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 |
1,887.33 |
1,893.07 |
5.74 |
0.3% |
1,898.62 |
High |
1,898.76 |
1,929.66 |
30.90 |
1.6% |
1,929.66 |
Low |
1,882.40 |
1,892.82 |
10.42 |
0.6% |
1,874.09 |
Close |
1,893.11 |
1,929.64 |
36.53 |
1.9% |
1,929.64 |
Range |
16.36 |
36.84 |
20.48 |
125.2% |
55.57 |
ATR |
28.27 |
28.88 |
0.61 |
2.2% |
0.00 |
Volume |
6,834 |
6,687 |
-147 |
-2.2% |
32,633 |
|
Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,027.89 |
2,015.61 |
1,949.90 |
|
R3 |
1,991.05 |
1,978.77 |
1,939.77 |
|
R2 |
1,954.21 |
1,954.21 |
1,936.39 |
|
R1 |
1,941.93 |
1,941.93 |
1,933.02 |
1,948.07 |
PP |
1,917.37 |
1,917.37 |
1,917.37 |
1,920.45 |
S1 |
1,905.09 |
1,905.09 |
1,926.26 |
1,911.23 |
S2 |
1,880.53 |
1,880.53 |
1,922.89 |
|
S3 |
1,843.69 |
1,868.25 |
1,919.51 |
|
S4 |
1,806.85 |
1,831.41 |
1,909.38 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,077.84 |
2,059.31 |
1,960.20 |
|
R3 |
2,022.27 |
2,003.74 |
1,944.92 |
|
R2 |
1,966.70 |
1,966.70 |
1,939.83 |
|
R1 |
1,948.17 |
1,948.17 |
1,934.73 |
1,957.44 |
PP |
1,911.13 |
1,911.13 |
1,911.13 |
1,915.76 |
S1 |
1,892.60 |
1,892.60 |
1,924.55 |
1,901.87 |
S2 |
1,855.56 |
1,855.56 |
1,919.45 |
|
S3 |
1,799.99 |
1,837.03 |
1,914.36 |
|
S4 |
1,744.42 |
1,781.46 |
1,899.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,929.66 |
1,874.09 |
55.57 |
2.9% |
29.32 |
1.5% |
100% |
True |
False |
6,526 |
10 |
1,929.66 |
1,850.83 |
78.83 |
4.1% |
26.90 |
1.4% |
100% |
True |
False |
6,532 |
20 |
1,971.34 |
1,849.22 |
122.12 |
6.3% |
27.75 |
1.4% |
66% |
False |
False |
6,740 |
40 |
2,014.05 |
1,849.22 |
164.83 |
8.5% |
31.08 |
1.6% |
49% |
False |
False |
6,765 |
60 |
2,070.48 |
1,805.91 |
264.57 |
13.7% |
34.41 |
1.8% |
47% |
False |
False |
6,666 |
80 |
2,070.48 |
1,742.29 |
328.19 |
17.0% |
30.02 |
1.6% |
57% |
False |
False |
6,610 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.6% |
28.59 |
1.5% |
65% |
False |
False |
6,401 |
120 |
2,070.48 |
1,671.36 |
399.12 |
20.7% |
27.50 |
1.4% |
65% |
False |
False |
6,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,086.23 |
2.618 |
2,026.11 |
1.618 |
1,989.27 |
1.000 |
1,966.50 |
0.618 |
1,952.43 |
HIGH |
1,929.66 |
0.618 |
1,915.59 |
0.500 |
1,911.24 |
0.382 |
1,906.89 |
LOW |
1,892.82 |
0.618 |
1,870.05 |
1.000 |
1,855.98 |
1.618 |
1,833.21 |
2.618 |
1,796.37 |
4.250 |
1,736.25 |
|
|
Fisher Pivots for day following 09-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,923.51 |
1,920.39 |
PP |
1,917.37 |
1,911.13 |
S1 |
1,911.24 |
1,901.88 |
|