| 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 |
1,894.5 |
1,902.8 |
8.3 |
0.4% |
1,877.5 |
| High |
1,912.8 |
1,916.2 |
3.4 |
0.2% |
1,933.8 |
| Low |
1,890.0 |
1,899.0 |
9.0 |
0.5% |
1,863.3 |
| Close |
1,903.2 |
1,908.4 |
5.2 |
0.3% |
1,919.7 |
| Range |
22.8 |
17.2 |
-5.6 |
-24.6% |
70.5 |
| ATR |
33.1 |
31.9 |
-1.1 |
-3.4% |
0.0 |
| Volume |
4,295 |
4,417 |
122 |
2.8% |
6,599 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.5 |
1,951.1 |
1,917.9 |
|
| R3 |
1,942.3 |
1,933.9 |
1,913.1 |
|
| R2 |
1,925.1 |
1,925.1 |
1,911.6 |
|
| R1 |
1,916.7 |
1,916.7 |
1,910.0 |
1,920.9 |
| PP |
1,907.9 |
1,907.9 |
1,907.9 |
1,910.0 |
| S1 |
1,899.5 |
1,899.5 |
1,906.8 |
1,903.7 |
| S2 |
1,890.7 |
1,890.7 |
1,905.2 |
|
| S3 |
1,873.5 |
1,882.3 |
1,903.7 |
|
| S4 |
1,856.3 |
1,865.1 |
1,898.9 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.1 |
2,088.9 |
1,958.5 |
|
| R3 |
2,046.6 |
2,018.4 |
1,939.1 |
|
| R2 |
1,976.1 |
1,976.1 |
1,932.6 |
|
| R1 |
1,947.9 |
1,947.9 |
1,926.2 |
1,962.0 |
| PP |
1,905.6 |
1,905.6 |
1,905.6 |
1,912.7 |
| S1 |
1,877.4 |
1,877.4 |
1,913.2 |
1,891.5 |
| S2 |
1,835.1 |
1,835.1 |
1,906.8 |
|
| S3 |
1,764.6 |
1,806.9 |
1,900.3 |
|
| S4 |
1,694.1 |
1,736.4 |
1,880.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,937.2 |
1,890.0 |
47.2 |
2.5% |
28.5 |
1.5% |
39% |
False |
False |
2,490 |
| 10 |
1,937.2 |
1,863.3 |
73.9 |
3.9% |
26.8 |
1.4% |
61% |
False |
False |
1,884 |
| 20 |
1,996.8 |
1,862.4 |
134.4 |
7.0% |
28.8 |
1.5% |
34% |
False |
False |
1,381 |
| 40 |
2,036.1 |
1,862.4 |
173.7 |
9.1% |
34.6 |
1.8% |
26% |
False |
False |
1,377 |
| 60 |
2,107.6 |
1,838.8 |
268.8 |
14.1% |
36.6 |
1.9% |
26% |
False |
False |
1,512 |
| 80 |
2,107.6 |
1,758.9 |
348.7 |
18.3% |
30.8 |
1.6% |
43% |
False |
False |
1,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,989.3 |
|
2.618 |
1,961.2 |
|
1.618 |
1,944.0 |
|
1.000 |
1,933.4 |
|
0.618 |
1,926.8 |
|
HIGH |
1,916.2 |
|
0.618 |
1,909.6 |
|
0.500 |
1,907.6 |
|
0.382 |
1,905.6 |
|
LOW |
1,899.0 |
|
0.618 |
1,888.4 |
|
1.000 |
1,881.8 |
|
1.618 |
1,871.2 |
|
2.618 |
1,854.0 |
|
4.250 |
1,825.9 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,908.1 |
1,913.6 |
| PP |
1,907.9 |
1,911.9 |
| S1 |
1,907.6 |
1,910.1 |
|