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 |
1,882.6 |
1,890.6 |
8.0 |
0.4% |
1,862.7 |
High |
1,902.4 |
1,905.3 |
2.9 |
0.2% |
1,923.6 |
Low |
1,877.2 |
1,885.3 |
8.1 |
0.4% |
1,851.1 |
Close |
1,890.8 |
1,895.1 |
4.3 |
0.2% |
1,907.6 |
Range |
25.2 |
20.0 |
-5.2 |
-20.6% |
72.5 |
ATR |
35.1 |
34.0 |
-1.1 |
-3.1% |
0.0 |
Volume |
188,588 |
185,453 |
-3,135 |
-1.7% |
1,188,392 |
|
Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.2 |
1,945.2 |
1,906.1 |
|
R3 |
1,935.2 |
1,925.2 |
1,900.6 |
|
R2 |
1,915.2 |
1,915.2 |
1,898.8 |
|
R1 |
1,905.2 |
1,905.2 |
1,896.9 |
1,910.2 |
PP |
1,895.2 |
1,895.2 |
1,895.2 |
1,897.8 |
S1 |
1,885.2 |
1,885.2 |
1,893.3 |
1,890.2 |
S2 |
1,875.2 |
1,875.2 |
1,891.4 |
|
S3 |
1,855.2 |
1,865.2 |
1,889.6 |
|
S4 |
1,835.2 |
1,845.2 |
1,884.1 |
|
|
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% |
31.2 |
1.6% |
36% |
False |
False |
196,759 |
10 |
1,927.0 |
1,851.1 |
75.9 |
4.0% |
29.3 |
1.5% |
58% |
False |
False |
219,031 |
20 |
1,983.8 |
1,851.0 |
132.8 |
7.0% |
31.4 |
1.7% |
33% |
False |
False |
250,437 |
40 |
2,024.6 |
1,851.0 |
173.6 |
9.2% |
37.1 |
2.0% |
25% |
False |
False |
288,547 |
60 |
2,089.2 |
1,819.9 |
269.3 |
14.2% |
39.5 |
2.1% |
28% |
False |
False |
261,176 |
80 |
2,089.2 |
1,735.6 |
353.6 |
18.7% |
35.7 |
1.9% |
45% |
False |
False |
200,292 |
100 |
2,089.2 |
1,690.1 |
399.1 |
21.1% |
34.3 |
1.8% |
51% |
False |
False |
161,389 |
120 |
2,089.2 |
1,670.3 |
418.9 |
22.1% |
33.9 |
1.8% |
54% |
False |
False |
135,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,990.3 |
2.618 |
1,957.7 |
1.618 |
1,937.7 |
1.000 |
1,925.3 |
0.618 |
1,917.7 |
HIGH |
1,905.3 |
0.618 |
1,897.7 |
0.500 |
1,895.3 |
0.382 |
1,892.9 |
LOW |
1,885.3 |
0.618 |
1,872.9 |
1.000 |
1,865.3 |
1.618 |
1,852.9 |
2.618 |
1,832.9 |
4.250 |
1,800.3 |
|
|
Fisher Pivots for day following 08-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,895.3 |
1,902.1 |
PP |
1,895.2 |
1,899.8 |
S1 |
1,895.2 |
1,897.4 |
|