| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,632.5 |
1,636.3 |
3.8 |
0.2% |
1,544.8 |
| High |
1,644.6 |
1,651.7 |
7.1 |
0.4% |
1,644.6 |
| Low |
1,625.7 |
1,630.6 |
4.9 |
0.3% |
1,536.9 |
| Close |
1,637.7 |
1,650.8 |
13.1 |
0.8% |
1,637.7 |
| Range |
18.9 |
21.1 |
2.2 |
11.6% |
107.7 |
| ATR |
39.2 |
37.9 |
-1.3 |
-3.3% |
0.0 |
| Volume |
184,019 |
160,053 |
-23,966 |
-13.0% |
972,933 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,707.7 |
1,700.3 |
1,662.4 |
|
| R3 |
1,686.6 |
1,679.2 |
1,656.6 |
|
| R2 |
1,665.5 |
1,665.5 |
1,654.7 |
|
| R1 |
1,658.1 |
1,658.1 |
1,652.7 |
1,661.8 |
| PP |
1,644.4 |
1,644.4 |
1,644.4 |
1,646.2 |
| S1 |
1,637.0 |
1,637.0 |
1,648.9 |
1,640.7 |
| S2 |
1,623.3 |
1,623.3 |
1,646.9 |
|
| S3 |
1,602.2 |
1,615.9 |
1,645.0 |
|
| S4 |
1,581.1 |
1,594.8 |
1,639.2 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,929.5 |
1,891.3 |
1,696.9 |
|
| R3 |
1,821.8 |
1,783.6 |
1,667.3 |
|
| R2 |
1,714.1 |
1,714.1 |
1,657.4 |
|
| R1 |
1,675.9 |
1,675.9 |
1,647.6 |
1,695.0 |
| PP |
1,606.4 |
1,606.4 |
1,606.4 |
1,616.0 |
| S1 |
1,568.2 |
1,568.2 |
1,627.8 |
1,587.3 |
| S2 |
1,498.7 |
1,498.7 |
1,618.0 |
|
| S3 |
1,391.0 |
1,460.5 |
1,608.1 |
|
| S4 |
1,283.3 |
1,352.8 |
1,578.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,651.7 |
1,563.1 |
88.6 |
5.4% |
33.6 |
2.0% |
99% |
True |
False |
197,241 |
| 10 |
1,651.7 |
1,485.8 |
165.9 |
10.0% |
36.3 |
2.2% |
99% |
True |
False |
187,828 |
| 20 |
1,651.7 |
1,426.2 |
225.5 |
13.7% |
39.4 |
2.4% |
100% |
True |
False |
188,834 |
| 40 |
1,651.7 |
1,426.2 |
225.5 |
13.7% |
36.3 |
2.2% |
100% |
True |
False |
110,411 |
| 60 |
1,651.7 |
1,426.2 |
225.5 |
13.7% |
33.5 |
2.0% |
100% |
True |
False |
73,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,741.4 |
|
2.618 |
1,706.9 |
|
1.618 |
1,685.8 |
|
1.000 |
1,672.8 |
|
0.618 |
1,664.7 |
|
HIGH |
1,651.7 |
|
0.618 |
1,643.6 |
|
0.500 |
1,641.2 |
|
0.382 |
1,638.7 |
|
LOW |
1,630.6 |
|
0.618 |
1,617.6 |
|
1.000 |
1,609.5 |
|
1.618 |
1,596.5 |
|
2.618 |
1,575.4 |
|
4.250 |
1,540.9 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,647.6 |
1,644.1 |
| PP |
1,644.4 |
1,637.4 |
| S1 |
1,641.2 |
1,630.7 |
|