| 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 |
1,897.7 |
1,906.0 |
8.3 |
0.4% |
1,914.3 |
| High |
1,911.9 |
1,944.0 |
32.1 |
1.7% |
1,944.0 |
| Low |
1,893.0 |
1,906.0 |
13.0 |
0.7% |
1,884.0 |
| Close |
1,902.7 |
1,933.6 |
30.9 |
1.6% |
1,933.6 |
| Range |
18.9 |
38.0 |
19.1 |
101.1% |
60.0 |
| ATR |
33.1 |
33.7 |
0.6 |
1.8% |
0.0 |
| Volume |
7,060 |
8,327 |
1,267 |
17.9% |
27,686 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,041.9 |
2,025.7 |
1,954.5 |
|
| R3 |
2,003.9 |
1,987.7 |
1,944.1 |
|
| R2 |
1,965.9 |
1,965.9 |
1,940.6 |
|
| R1 |
1,949.7 |
1,949.7 |
1,937.1 |
1,957.8 |
| PP |
1,927.9 |
1,927.9 |
1,927.9 |
1,931.9 |
| S1 |
1,911.7 |
1,911.7 |
1,930.1 |
1,919.8 |
| S2 |
1,889.9 |
1,889.9 |
1,926.6 |
|
| S3 |
1,851.9 |
1,873.7 |
1,923.2 |
|
| S4 |
1,813.9 |
1,835.7 |
1,912.7 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.5 |
2,077.1 |
1,966.6 |
|
| R3 |
2,040.5 |
2,017.1 |
1,950.1 |
|
| R2 |
1,980.5 |
1,980.5 |
1,944.6 |
|
| R1 |
1,957.1 |
1,957.1 |
1,939.1 |
1,968.8 |
| PP |
1,920.5 |
1,920.5 |
1,920.5 |
1,926.4 |
| S1 |
1,897.1 |
1,897.1 |
1,928.1 |
1,908.8 |
| S2 |
1,860.5 |
1,860.5 |
1,922.6 |
|
| S3 |
1,800.5 |
1,837.1 |
1,917.1 |
|
| S4 |
1,740.5 |
1,777.1 |
1,900.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,944.0 |
1,884.0 |
60.0 |
3.1% |
32.4 |
1.7% |
83% |
True |
False |
5,537 |
| 10 |
1,944.0 |
1,858.8 |
85.2 |
4.4% |
29.6 |
1.5% |
88% |
True |
False |
4,068 |
| 20 |
1,991.6 |
1,858.1 |
133.5 |
6.9% |
31.5 |
1.6% |
57% |
False |
False |
3,417 |
| 40 |
2,032.5 |
1,858.1 |
174.4 |
9.0% |
35.8 |
1.8% |
43% |
False |
False |
3,157 |
| 60 |
2,099.2 |
1,829.7 |
269.5 |
13.9% |
38.6 |
2.0% |
39% |
False |
False |
3,606 |
| 80 |
2,099.2 |
1,749.0 |
350.2 |
18.1% |
34.7 |
1.8% |
53% |
False |
False |
3,119 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
20.7% |
32.8 |
1.7% |
59% |
False |
False |
2,849 |
| 120 |
2,099.2 |
1,689.2 |
410.0 |
21.2% |
30.6 |
1.6% |
60% |
False |
False |
2,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.5 |
|
2.618 |
2,043.5 |
|
1.618 |
2,005.5 |
|
1.000 |
1,982.0 |
|
0.618 |
1,967.5 |
|
HIGH |
1,944.0 |
|
0.618 |
1,929.5 |
|
0.500 |
1,925.0 |
|
0.382 |
1,920.5 |
|
LOW |
1,906.0 |
|
0.618 |
1,882.5 |
|
1.000 |
1,868.0 |
|
1.618 |
1,844.5 |
|
2.618 |
1,806.5 |
|
4.250 |
1,744.5 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,930.7 |
1,927.1 |
| PP |
1,927.9 |
1,920.5 |
| S1 |
1,925.0 |
1,914.0 |
|