| 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 |
3,338.00 |
3,406.25 |
68.25 |
2.0% |
3,291.00 |
| High |
3,416.75 |
3,447.25 |
30.50 |
0.9% |
3,388.00 |
| Low |
3,332.25 |
3,405.50 |
73.25 |
2.2% |
3,287.50 |
| Close |
3,406.75 |
3,437.50 |
30.75 |
0.9% |
3,339.25 |
| Range |
84.50 |
41.75 |
-42.75 |
-50.6% |
100.50 |
| ATR |
71.69 |
69.55 |
-2.14 |
-3.0% |
0.00 |
| Volume |
1,400,616 |
1,104,986 |
-295,630 |
-21.1% |
8,539,835 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,555.25 |
3,538.25 |
3,460.50 |
|
| R3 |
3,513.50 |
3,496.50 |
3,449.00 |
|
| R2 |
3,471.75 |
3,471.75 |
3,445.25 |
|
| R1 |
3,454.75 |
3,454.75 |
3,441.25 |
3,463.25 |
| PP |
3,430.00 |
3,430.00 |
3,430.00 |
3,434.50 |
| S1 |
3,413.00 |
3,413.00 |
3,433.75 |
3,421.50 |
| S2 |
3,388.25 |
3,388.25 |
3,429.75 |
|
| S3 |
3,346.50 |
3,371.25 |
3,426.00 |
|
| S4 |
3,304.75 |
3,329.50 |
3,414.50 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,639.75 |
3,590.00 |
3,394.50 |
|
| R3 |
3,539.25 |
3,489.50 |
3,367.00 |
|
| R2 |
3,438.75 |
3,438.75 |
3,357.75 |
|
| R1 |
3,389.00 |
3,389.00 |
3,348.50 |
3,414.00 |
| PP |
3,338.25 |
3,338.25 |
3,338.25 |
3,350.75 |
| S1 |
3,288.50 |
3,288.50 |
3,330.00 |
3,313.50 |
| S2 |
3,237.75 |
3,237.75 |
3,320.75 |
|
| S3 |
3,137.25 |
3,188.00 |
3,311.50 |
|
| S4 |
3,036.75 |
3,087.50 |
3,284.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,447.25 |
3,300.25 |
147.00 |
4.3% |
69.25 |
2.0% |
93% |
True |
False |
1,462,611 |
| 10 |
3,447.25 |
3,206.50 |
240.75 |
7.0% |
68.50 |
2.0% |
96% |
True |
False |
1,552,106 |
| 20 |
3,447.25 |
3,198.00 |
249.25 |
7.3% |
69.25 |
2.0% |
96% |
True |
False |
1,842,424 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.0% |
63.50 |
1.9% |
63% |
False |
False |
943,684 |
| 60 |
3,576.25 |
3,178.00 |
398.25 |
11.6% |
57.50 |
1.7% |
65% |
False |
False |
629,971 |
| 80 |
3,576.25 |
2,972.00 |
604.25 |
17.6% |
60.25 |
1.8% |
77% |
False |
False |
472,999 |
| 100 |
3,576.25 |
2,891.00 |
685.25 |
19.9% |
62.25 |
1.8% |
80% |
False |
False |
378,572 |
| 120 |
3,576.25 |
2,707.25 |
869.00 |
25.3% |
64.00 |
1.9% |
84% |
False |
False |
315,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,624.75 |
|
2.618 |
3,556.50 |
|
1.618 |
3,514.75 |
|
1.000 |
3,489.00 |
|
0.618 |
3,473.00 |
|
HIGH |
3,447.25 |
|
0.618 |
3,431.25 |
|
0.500 |
3,426.50 |
|
0.382 |
3,421.50 |
|
LOW |
3,405.50 |
|
0.618 |
3,379.75 |
|
1.000 |
3,363.75 |
|
1.618 |
3,338.00 |
|
2.618 |
3,296.25 |
|
4.250 |
3,228.00 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,433.75 |
3,421.25 |
| PP |
3,430.00 |
3,405.00 |
| S1 |
3,426.50 |
3,389.00 |
|