Trading Metrics calculated at close of trading on 07-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,917.8 |
1,882.6 |
-35.2 |
-1.8% |
1,862.7 |
High |
1,927.0 |
1,902.4 |
-24.6 |
-1.3% |
1,923.6 |
Low |
1,878.2 |
1,877.2 |
-1.0 |
-0.1% |
1,851.1 |
Close |
1,908.8 |
1,890.8 |
-18.0 |
-0.9% |
1,907.6 |
Range |
48.8 |
25.2 |
-23.6 |
-48.4% |
72.5 |
ATR |
35.4 |
35.1 |
-0.3 |
-0.8% |
0.0 |
Volume |
219,440 |
188,588 |
-30,852 |
-14.1% |
1,188,392 |
|
Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.7 |
1,953.5 |
1,904.7 |
|
R3 |
1,940.5 |
1,928.3 |
1,897.7 |
|
R2 |
1,915.3 |
1,915.3 |
1,895.4 |
|
R1 |
1,903.1 |
1,903.1 |
1,893.1 |
1,909.2 |
PP |
1,890.1 |
1,890.1 |
1,890.1 |
1,893.2 |
S1 |
1,877.9 |
1,877.9 |
1,888.5 |
1,884.0 |
S2 |
1,864.9 |
1,864.9 |
1,886.2 |
|
S3 |
1,839.7 |
1,852.7 |
1,883.9 |
|
S4 |
1,814.5 |
1,827.5 |
1,876.9 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,111.6 |
2,082.1 |
1,947.5 |
|
R3 |
2,039.1 |
2,009.6 |
1,927.5 |
|
R2 |
1,966.6 |
1,966.6 |
1,920.9 |
|
R1 |
1,937.1 |
1,937.1 |
1,914.2 |
1,951.9 |
PP |
1,894.1 |
1,894.1 |
1,894.1 |
1,901.5 |
S1 |
1,864.6 |
1,864.6 |
1,901.0 |
1,879.4 |
S2 |
1,821.6 |
1,821.6 |
1,894.3 |
|
S3 |
1,749.1 |
1,792.1 |
1,887.7 |
|
S4 |
1,676.6 |
1,719.6 |
1,867.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,927.0 |
1,877.2 |
49.8 |
2.6% |
32.8 |
1.7% |
27% |
False |
True |
212,085 |
10 |
1,927.0 |
1,851.0 |
76.0 |
4.0% |
30.3 |
1.6% |
52% |
False |
False |
234,990 |
20 |
1,983.8 |
1,851.0 |
132.8 |
7.0% |
31.8 |
1.7% |
30% |
False |
False |
254,738 |
40 |
2,024.6 |
1,851.0 |
173.6 |
9.2% |
38.7 |
2.0% |
23% |
False |
False |
295,407 |
60 |
2,089.2 |
1,819.9 |
269.3 |
14.2% |
39.4 |
2.1% |
26% |
False |
False |
258,308 |
80 |
2,089.2 |
1,735.6 |
353.6 |
18.7% |
35.7 |
1.9% |
44% |
False |
False |
198,027 |
100 |
2,089.2 |
1,690.1 |
399.1 |
21.1% |
34.5 |
1.8% |
50% |
False |
False |
159,575 |
120 |
2,089.2 |
1,670.3 |
418.9 |
22.2% |
34.0 |
1.8% |
53% |
False |
False |
133,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.5 |
2.618 |
1,968.4 |
1.618 |
1,943.2 |
1.000 |
1,927.6 |
0.618 |
1,918.0 |
HIGH |
1,902.4 |
0.618 |
1,892.8 |
0.500 |
1,889.8 |
0.382 |
1,886.8 |
LOW |
1,877.2 |
0.618 |
1,861.6 |
1.000 |
1,852.0 |
1.618 |
1,836.4 |
2.618 |
1,811.2 |
4.250 |
1,770.1 |
|
|
Fisher Pivots for day following 07-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,890.5 |
1,902.1 |
PP |
1,890.1 |
1,898.3 |
S1 |
1,889.8 |
1,894.6 |
|