| 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 |
1,889.0 |
1,897.7 |
8.7 |
0.5% |
1,869.6 |
| High |
1,908.5 |
1,911.9 |
3.4 |
0.2% |
1,930.4 |
| Low |
1,884.0 |
1,893.0 |
9.0 |
0.5% |
1,858.8 |
| Close |
1,897.7 |
1,902.7 |
5.0 |
0.3% |
1,914.7 |
| Range |
24.5 |
18.9 |
-5.6 |
-22.9% |
71.6 |
| ATR |
34.2 |
33.1 |
-1.1 |
-3.2% |
0.0 |
| Volume |
6,460 |
7,060 |
600 |
9.3% |
12,994 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.2 |
1,949.9 |
1,913.1 |
|
| R3 |
1,940.3 |
1,931.0 |
1,907.9 |
|
| R2 |
1,921.4 |
1,921.4 |
1,906.2 |
|
| R1 |
1,912.1 |
1,912.1 |
1,904.4 |
1,916.8 |
| PP |
1,902.5 |
1,902.5 |
1,902.5 |
1,904.9 |
| S1 |
1,893.2 |
1,893.2 |
1,901.0 |
1,897.9 |
| S2 |
1,883.6 |
1,883.6 |
1,899.2 |
|
| S3 |
1,864.7 |
1,874.3 |
1,897.5 |
|
| S4 |
1,845.8 |
1,855.4 |
1,892.3 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.1 |
2,087.0 |
1,954.1 |
|
| R3 |
2,044.5 |
2,015.4 |
1,934.4 |
|
| R2 |
1,972.9 |
1,972.9 |
1,927.8 |
|
| R1 |
1,943.8 |
1,943.8 |
1,921.3 |
1,958.4 |
| PP |
1,901.3 |
1,901.3 |
1,901.3 |
1,908.6 |
| S1 |
1,872.2 |
1,872.2 |
1,908.1 |
1,886.8 |
| S2 |
1,829.7 |
1,829.7 |
1,901.6 |
|
| S3 |
1,758.1 |
1,800.6 |
1,895.0 |
|
| S4 |
1,686.5 |
1,729.0 |
1,875.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,933.5 |
1,884.0 |
49.5 |
2.6% |
30.1 |
1.6% |
38% |
False |
False |
4,271 |
| 10 |
1,933.5 |
1,858.8 |
74.7 |
3.9% |
28.2 |
1.5% |
59% |
False |
False |
3,380 |
| 20 |
1,991.6 |
1,858.1 |
133.5 |
7.0% |
30.5 |
1.6% |
33% |
False |
False |
3,128 |
| 40 |
2,032.5 |
1,858.1 |
174.4 |
9.2% |
36.1 |
1.9% |
26% |
False |
False |
3,062 |
| 60 |
2,099.2 |
1,828.9 |
270.3 |
14.2% |
38.3 |
2.0% |
27% |
False |
False |
3,497 |
| 80 |
2,099.2 |
1,743.2 |
356.0 |
18.7% |
34.4 |
1.8% |
45% |
False |
False |
3,039 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
21.1% |
32.6 |
1.7% |
51% |
False |
False |
2,775 |
| 120 |
2,099.2 |
1,684.7 |
414.5 |
21.8% |
30.5 |
1.6% |
53% |
False |
False |
2,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,992.2 |
|
2.618 |
1,961.4 |
|
1.618 |
1,942.5 |
|
1.000 |
1,930.8 |
|
0.618 |
1,923.6 |
|
HIGH |
1,911.9 |
|
0.618 |
1,904.7 |
|
0.500 |
1,902.5 |
|
0.382 |
1,900.2 |
|
LOW |
1,893.0 |
|
0.618 |
1,881.3 |
|
1.000 |
1,874.1 |
|
1.618 |
1,862.4 |
|
2.618 |
1,843.5 |
|
4.250 |
1,812.7 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,902.6 |
1,908.8 |
| PP |
1,902.5 |
1,906.7 |
| S1 |
1,902.5 |
1,904.7 |
|