| 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 |
3,406.25 |
3,447.25 |
41.00 |
1.2% |
3,360.00 |
| High |
3,447.25 |
3,480.00 |
32.75 |
1.0% |
3,480.00 |
| Low |
3,405.50 |
3,445.25 |
39.75 |
1.2% |
3,330.50 |
| Close |
3,437.50 |
3,473.25 |
35.75 |
1.0% |
3,473.25 |
| Range |
41.75 |
34.75 |
-7.00 |
-16.8% |
149.50 |
| ATR |
69.55 |
67.62 |
-1.93 |
-2.8% |
0.00 |
| Volume |
1,104,986 |
1,185,272 |
80,286 |
7.3% |
6,469,410 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,570.50 |
3,556.50 |
3,492.25 |
|
| R3 |
3,535.75 |
3,521.75 |
3,482.75 |
|
| R2 |
3,501.00 |
3,501.00 |
3,479.50 |
|
| R1 |
3,487.00 |
3,487.00 |
3,476.50 |
3,494.00 |
| PP |
3,466.25 |
3,466.25 |
3,466.25 |
3,469.50 |
| S1 |
3,452.25 |
3,452.25 |
3,470.00 |
3,459.25 |
| S2 |
3,431.50 |
3,431.50 |
3,467.00 |
|
| S3 |
3,396.75 |
3,417.50 |
3,463.75 |
|
| S4 |
3,362.00 |
3,382.75 |
3,454.25 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,876.50 |
3,824.25 |
3,555.50 |
|
| R3 |
3,727.00 |
3,674.75 |
3,514.25 |
|
| R2 |
3,577.50 |
3,577.50 |
3,500.75 |
|
| R1 |
3,525.25 |
3,525.25 |
3,487.00 |
3,551.50 |
| PP |
3,428.00 |
3,428.00 |
3,428.00 |
3,441.00 |
| S1 |
3,375.75 |
3,375.75 |
3,459.50 |
3,402.00 |
| S2 |
3,278.50 |
3,278.50 |
3,445.75 |
|
| S3 |
3,129.00 |
3,226.25 |
3,432.25 |
|
| S4 |
2,979.50 |
3,076.75 |
3,391.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,480.00 |
3,330.50 |
149.50 |
4.3% |
61.25 |
1.8% |
95% |
True |
False |
1,293,882 |
| 10 |
3,480.00 |
3,287.50 |
192.50 |
5.5% |
63.00 |
1.8% |
96% |
True |
False |
1,500,924 |
| 20 |
3,480.00 |
3,198.00 |
282.00 |
8.1% |
67.50 |
1.9% |
98% |
True |
False |
1,799,970 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
10.9% |
63.75 |
1.8% |
73% |
False |
False |
973,120 |
| 60 |
3,576.25 |
3,179.75 |
396.50 |
11.4% |
57.25 |
1.7% |
74% |
False |
False |
649,710 |
| 80 |
3,576.25 |
2,972.00 |
604.25 |
17.4% |
60.25 |
1.7% |
83% |
False |
False |
487,805 |
| 100 |
3,576.25 |
2,891.00 |
685.25 |
19.7% |
62.00 |
1.8% |
85% |
False |
False |
390,406 |
| 120 |
3,576.25 |
2,712.75 |
863.50 |
24.9% |
63.50 |
1.8% |
88% |
False |
False |
325,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,627.75 |
|
2.618 |
3,571.00 |
|
1.618 |
3,536.25 |
|
1.000 |
3,514.75 |
|
0.618 |
3,501.50 |
|
HIGH |
3,480.00 |
|
0.618 |
3,466.75 |
|
0.500 |
3,462.50 |
|
0.382 |
3,458.50 |
|
LOW |
3,445.25 |
|
0.618 |
3,423.75 |
|
1.000 |
3,410.50 |
|
1.618 |
3,389.00 |
|
2.618 |
3,354.25 |
|
4.250 |
3,297.50 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,469.75 |
3,451.00 |
| PP |
3,466.25 |
3,428.50 |
| S1 |
3,462.50 |
3,406.00 |
|