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 |
12,933.0 |
13,087.5 |
154.5 |
1.2% |
12,756.0 |
High |
13,087.5 |
13,094.0 |
6.5 |
0.0% |
13,094.0 |
Low |
12,921.0 |
12,993.0 |
72.0 |
0.6% |
12,709.5 |
Close |
13,041.0 |
13,023.0 |
-18.0 |
-0.1% |
13,023.0 |
Range |
166.5 |
101.0 |
-65.5 |
-39.3% |
384.5 |
ATR |
241.5 |
231.4 |
-10.0 |
-4.2% |
0.0 |
Volume |
65,973 |
56,821 |
-9,152 |
-13.9% |
313,455 |
|
Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,339.7 |
13,282.3 |
13,078.6 |
|
R3 |
13,238.7 |
13,181.3 |
13,050.8 |
|
R2 |
13,137.7 |
13,137.7 |
13,041.5 |
|
R1 |
13,080.3 |
13,080.3 |
13,032.3 |
13,058.5 |
PP |
13,036.7 |
13,036.7 |
13,036.7 |
13,025.8 |
S1 |
12,979.3 |
12,979.3 |
13,013.7 |
12,957.5 |
S2 |
12,935.7 |
12,935.7 |
13,004.5 |
|
S3 |
12,834.7 |
12,878.3 |
12,995.2 |
|
S4 |
12,733.7 |
12,777.3 |
12,967.5 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,095.7 |
13,943.8 |
13,234.5 |
|
R3 |
13,711.2 |
13,559.3 |
13,128.7 |
|
R2 |
13,326.7 |
13,326.7 |
13,093.5 |
|
R1 |
13,174.8 |
13,174.8 |
13,058.2 |
13,250.8 |
PP |
12,942.2 |
12,942.2 |
12,942.2 |
12,980.1 |
S1 |
12,790.3 |
12,790.3 |
12,987.8 |
12,866.3 |
S2 |
12,557.7 |
12,557.7 |
12,952.5 |
|
S3 |
12,173.2 |
12,405.8 |
12,917.3 |
|
S4 |
11,788.7 |
12,021.3 |
12,811.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,094.0 |
12,709.5 |
384.5 |
3.0% |
157.5 |
1.2% |
82% |
True |
False |
62,691 |
10 |
13,094.0 |
12,521.0 |
573.0 |
4.4% |
193.8 |
1.5% |
88% |
True |
False |
67,554 |
20 |
13,320.0 |
12,316.0 |
1,004.0 |
7.7% |
225.6 |
1.7% |
70% |
False |
False |
68,594 |
40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.6% |
227.9 |
1.7% |
63% |
False |
False |
34,524 |
60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.4% |
216.8 |
1.7% |
66% |
False |
False |
23,044 |
80 |
13,435.0 |
11,929.0 |
1,506.0 |
11.6% |
214.8 |
1.6% |
73% |
False |
False |
17,301 |
100 |
13,435.0 |
11,337.5 |
2,097.5 |
16.1% |
203.8 |
1.6% |
80% |
False |
False |
13,847 |
120 |
13,435.0 |
10,193.0 |
3,242.0 |
24.9% |
180.8 |
1.4% |
87% |
False |
False |
11,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,523.3 |
2.618 |
13,358.4 |
1.618 |
13,257.4 |
1.000 |
13,195.0 |
0.618 |
13,156.4 |
HIGH |
13,094.0 |
0.618 |
13,055.4 |
0.500 |
13,043.5 |
0.382 |
13,031.6 |
LOW |
12,993.0 |
0.618 |
12,930.6 |
1.000 |
12,892.0 |
1.618 |
12,829.6 |
2.618 |
12,728.6 |
4.250 |
12,563.8 |
|
|
Fisher Pivots for day following 09-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
13,043.5 |
12,994.7 |
PP |
13,036.7 |
12,966.3 |
S1 |
13,029.8 |
12,938.0 |
|