| 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 |
3,492.50 |
3,474.75 |
-17.75 |
-0.5% |
3,346.50 |
| High |
3,514.00 |
3,476.50 |
-37.50 |
-1.1% |
3,470.50 |
| Low |
3,463.25 |
3,423.00 |
-40.25 |
-1.2% |
3,323.00 |
| Close |
3,471.50 |
3,466.00 |
-5.50 |
-0.2% |
3,464.25 |
| Range |
50.75 |
53.50 |
2.75 |
5.4% |
147.50 |
| ATR |
64.47 |
63.69 |
-0.78 |
-1.2% |
0.00 |
| Volume |
890 |
3,855 |
2,965 |
333.1% |
8,334 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,615.75 |
3,594.25 |
3,495.50 |
|
| R3 |
3,562.25 |
3,540.75 |
3,480.75 |
|
| R2 |
3,508.75 |
3,508.75 |
3,475.75 |
|
| R1 |
3,487.25 |
3,487.25 |
3,471.00 |
3,471.25 |
| PP |
3,455.25 |
3,455.25 |
3,455.25 |
3,447.00 |
| S1 |
3,433.75 |
3,433.75 |
3,461.00 |
3,417.75 |
| S2 |
3,401.75 |
3,401.75 |
3,456.25 |
|
| S3 |
3,348.25 |
3,380.25 |
3,451.25 |
|
| S4 |
3,294.75 |
3,326.75 |
3,436.50 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,861.75 |
3,810.50 |
3,545.50 |
|
| R3 |
3,714.25 |
3,663.00 |
3,504.75 |
|
| R2 |
3,566.75 |
3,566.75 |
3,491.25 |
|
| R1 |
3,515.50 |
3,515.50 |
3,477.75 |
3,541.00 |
| PP |
3,419.25 |
3,419.25 |
3,419.25 |
3,432.00 |
| S1 |
3,368.00 |
3,368.00 |
3,450.75 |
3,393.50 |
| S2 |
3,271.75 |
3,271.75 |
3,437.25 |
|
| S3 |
3,124.25 |
3,220.50 |
3,423.75 |
|
| S4 |
2,976.75 |
3,073.00 |
3,383.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,532.00 |
3,423.00 |
109.00 |
3.1% |
51.50 |
1.5% |
39% |
False |
True |
1,823 |
| 10 |
3,532.00 |
3,292.00 |
240.00 |
6.9% |
59.75 |
1.7% |
73% |
False |
False |
1,914 |
| 20 |
3,532.00 |
3,190.25 |
341.75 |
9.9% |
67.00 |
1.9% |
81% |
False |
False |
2,348 |
| 40 |
3,568.50 |
3,190.25 |
378.25 |
10.9% |
65.25 |
1.9% |
73% |
False |
False |
1,391 |
| 60 |
3,568.50 |
3,173.00 |
395.50 |
11.4% |
56.25 |
1.6% |
74% |
False |
False |
936 |
| 80 |
3,568.50 |
2,969.50 |
599.00 |
17.3% |
56.50 |
1.6% |
83% |
False |
False |
704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,704.00 |
|
2.618 |
3,616.50 |
|
1.618 |
3,563.00 |
|
1.000 |
3,530.00 |
|
0.618 |
3,509.50 |
|
HIGH |
3,476.50 |
|
0.618 |
3,456.00 |
|
0.500 |
3,449.75 |
|
0.382 |
3,443.50 |
|
LOW |
3,423.00 |
|
0.618 |
3,390.00 |
|
1.000 |
3,369.50 |
|
1.618 |
3,336.50 |
|
2.618 |
3,283.00 |
|
4.250 |
3,195.50 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,460.50 |
3,474.50 |
| PP |
3,455.25 |
3,471.75 |
| S1 |
3,449.75 |
3,468.75 |
|