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 |
337.4090 |
340.7230 |
3.3140 |
1.0% |
354.8380 |
High |
342.6320 |
352.8920 |
10.2600 |
3.0% |
369.0000 |
Low |
333.2500 |
334.8750 |
1.6250 |
0.5% |
335.2540 |
Close |
340.7690 |
351.7600 |
10.9910 |
3.2% |
346.7410 |
Range |
9.3820 |
18.0170 |
8.6350 |
92.0% |
33.7460 |
ATR |
23.5881 |
23.1902 |
-0.3979 |
-1.7% |
0.0000 |
Volume |
539,583 |
519,341 |
-20,242 |
-3.8% |
2,370,450 |
|
Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400.5600 |
394.1770 |
361.6694 |
|
R3 |
382.5430 |
376.1600 |
356.7147 |
|
R2 |
364.5260 |
364.5260 |
355.0631 |
|
R1 |
358.1430 |
358.1430 |
353.4116 |
361.3345 |
PP |
346.5090 |
346.5090 |
346.5090 |
348.1048 |
S1 |
340.1260 |
340.1260 |
350.1084 |
343.3175 |
S2 |
328.4920 |
328.4920 |
348.4569 |
|
S3 |
310.4750 |
322.1090 |
346.8053 |
|
S4 |
292.4580 |
304.0920 |
341.8507 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
451.5697 |
432.9013 |
365.3013 |
|
R3 |
417.8237 |
399.1553 |
356.0212 |
|
R2 |
384.0777 |
384.0777 |
352.9278 |
|
R1 |
365.4093 |
365.4093 |
349.8344 |
357.8705 |
PP |
350.3317 |
350.3317 |
350.3317 |
346.5623 |
S1 |
331.6633 |
331.6633 |
343.6476 |
324.1245 |
S2 |
316.5857 |
316.5857 |
340.5542 |
|
S3 |
282.8397 |
297.9173 |
337.4609 |
|
S4 |
249.0937 |
264.1713 |
328.1807 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
355.3210 |
333.2500 |
22.0710 |
6.3% |
15.5138 |
4.4% |
84% |
False |
False |
491,607 |
10 |
369.0000 |
333.2500 |
35.7500 |
10.2% |
16.2853 |
4.6% |
52% |
False |
False |
474,911 |
20 |
394.0820 |
315.3600 |
78.7220 |
22.4% |
21.5286 |
6.1% |
46% |
False |
False |
556,150 |
40 |
488.1230 |
315.3600 |
172.7630 |
49.1% |
27.8623 |
7.9% |
21% |
False |
False |
788,259 |
60 |
488.1230 |
230.2340 |
257.8890 |
73.3% |
26.4081 |
7.5% |
47% |
False |
False |
854,662 |
80 |
488.1230 |
216.4670 |
271.6560 |
77.2% |
22.0825 |
6.3% |
50% |
False |
False |
773,612 |
100 |
488.1230 |
191.9230 |
296.2000 |
84.2% |
20.2708 |
5.8% |
54% |
False |
False |
759,148 |
120 |
488.1230 |
176.6020 |
311.5210 |
88.6% |
19.2874 |
5.5% |
56% |
False |
False |
795,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
429.4643 |
2.618 |
400.0605 |
1.618 |
382.0435 |
1.000 |
370.9090 |
0.618 |
364.0265 |
HIGH |
352.8920 |
0.618 |
346.0095 |
0.500 |
343.8835 |
0.382 |
341.7575 |
LOW |
334.8750 |
0.618 |
323.7405 |
1.000 |
316.8580 |
1.618 |
305.7235 |
2.618 |
287.7065 |
4.250 |
258.3028 |
|
|
Fisher Pivots for day following 08-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
349.1345 |
349.2027 |
PP |
346.5090 |
346.6453 |
S1 |
343.8835 |
344.0880 |
|