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Data as of: 2026-10-15 · Settlement: Exchange final daily settlement
RSS3=F Deep Dive | Short: 20D uptrend failing below pivot P 454.43 | 2026-10-16
We are short RSS3=F (RSS3=F) with invalidation on a daily close above pivot P 454.43 [settle 2026-10-15]. The prior session settled at 445.3, down 1.7% (settle), after failing at the 20-day high of 468.2 on 2026-10-13; the 5-day change is -1.26% (settle) against a still-positive 20-day change of +4.04% (settle), a classic momentum rollover pattern. Price has slipped under the classic pivot P 454.43 and is approaching first support S1 448.77, with the 20-day low at 425.6 as the deeper objective. ATR14 is 8.21, about 1.84% of price as a full daily range, and RV20 is 18.2%, so the pullback has been orderly rather than disorderly. The last completed weekly bar (2026-10-05 to 2026-10-09) closed at 454.6, up 1.25% w/w; the current week is unfinished and cannot support any weekly-close conclusion. No Asia print was captured for this issue, so all report-date observations are intraday only. The trade is invalidated by a daily close above 454.43, which would restore the pivot as support and re-expose the 468.2 high.
This brief is published in Chinese. The English translation is being prepared.
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