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 |
1,877.56 |
1,887.33 |
9.77 |
0.5% |
1,860.37 |
High |
1,896.73 |
1,898.76 |
2.03 |
0.1% |
1,915.38 |
Low |
1,874.09 |
1,882.40 |
8.31 |
0.4% |
1,850.83 |
Close |
1,887.26 |
1,893.11 |
5.85 |
0.3% |
1,898.66 |
Range |
22.64 |
16.36 |
-6.28 |
-27.7% |
64.55 |
ATR |
29.19 |
28.27 |
-0.92 |
-3.1% |
0.00 |
Volume |
6,497 |
6,834 |
337 |
5.2% |
32,692 |
|
Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.50 |
1,933.17 |
1,902.11 |
|
R3 |
1,924.14 |
1,916.81 |
1,897.61 |
|
R2 |
1,907.78 |
1,907.78 |
1,896.11 |
|
R1 |
1,900.45 |
1,900.45 |
1,894.61 |
1,904.12 |
PP |
1,891.42 |
1,891.42 |
1,891.42 |
1,893.26 |
S1 |
1,884.09 |
1,884.09 |
1,891.61 |
1,887.76 |
S2 |
1,875.06 |
1,875.06 |
1,890.11 |
|
S3 |
1,858.70 |
1,867.73 |
1,888.61 |
|
S4 |
1,842.34 |
1,851.37 |
1,884.11 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,081.94 |
2,054.85 |
1,934.16 |
|
R3 |
2,017.39 |
1,990.30 |
1,916.41 |
|
R2 |
1,952.84 |
1,952.84 |
1,910.49 |
|
R1 |
1,925.75 |
1,925.75 |
1,904.58 |
1,939.30 |
PP |
1,888.29 |
1,888.29 |
1,888.29 |
1,895.06 |
S1 |
1,861.20 |
1,861.20 |
1,892.74 |
1,874.75 |
S2 |
1,823.74 |
1,823.74 |
1,886.83 |
|
S3 |
1,759.19 |
1,796.65 |
1,880.91 |
|
S4 |
1,694.64 |
1,732.10 |
1,863.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,919.26 |
1,874.09 |
45.17 |
2.4% |
26.85 |
1.4% |
42% |
False |
False |
6,467 |
10 |
1,919.26 |
1,850.83 |
68.43 |
3.6% |
25.11 |
1.3% |
62% |
False |
False |
6,506 |
20 |
1,971.34 |
1,849.22 |
122.12 |
6.5% |
26.67 |
1.4% |
36% |
False |
False |
6,770 |
40 |
2,014.05 |
1,849.22 |
164.83 |
8.7% |
30.80 |
1.6% |
27% |
False |
False |
6,743 |
60 |
2,070.48 |
1,796.06 |
274.42 |
14.5% |
34.04 |
1.8% |
35% |
False |
False |
6,667 |
80 |
2,070.48 |
1,721.33 |
349.15 |
18.4% |
29.84 |
1.6% |
49% |
False |
False |
6,597 |
100 |
2,070.48 |
1,672.80 |
397.68 |
21.0% |
28.37 |
1.5% |
55% |
False |
False |
6,388 |
120 |
2,070.48 |
1,671.36 |
399.12 |
21.1% |
27.39 |
1.4% |
56% |
False |
False |
6,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,968.29 |
2.618 |
1,941.59 |
1.618 |
1,925.23 |
1.000 |
1,915.12 |
0.618 |
1,908.87 |
HIGH |
1,898.76 |
0.618 |
1,892.51 |
0.500 |
1,890.58 |
0.382 |
1,888.65 |
LOW |
1,882.40 |
0.618 |
1,872.29 |
1.000 |
1,866.04 |
1.618 |
1,855.93 |
2.618 |
1,839.57 |
4.250 |
1,812.87 |
|
|
Fisher Pivots for day following 08-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,892.27 |
1,896.68 |
PP |
1,891.42 |
1,895.49 |
S1 |
1,890.58 |
1,894.30 |
|