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 |
3,229.0 |
3,264.0 |
35.0 |
1.1% |
3,203.0 |
High |
3,263.0 |
3,275.0 |
12.0 |
0.4% |
3,275.0 |
Low |
3,225.0 |
3,245.0 |
20.0 |
0.6% |
3,189.0 |
Close |
3,252.0 |
3,263.0 |
11.0 |
0.3% |
3,263.0 |
Range |
38.0 |
30.0 |
-8.0 |
-21.1% |
86.0 |
ATR |
60.5 |
58.3 |
-2.2 |
-3.6% |
0.0 |
Volume |
722,972 |
664,821 |
-58,151 |
-8.0% |
3,403,034 |
|
Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,351.0 |
3,337.0 |
3,279.5 |
|
R3 |
3,321.0 |
3,307.0 |
3,271.3 |
|
R2 |
3,291.0 |
3,291.0 |
3,268.5 |
|
R1 |
3,277.0 |
3,277.0 |
3,265.8 |
3,269.0 |
PP |
3,261.0 |
3,261.0 |
3,261.0 |
3,257.0 |
S1 |
3,247.0 |
3,247.0 |
3,260.3 |
3,239.0 |
S2 |
3,231.0 |
3,231.0 |
3,257.5 |
|
S3 |
3,201.0 |
3,217.0 |
3,254.8 |
|
S4 |
3,171.0 |
3,187.0 |
3,246.5 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,500.3 |
3,467.7 |
3,310.3 |
|
R3 |
3,414.3 |
3,381.7 |
3,286.7 |
|
R2 |
3,328.3 |
3,328.3 |
3,278.8 |
|
R1 |
3,295.7 |
3,295.7 |
3,270.9 |
3,312.0 |
PP |
3,242.3 |
3,242.3 |
3,242.3 |
3,250.5 |
S1 |
3,209.7 |
3,209.7 |
3,255.1 |
3,226.0 |
S2 |
3,156.3 |
3,156.3 |
3,247.2 |
|
S3 |
3,070.3 |
3,123.7 |
3,239.4 |
|
S4 |
2,984.3 |
3,037.7 |
3,215.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,275.0 |
3,189.0 |
86.0 |
2.6% |
39.6 |
1.2% |
86% |
True |
False |
680,606 |
10 |
3,275.0 |
3,136.0 |
139.0 |
4.3% |
47.7 |
1.5% |
91% |
True |
False |
797,436 |
20 |
3,337.0 |
3,086.0 |
251.0 |
7.7% |
55.7 |
1.7% |
71% |
False |
False |
963,679 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.2% |
59.8 |
1.8% |
59% |
False |
False |
505,064 |
60 |
3,430.0 |
3,086.0 |
344.0 |
10.5% |
57.0 |
1.7% |
51% |
False |
False |
337,505 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.5% |
56.8 |
1.7% |
51% |
False |
False |
253,876 |
100 |
3,430.0 |
2,826.0 |
604.0 |
18.5% |
54.3 |
1.7% |
72% |
False |
False |
205,081 |
120 |
3,430.0 |
2,665.0 |
765.0 |
23.4% |
49.5 |
1.5% |
78% |
False |
False |
172,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,402.5 |
2.618 |
3,353.5 |
1.618 |
3,323.5 |
1.000 |
3,305.0 |
0.618 |
3,293.5 |
HIGH |
3,275.0 |
0.618 |
3,263.5 |
0.500 |
3,260.0 |
0.382 |
3,256.5 |
LOW |
3,245.0 |
0.618 |
3,226.5 |
1.000 |
3,215.0 |
1.618 |
3,196.5 |
2.618 |
3,166.5 |
4.250 |
3,117.5 |
|
|
Fisher Pivots for day following 09-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,262.0 |
3,254.0 |
PP |
3,261.0 |
3,245.0 |
S1 |
3,260.0 |
3,236.0 |
|