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 |
3,200.0 |
3,229.0 |
29.0 |
0.9% |
3,156.0 |
High |
3,237.0 |
3,263.0 |
26.0 |
0.8% |
3,233.0 |
Low |
3,197.0 |
3,225.0 |
28.0 |
0.9% |
3,136.0 |
Close |
3,223.0 |
3,252.0 |
29.0 |
0.9% |
3,178.0 |
Range |
40.0 |
38.0 |
-2.0 |
-5.0% |
97.0 |
ATR |
62.0 |
60.5 |
-1.6 |
-2.5% |
0.0 |
Volume |
626,539 |
722,972 |
96,433 |
15.4% |
4,571,331 |
|
Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,360.7 |
3,344.3 |
3,272.9 |
|
R3 |
3,322.7 |
3,306.3 |
3,262.5 |
|
R2 |
3,284.7 |
3,284.7 |
3,259.0 |
|
R1 |
3,268.3 |
3,268.3 |
3,255.5 |
3,276.5 |
PP |
3,246.7 |
3,246.7 |
3,246.7 |
3,250.8 |
S1 |
3,230.3 |
3,230.3 |
3,248.5 |
3,238.5 |
S2 |
3,208.7 |
3,208.7 |
3,245.0 |
|
S3 |
3,170.7 |
3,192.3 |
3,241.6 |
|
S4 |
3,132.7 |
3,154.3 |
3,231.1 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,473.3 |
3,422.7 |
3,231.4 |
|
R3 |
3,376.3 |
3,325.7 |
3,204.7 |
|
R2 |
3,279.3 |
3,279.3 |
3,195.8 |
|
R1 |
3,228.7 |
3,228.7 |
3,186.9 |
3,254.0 |
PP |
3,182.3 |
3,182.3 |
3,182.3 |
3,195.0 |
S1 |
3,131.7 |
3,131.7 |
3,169.1 |
3,157.0 |
S2 |
3,085.3 |
3,085.3 |
3,160.2 |
|
S3 |
2,988.3 |
3,034.7 |
3,151.3 |
|
S4 |
2,891.3 |
2,937.7 |
3,124.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,263.0 |
3,136.0 |
127.0 |
3.9% |
45.4 |
1.4% |
91% |
True |
False |
737,735 |
10 |
3,263.0 |
3,086.0 |
177.0 |
5.4% |
53.5 |
1.6% |
94% |
True |
False |
840,517 |
20 |
3,337.0 |
3,086.0 |
251.0 |
7.7% |
56.1 |
1.7% |
66% |
False |
False |
949,991 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.2% |
60.1 |
1.8% |
56% |
False |
False |
488,600 |
60 |
3,430.0 |
3,086.0 |
344.0 |
10.6% |
57.0 |
1.8% |
48% |
False |
False |
326,429 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.6% |
56.9 |
1.7% |
48% |
False |
False |
245,642 |
100 |
3,430.0 |
2,826.0 |
604.0 |
18.6% |
54.0 |
1.7% |
71% |
False |
False |
198,688 |
120 |
3,430.0 |
2,665.0 |
765.0 |
23.5% |
49.2 |
1.5% |
77% |
False |
False |
167,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,424.5 |
2.618 |
3,362.5 |
1.618 |
3,324.5 |
1.000 |
3,301.0 |
0.618 |
3,286.5 |
HIGH |
3,263.0 |
0.618 |
3,248.5 |
0.500 |
3,244.0 |
0.382 |
3,239.5 |
LOW |
3,225.0 |
0.618 |
3,201.5 |
1.000 |
3,187.0 |
1.618 |
3,163.5 |
2.618 |
3,125.5 |
4.250 |
3,063.5 |
|
|
Fisher Pivots for day following 08-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,249.3 |
3,243.8 |
PP |
3,246.7 |
3,235.7 |
S1 |
3,244.0 |
3,227.5 |
|