| 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 |
1,890.6 |
1,898.4 |
7.8 |
0.4% |
1,910.9 |
| High |
1,905.3 |
1,936.8 |
31.5 |
1.7% |
1,936.8 |
| Low |
1,885.3 |
1,898.0 |
12.7 |
0.7% |
1,877.2 |
| Close |
1,895.1 |
1,926.2 |
31.1 |
1.6% |
1,926.2 |
| Range |
20.0 |
38.8 |
18.8 |
94.0% |
59.6 |
| ATR |
34.0 |
34.6 |
0.5 |
1.6% |
0.0 |
| Volume |
185,453 |
229,847 |
44,394 |
23.9% |
1,000,915 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,036.7 |
2,020.3 |
1,947.5 |
|
| R3 |
1,997.9 |
1,981.5 |
1,936.9 |
|
| R2 |
1,959.1 |
1,959.1 |
1,933.3 |
|
| R1 |
1,942.7 |
1,942.7 |
1,929.8 |
1,950.9 |
| PP |
1,920.3 |
1,920.3 |
1,920.3 |
1,924.5 |
| S1 |
1,903.9 |
1,903.9 |
1,922.6 |
1,912.1 |
| S2 |
1,881.5 |
1,881.5 |
1,919.1 |
|
| S3 |
1,842.7 |
1,865.1 |
1,915.5 |
|
| S4 |
1,803.9 |
1,826.3 |
1,904.9 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.2 |
2,068.8 |
1,959.0 |
|
| R3 |
2,032.6 |
2,009.2 |
1,942.6 |
|
| R2 |
1,973.0 |
1,973.0 |
1,937.1 |
|
| R1 |
1,949.6 |
1,949.6 |
1,931.7 |
1,961.3 |
| PP |
1,913.4 |
1,913.4 |
1,913.4 |
1,919.3 |
| S1 |
1,890.0 |
1,890.0 |
1,920.7 |
1,901.7 |
| S2 |
1,853.8 |
1,853.8 |
1,915.3 |
|
| S3 |
1,794.2 |
1,830.4 |
1,909.8 |
|
| S4 |
1,734.6 |
1,770.8 |
1,893.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,936.8 |
1,877.2 |
59.6 |
3.1% |
33.3 |
1.7% |
82% |
True |
False |
200,183 |
| 10 |
1,936.8 |
1,851.1 |
85.7 |
4.4% |
30.6 |
1.6% |
88% |
True |
False |
218,930 |
| 20 |
1,983.8 |
1,851.0 |
132.8 |
6.9% |
32.4 |
1.7% |
57% |
False |
False |
251,668 |
| 40 |
2,024.6 |
1,851.0 |
173.6 |
9.0% |
36.8 |
1.9% |
43% |
False |
False |
285,546 |
| 60 |
2,089.2 |
1,821.0 |
268.2 |
13.9% |
39.8 |
2.1% |
39% |
False |
False |
264,703 |
| 80 |
2,089.2 |
1,739.6 |
349.6 |
18.1% |
35.9 |
1.9% |
53% |
False |
False |
203,117 |
| 100 |
2,089.2 |
1,690.1 |
399.1 |
20.7% |
34.4 |
1.8% |
59% |
False |
False |
163,644 |
| 120 |
2,089.2 |
1,687.8 |
401.4 |
20.8% |
33.8 |
1.8% |
59% |
False |
False |
137,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.7 |
|
2.618 |
2,038.4 |
|
1.618 |
1,999.6 |
|
1.000 |
1,975.6 |
|
0.618 |
1,960.8 |
|
HIGH |
1,936.8 |
|
0.618 |
1,922.0 |
|
0.500 |
1,917.4 |
|
0.382 |
1,912.8 |
|
LOW |
1,898.0 |
|
0.618 |
1,874.0 |
|
1.000 |
1,859.2 |
|
1.618 |
1,835.2 |
|
2.618 |
1,796.4 |
|
4.250 |
1,733.1 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,923.3 |
1,919.8 |
| PP |
1,920.3 |
1,913.4 |
| S1 |
1,917.4 |
1,907.0 |
|