |
3,585.00 |
|
1.000 |
3,555.75 |
|
0.618 |
3,537.75 |
|
HIGH |
3,508.50 |
|
0.618 |
3,490.50 |
|
0.500 |
3,485.00 |
|
0.382 |
3,479.25 |
|
LOW |
3,461.25 |
|
0.618 |
3,432.00 |
|
1.000 |
3,414.00 |
|
1.618 |
3,384.75 |
|
2.618 |
3,337.50 |
|
4.250 |
3,260.50 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,485.00 |
3,477.75 |
| PP |
3,477.25 |
3,472.50 |
| S1 |
3,469.75 |
3,467.50 |
|