| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,914.5 |
1,912.3 |
-2.2 |
-0.1% |
1,912.7 |
| High |
1,924.5 |
1,918.3 |
-6.2 |
-0.3% |
1,943.4 |
| Low |
1,902.8 |
1,900.2 |
-2.6 |
-0.1% |
1,902.0 |
| Close |
1,912.7 |
1,913.2 |
0.5 |
0.0% |
1,912.7 |
| Range |
21.7 |
18.1 |
-3.6 |
-16.6% |
41.4 |
| ATR |
29.1 |
28.3 |
-0.8 |
-2.7% |
0.0 |
| Volume |
4,613 |
4,281 |
-332 |
-7.2% |
25,422 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,964.9 |
1,957.1 |
1,923.2 |
|
| R3 |
1,946.8 |
1,939.0 |
1,918.2 |
|
| R2 |
1,928.7 |
1,928.7 |
1,916.5 |
|
| R1 |
1,920.9 |
1,920.9 |
1,914.9 |
1,924.8 |
| PP |
1,910.6 |
1,910.6 |
1,910.6 |
1,912.5 |
| S1 |
1,902.8 |
1,902.8 |
1,911.5 |
1,906.7 |
| S2 |
1,892.5 |
1,892.5 |
1,909.9 |
|
| S3 |
1,874.4 |
1,884.7 |
1,908.2 |
|
| S4 |
1,856.3 |
1,866.6 |
1,903.2 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.6 |
2,019.5 |
1,935.5 |
|
| R3 |
2,002.2 |
1,978.1 |
1,924.1 |
|
| R2 |
1,960.8 |
1,960.8 |
1,920.3 |
|
| R1 |
1,936.7 |
1,936.7 |
1,916.5 |
1,933.4 |
| PP |
1,919.4 |
1,919.4 |
1,919.4 |
1,917.7 |
| S1 |
1,895.3 |
1,895.3 |
1,908.9 |
1,892.0 |
| S2 |
1,878.0 |
1,878.0 |
1,905.1 |
|
| S3 |
1,836.6 |
1,853.9 |
1,901.3 |
|
| S4 |
1,795.2 |
1,812.5 |
1,889.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,943.4 |
1,900.2 |
43.2 |
2.3% |
24.0 |
1.3% |
30% |
False |
True |
5,034 |
| 10 |
1,943.4 |
1,892.8 |
50.6 |
2.6% |
25.3 |
1.3% |
40% |
False |
False |
4,468 |
| 20 |
1,945.6 |
1,884.0 |
61.6 |
3.2% |
26.3 |
1.4% |
47% |
False |
False |
4,263 |
| 40 |
2,008.2 |
1,858.1 |
150.1 |
7.8% |
29.0 |
1.5% |
37% |
False |
False |
3,528 |
| 60 |
2,099.2 |
1,858.1 |
241.1 |
12.6% |
36.9 |
1.9% |
23% |
False |
False |
3,637 |
| 80 |
2,099.2 |
1,809.3 |
289.9 |
15.2% |
34.6 |
1.8% |
36% |
False |
False |
3,532 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
20.9% |
32.8 |
1.7% |
54% |
False |
False |
3,150 |
| 120 |
2,099.2 |
1,698.4 |
400.8 |
20.9% |
30.9 |
1.6% |
54% |
False |
False |
2,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,995.2 |
|
2.618 |
1,965.7 |
|
1.618 |
1,947.6 |
|
1.000 |
1,936.4 |
|
0.618 |
1,929.5 |
|
HIGH |
1,918.3 |
|
0.618 |
1,911.4 |
|
0.500 |
1,909.3 |
|
0.382 |
1,907.1 |
|
LOW |
1,900.2 |
|
0.618 |
1,889.0 |
|
1.000 |
1,882.1 |
|
1.618 |
1,870.9 |
|
2.618 |
1,852.8 |
|
4.250 |
1,823.3 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,911.9 |
1,918.2 |
| PP |
1,910.6 |
1,916.5 |
| S1 |
1,909.3 |
1,914.9 |
|