| 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 |
12,799.0 |
12,933.0 |
134.0 |
1.0% |
12,549.5 |
| High |
12,947.0 |
13,087.5 |
140.5 |
1.1% |
12,930.5 |
| Low |
12,782.0 |
12,921.0 |
139.0 |
1.1% |
12,521.0 |
| Close |
12,899.5 |
13,041.0 |
141.5 |
1.1% |
12,662.0 |
| Range |
165.0 |
166.5 |
1.5 |
0.9% |
409.5 |
| ATR |
245.6 |
241.5 |
-4.1 |
-1.7% |
0.0 |
| Volume |
62,331 |
65,973 |
3,642 |
5.8% |
362,085 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,516.0 |
13,445.0 |
13,132.6 |
|
| R3 |
13,349.5 |
13,278.5 |
13,086.8 |
|
| R2 |
13,183.0 |
13,183.0 |
13,071.5 |
|
| R1 |
13,112.0 |
13,112.0 |
13,056.3 |
13,147.5 |
| PP |
13,016.5 |
13,016.5 |
13,016.5 |
13,034.3 |
| S1 |
12,945.5 |
12,945.5 |
13,025.7 |
12,981.0 |
| S2 |
12,850.0 |
12,850.0 |
13,010.5 |
|
| S3 |
12,683.5 |
12,779.0 |
12,995.2 |
|
| S4 |
12,517.0 |
12,612.5 |
12,949.4 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,933.0 |
13,707.0 |
12,887.2 |
|
| R3 |
13,523.5 |
13,297.5 |
12,774.6 |
|
| R2 |
13,114.0 |
13,114.0 |
12,737.1 |
|
| R1 |
12,888.0 |
12,888.0 |
12,699.5 |
13,001.0 |
| PP |
12,704.5 |
12,704.5 |
12,704.5 |
12,761.0 |
| S1 |
12,478.5 |
12,478.5 |
12,624.5 |
12,591.5 |
| S2 |
12,295.0 |
12,295.0 |
12,586.9 |
|
| S3 |
11,885.5 |
12,069.0 |
12,549.4 |
|
| S4 |
11,476.0 |
11,659.5 |
12,436.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,087.5 |
12,521.0 |
566.5 |
4.3% |
178.0 |
1.4% |
92% |
True |
False |
66,189 |
| 10 |
13,087.5 |
12,316.0 |
771.5 |
5.9% |
221.3 |
1.7% |
94% |
True |
False |
71,750 |
| 20 |
13,320.0 |
12,316.0 |
1,004.0 |
7.7% |
227.4 |
1.7% |
72% |
False |
False |
65,894 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.6% |
230.3 |
1.8% |
65% |
False |
False |
33,104 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.4% |
216.2 |
1.7% |
68% |
False |
False |
22,098 |
| 80 |
13,435.0 |
11,929.0 |
1,506.0 |
11.5% |
216.0 |
1.7% |
74% |
False |
False |
16,592 |
| 100 |
13,435.0 |
10,882.5 |
2,552.5 |
19.6% |
204.4 |
1.6% |
85% |
False |
False |
13,278 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
24.9% |
180.8 |
1.4% |
88% |
False |
False |
11,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,795.1 |
|
2.618 |
13,523.4 |
|
1.618 |
13,356.9 |
|
1.000 |
13,254.0 |
|
0.618 |
13,190.4 |
|
HIGH |
13,087.5 |
|
0.618 |
13,023.9 |
|
0.500 |
13,004.3 |
|
0.382 |
12,984.6 |
|
LOW |
12,921.0 |
|
0.618 |
12,818.1 |
|
1.000 |
12,754.5 |
|
1.618 |
12,651.6 |
|
2.618 |
12,485.1 |
|
4.250 |
12,213.4 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,028.8 |
13,001.7 |
| PP |
13,016.5 |
12,962.3 |
| S1 |
13,004.3 |
12,923.0 |
|