| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
10,661.57 |
10,896.82 |
235.25 |
2.2% |
10,545.98 |
| High |
10,950.40 |
11,108.39 |
157.99 |
1.4% |
11,108.39 |
| Low |
10,543.56 |
10,840.68 |
297.12 |
2.8% |
10,472.63 |
| Close |
10,896.82 |
11,040.54 |
143.72 |
1.3% |
11,040.54 |
| Range |
406.84 |
267.71 |
-139.13 |
-34.2% |
635.76 |
| ATR |
367.34 |
360.22 |
-7.12 |
-1.9% |
0.00 |
| Volume |
28,660 |
25,272 |
-3,388 |
-11.8% |
109,297 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,799.67 |
11,687.81 |
11,187.78 |
|
| R3 |
11,531.96 |
11,420.10 |
11,114.16 |
|
| R2 |
11,264.25 |
11,264.25 |
11,089.62 |
|
| R1 |
11,152.39 |
11,152.39 |
11,065.08 |
11,208.32 |
| PP |
10,996.54 |
10,996.54 |
10,996.54 |
11,024.50 |
| S1 |
10,884.68 |
10,884.68 |
11,016.00 |
10,940.61 |
| S2 |
10,728.83 |
10,728.83 |
10,991.46 |
|
| S3 |
10,461.12 |
10,616.97 |
10,966.92 |
|
| S4 |
10,193.41 |
10,349.26 |
10,893.30 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,781.13 |
12,546.60 |
11,390.21 |
|
| R3 |
12,145.37 |
11,910.84 |
11,215.37 |
|
| R2 |
11,509.61 |
11,509.61 |
11,157.10 |
|
| R1 |
11,275.08 |
11,275.08 |
11,098.82 |
11,392.35 |
| PP |
10,873.85 |
10,873.85 |
10,873.85 |
10,932.49 |
| S1 |
10,639.32 |
10,639.32 |
10,982.26 |
10,756.59 |
| S2 |
10,238.09 |
10,238.09 |
10,923.98 |
|
| S3 |
9,602.33 |
10,003.56 |
10,865.71 |
|
| S4 |
8,966.57 |
9,367.80 |
10,690.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,108.39 |
10,472.63 |
635.76 |
5.8% |
276.70 |
2.5% |
89% |
True |
False |
21,859 |
| 10 |
11,108.39 |
10,391.47 |
716.92 |
6.5% |
290.11 |
2.6% |
91% |
True |
False |
23,567 |
| 20 |
11,171.50 |
10,146.79 |
1,024.71 |
9.3% |
342.12 |
3.1% |
87% |
False |
False |
26,946 |
| 40 |
12,476.88 |
9,858.94 |
2,617.94 |
23.7% |
410.67 |
3.7% |
45% |
False |
False |
33,189 |
| 60 |
12,476.88 |
9,083.15 |
3,393.73 |
30.7% |
442.47 |
4.0% |
58% |
False |
False |
38,197 |
| 80 |
12,476.88 |
8,848.18 |
3,628.70 |
32.9% |
393.39 |
3.6% |
60% |
False |
False |
35,327 |
| 100 |
12,476.88 |
8,647.02 |
3,829.86 |
34.7% |
395.58 |
3.6% |
62% |
False |
False |
37,345 |
| 120 |
12,476.88 |
7,405.22 |
5,071.66 |
45.9% |
435.66 |
3.9% |
72% |
False |
False |
44,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,246.16 |
|
2.618 |
11,809.25 |
|
1.618 |
11,541.54 |
|
1.000 |
11,376.10 |
|
0.618 |
11,273.83 |
|
HIGH |
11,108.39 |
|
0.618 |
11,006.12 |
|
0.500 |
10,974.54 |
|
0.382 |
10,942.95 |
|
LOW |
10,840.68 |
|
0.618 |
10,675.24 |
|
1.000 |
10,572.97 |
|
1.618 |
10,407.53 |
|
2.618 |
10,139.82 |
|
4.250 |
9,702.91 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,018.54 |
10,967.39 |
| PP |
10,996.54 |
10,894.23 |
| S1 |
10,974.54 |
10,821.08 |
|