| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,913.2 |
1,950.0 |
36.8 |
1.9% |
1,921.0 |
| High |
1,949.5 |
1,952.2 |
2.7 |
0.1% |
1,949.5 |
| Low |
1,913.2 |
1,937.2 |
24.0 |
1.3% |
1,890.0 |
| Close |
1,939.5 |
1,942.4 |
2.9 |
0.1% |
1,939.5 |
| Range |
36.3 |
15.0 |
-21.3 |
-58.7% |
59.5 |
| ATR |
32.6 |
31.3 |
-1.3 |
-3.9% |
0.0 |
| Volume |
3,654 |
2,743 |
-911 |
-24.9% |
15,187 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,988.9 |
1,980.7 |
1,950.7 |
|
| R3 |
1,973.9 |
1,965.7 |
1,946.5 |
|
| R2 |
1,958.9 |
1,958.9 |
1,945.2 |
|
| R1 |
1,950.7 |
1,950.7 |
1,943.8 |
1,947.3 |
| PP |
1,943.9 |
1,943.9 |
1,943.9 |
1,942.3 |
| S1 |
1,935.7 |
1,935.7 |
1,941.0 |
1,932.3 |
| S2 |
1,928.9 |
1,928.9 |
1,939.7 |
|
| S3 |
1,913.9 |
1,920.7 |
1,938.3 |
|
| S4 |
1,898.9 |
1,905.7 |
1,934.2 |
|
|
| 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 |
1,952.2 |
1,890.0 |
62.2 |
3.2% |
27.3 |
1.4% |
84% |
True |
False |
3,372 |
| 10 |
1,952.2 |
1,890.0 |
62.2 |
3.2% |
26.1 |
1.3% |
84% |
True |
False |
2,378 |
| 20 |
1,996.8 |
1,862.4 |
134.4 |
6.9% |
29.3 |
1.5% |
60% |
False |
False |
1,627 |
| 40 |
2,036.1 |
1,862.4 |
173.7 |
8.9% |
33.9 |
1.7% |
46% |
False |
False |
1,455 |
| 60 |
2,107.6 |
1,852.9 |
254.7 |
13.1% |
37.0 |
1.9% |
35% |
False |
False |
1,603 |
| 80 |
2,107.6 |
1,771.6 |
336.0 |
17.3% |
31.5 |
1.6% |
51% |
False |
False |
1,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,016.0 |
|
2.618 |
1,991.5 |
|
1.618 |
1,976.5 |
|
1.000 |
1,967.2 |
|
0.618 |
1,961.5 |
|
HIGH |
1,952.2 |
|
0.618 |
1,946.5 |
|
0.500 |
1,944.7 |
|
0.382 |
1,942.9 |
|
LOW |
1,937.2 |
|
0.618 |
1,927.9 |
|
1.000 |
1,922.2 |
|
1.618 |
1,912.9 |
|
2.618 |
1,897.9 |
|
4.250 |
1,873.5 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,944.7 |
1,936.8 |
| PP |
1,943.9 |
1,931.2 |
| S1 |
1,943.2 |
1,925.6 |
|