Trading Metrics calculated at close of trading on 08-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
10,547.45 |
10,661.57 |
114.12 |
1.1% |
10,717.21 |
High |
10,681.52 |
10,950.40 |
268.88 |
2.5% |
10,948.75 |
Low |
10,533.77 |
10,543.56 |
9.79 |
0.1% |
10,391.47 |
Close |
10,661.73 |
10,896.82 |
235.09 |
2.2% |
10,545.89 |
Range |
147.75 |
406.84 |
259.09 |
175.4% |
557.28 |
ATR |
364.30 |
367.34 |
3.04 |
0.8% |
0.00 |
Volume |
19,155 |
28,660 |
9,505 |
49.6% |
126,374 |
|
Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,017.45 |
11,863.97 |
11,120.58 |
|
R3 |
11,610.61 |
11,457.13 |
11,008.70 |
|
R2 |
11,203.77 |
11,203.77 |
10,971.41 |
|
R1 |
11,050.29 |
11,050.29 |
10,934.11 |
11,127.03 |
PP |
10,796.93 |
10,796.93 |
10,796.93 |
10,835.30 |
S1 |
10,643.45 |
10,643.45 |
10,859.53 |
10,720.19 |
S2 |
10,390.09 |
10,390.09 |
10,822.23 |
|
S3 |
9,983.25 |
10,236.61 |
10,784.94 |
|
S4 |
9,576.41 |
9,829.77 |
10,673.06 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,300.54 |
11,980.50 |
10,852.39 |
|
R3 |
11,743.26 |
11,423.22 |
10,699.14 |
|
R2 |
11,185.98 |
11,185.98 |
10,648.06 |
|
R1 |
10,865.94 |
10,865.94 |
10,596.97 |
10,747.32 |
PP |
10,628.70 |
10,628.70 |
10,628.70 |
10,569.40 |
S1 |
10,308.66 |
10,308.66 |
10,494.81 |
10,190.04 |
S2 |
10,071.42 |
10,071.42 |
10,443.72 |
|
S3 |
9,514.14 |
9,751.38 |
10,392.64 |
|
S4 |
8,956.86 |
9,194.10 |
10,239.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,950.40 |
10,391.47 |
558.93 |
5.1% |
277.56 |
2.5% |
90% |
True |
False |
22,646 |
10 |
10,950.40 |
10,391.47 |
558.93 |
5.1% |
285.64 |
2.6% |
90% |
True |
False |
23,789 |
20 |
11,171.50 |
10,146.79 |
1,024.71 |
9.4% |
337.10 |
3.1% |
73% |
False |
False |
26,670 |
40 |
12,476.88 |
9,858.94 |
2,617.94 |
24.0% |
413.43 |
3.8% |
40% |
False |
False |
33,313 |
60 |
12,476.88 |
9,037.31 |
3,439.57 |
31.6% |
441.23 |
4.0% |
54% |
False |
False |
38,191 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
33.3% |
392.08 |
3.6% |
56% |
False |
False |
35,239 |
100 |
12,476.88 |
8,647.02 |
3,829.86 |
35.1% |
400.59 |
3.7% |
59% |
False |
False |
38,203 |
120 |
12,476.88 |
7,041.44 |
5,435.44 |
49.9% |
439.12 |
4.0% |
71% |
False |
False |
45,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,679.47 |
2.618 |
12,015.51 |
1.618 |
11,608.67 |
1.000 |
11,357.24 |
0.618 |
11,201.83 |
HIGH |
10,950.40 |
0.618 |
10,794.99 |
0.500 |
10,746.98 |
0.382 |
10,698.97 |
LOW |
10,543.56 |
0.618 |
10,292.13 |
1.000 |
10,136.72 |
1.618 |
9,885.29 |
2.618 |
9,478.45 |
4.250 |
8,814.49 |
|
|
Fisher Pivots for day following 08-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
10,846.87 |
10,845.24 |
PP |
10,796.93 |
10,793.66 |
S1 |
10,746.98 |
10,742.09 |
|