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 |
5,872.0 |
5,923.0 |
51.0 |
0.9% |
5,851.5 |
High |
5,947.5 |
5,976.5 |
29.0 |
0.5% |
5,936.0 |
Low |
5,872.0 |
5,899.0 |
27.0 |
0.5% |
5,766.5 |
Close |
5,923.5 |
5,959.5 |
36.0 |
0.6% |
5,862.0 |
Range |
75.5 |
77.5 |
2.0 |
2.6% |
169.5 |
ATR |
99.2 |
97.6 |
-1.5 |
-1.6% |
0.0 |
Volume |
74,613 |
73,223 |
-1,390 |
-1.9% |
482,736 |
|
Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,177.5 |
6,146.0 |
6,002.0 |
|
R3 |
6,100.0 |
6,068.5 |
5,981.0 |
|
R2 |
6,022.5 |
6,022.5 |
5,973.5 |
|
R1 |
5,991.0 |
5,991.0 |
5,966.5 |
6,007.0 |
PP |
5,945.0 |
5,945.0 |
5,945.0 |
5,953.0 |
S1 |
5,913.5 |
5,913.5 |
5,952.5 |
5,929.0 |
S2 |
5,867.5 |
5,867.5 |
5,945.5 |
|
S3 |
5,790.0 |
5,836.0 |
5,938.0 |
|
S4 |
5,712.5 |
5,758.5 |
5,917.0 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,363.5 |
6,282.0 |
5,955.0 |
|
R3 |
6,194.0 |
6,112.5 |
5,908.5 |
|
R2 |
6,024.5 |
6,024.5 |
5,893.0 |
|
R1 |
5,943.0 |
5,943.0 |
5,877.5 |
5,984.0 |
PP |
5,855.0 |
5,855.0 |
5,855.0 |
5,875.0 |
S1 |
5,773.5 |
5,773.5 |
5,846.5 |
5,814.0 |
S2 |
5,685.5 |
5,685.5 |
5,831.0 |
|
S3 |
5,516.0 |
5,604.0 |
5,815.5 |
|
S4 |
5,346.5 |
5,434.5 |
5,769.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,976.5 |
5,766.5 |
210.0 |
3.5% |
81.5 |
1.4% |
92% |
True |
False |
78,042 |
10 |
5,976.5 |
5,739.5 |
237.0 |
4.0% |
87.5 |
1.5% |
93% |
True |
False |
86,587 |
20 |
6,097.5 |
5,739.5 |
358.0 |
6.0% |
96.5 |
1.6% |
61% |
False |
False |
127,085 |
40 |
6,208.0 |
5,739.5 |
468.5 |
7.9% |
86.0 |
1.4% |
47% |
False |
False |
64,720 |
60 |
6,228.5 |
5,739.5 |
489.0 |
8.2% |
65.5 |
1.1% |
45% |
False |
False |
43,150 |
80 |
6,262.5 |
5,739.5 |
523.0 |
8.8% |
52.0 |
0.9% |
42% |
False |
False |
32,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,306.0 |
2.618 |
6,179.5 |
1.618 |
6,102.0 |
1.000 |
6,054.0 |
0.618 |
6,024.5 |
HIGH |
5,976.5 |
0.618 |
5,947.0 |
0.500 |
5,938.0 |
0.382 |
5,928.5 |
LOW |
5,899.0 |
0.618 |
5,851.0 |
1.000 |
5,821.5 |
1.618 |
5,773.5 |
2.618 |
5,696.0 |
4.250 |
5,569.5 |
|
|
Fisher Pivots for day following 08-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,952.0 |
5,948.0 |
PP |
5,945.0 |
5,936.0 |
S1 |
5,938.0 |
5,924.0 |
|