| 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 |
1,902.8 |
1,913.2 |
10.4 |
0.5% |
1,921.0 |
| High |
1,916.2 |
1,949.5 |
33.3 |
1.7% |
1,949.5 |
| Low |
1,899.0 |
1,913.2 |
14.2 |
0.7% |
1,890.0 |
| Close |
1,908.4 |
1,939.5 |
31.1 |
1.6% |
1,939.5 |
| Range |
17.2 |
36.3 |
19.1 |
111.0% |
59.5 |
| ATR |
31.9 |
32.6 |
0.7 |
2.1% |
0.0 |
| Volume |
4,417 |
3,654 |
-763 |
-17.3% |
15,187 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.0 |
2,027.5 |
1,959.5 |
|
| R3 |
2,006.7 |
1,991.2 |
1,949.5 |
|
| R2 |
1,970.4 |
1,970.4 |
1,946.2 |
|
| R1 |
1,954.9 |
1,954.9 |
1,942.8 |
1,962.7 |
| PP |
1,934.1 |
1,934.1 |
1,934.1 |
1,937.9 |
| S1 |
1,918.6 |
1,918.6 |
1,936.2 |
1,926.4 |
| S2 |
1,897.8 |
1,897.8 |
1,932.8 |
|
| S3 |
1,861.5 |
1,882.3 |
1,929.5 |
|
| S4 |
1,825.2 |
1,846.0 |
1,919.5 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.8 |
2,081.7 |
1,972.2 |
|
| R3 |
2,045.3 |
2,022.2 |
1,955.9 |
|
| R2 |
1,985.8 |
1,985.8 |
1,950.4 |
|
| R1 |
1,962.7 |
1,962.7 |
1,945.0 |
1,974.3 |
| PP |
1,926.3 |
1,926.3 |
1,926.3 |
1,932.1 |
| S1 |
1,903.2 |
1,903.2 |
1,934.0 |
1,914.8 |
| S2 |
1,866.8 |
1,866.8 |
1,928.6 |
|
| S3 |
1,807.3 |
1,843.7 |
1,923.1 |
|
| S4 |
1,747.8 |
1,784.2 |
1,906.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,949.5 |
1,890.0 |
59.5 |
3.1% |
30.9 |
1.6% |
83% |
True |
False |
3,037 |
| 10 |
1,949.5 |
1,863.3 |
86.2 |
4.4% |
28.3 |
1.5% |
88% |
True |
False |
2,178 |
| 20 |
1,996.8 |
1,862.4 |
134.4 |
6.9% |
29.8 |
1.5% |
57% |
False |
False |
1,529 |
| 40 |
2,036.1 |
1,862.4 |
173.7 |
9.0% |
34.2 |
1.8% |
44% |
False |
False |
1,410 |
| 60 |
2,107.6 |
1,840.1 |
267.5 |
13.8% |
36.9 |
1.9% |
37% |
False |
False |
1,563 |
| 80 |
2,107.6 |
1,758.9 |
348.7 |
18.0% |
31.3 |
1.6% |
52% |
False |
False |
1,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,103.8 |
|
2.618 |
2,044.5 |
|
1.618 |
2,008.2 |
|
1.000 |
1,985.8 |
|
0.618 |
1,971.9 |
|
HIGH |
1,949.5 |
|
0.618 |
1,935.6 |
|
0.500 |
1,931.4 |
|
0.382 |
1,927.1 |
|
LOW |
1,913.2 |
|
0.618 |
1,890.8 |
|
1.000 |
1,876.9 |
|
1.618 |
1,854.5 |
|
2.618 |
1,818.2 |
|
4.250 |
1,758.9 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,936.8 |
1,932.9 |
| PP |
1,934.1 |
1,926.3 |
| S1 |
1,931.4 |
1,919.8 |
|