| 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 |
11,412.65 |
11,576.44 |
163.79 |
1.4% |
11,332.32 |
| High |
11,519.55 |
11,582.78 |
63.23 |
0.5% |
11,606.73 |
| Low |
11,382.48 |
11,510.24 |
127.76 |
1.1% |
11,225.17 |
| Close |
11,503.19 |
11,550.94 |
47.75 |
0.4% |
11,255.69 |
| Range |
137.07 |
72.54 |
-64.53 |
-47.1% |
381.56 |
| ATR |
274.62 |
260.69 |
-13.93 |
-5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,765.61 |
11,730.81 |
11,590.84 |
|
| R3 |
11,693.07 |
11,658.27 |
11,570.89 |
|
| R2 |
11,620.53 |
11,620.53 |
11,564.24 |
|
| R1 |
11,585.73 |
11,585.73 |
11,557.59 |
11,566.86 |
| PP |
11,547.99 |
11,547.99 |
11,547.99 |
11,538.55 |
| S1 |
11,513.19 |
11,513.19 |
11,544.29 |
11,494.32 |
| S2 |
11,475.45 |
11,475.45 |
11,537.64 |
|
| S3 |
11,402.91 |
11,440.65 |
11,530.99 |
|
| S4 |
11,330.37 |
11,368.11 |
11,511.04 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,507.21 |
12,263.01 |
11,465.55 |
|
| R3 |
12,125.65 |
11,881.45 |
11,360.62 |
|
| R2 |
11,744.09 |
11,744.09 |
11,325.64 |
|
| R1 |
11,499.89 |
11,499.89 |
11,290.67 |
11,431.21 |
| PP |
11,362.53 |
11,362.53 |
11,362.53 |
11,328.19 |
| S1 |
11,118.33 |
11,118.33 |
11,220.71 |
11,049.65 |
| S2 |
10,980.97 |
10,980.97 |
11,185.74 |
|
| S3 |
10,599.41 |
10,736.77 |
11,150.76 |
|
| S4 |
10,217.85 |
10,355.21 |
11,045.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,582.78 |
11,225.17 |
357.61 |
3.1% |
183.93 |
1.6% |
91% |
True |
False |
|
| 10 |
11,606.73 |
10,851.68 |
755.05 |
6.5% |
178.69 |
1.5% |
93% |
False |
False |
|
| 20 |
11,606.73 |
10,677.85 |
928.88 |
8.0% |
225.70 |
2.0% |
94% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.3% |
231.58 |
2.0% |
50% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
18.4% |
216.44 |
1.9% |
58% |
False |
False |
|
| 80 |
12,439.48 |
9,742.89 |
2,696.59 |
23.3% |
212.92 |
1.8% |
67% |
False |
False |
|
| 100 |
12,439.48 |
9,182.45 |
3,257.03 |
28.2% |
206.88 |
1.8% |
73% |
False |
False |
|
| 120 |
12,439.48 |
8,359.84 |
4,079.64 |
35.3% |
202.17 |
1.8% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,891.08 |
|
2.618 |
11,772.69 |
|
1.618 |
11,700.15 |
|
1.000 |
11,655.32 |
|
0.618 |
11,627.61 |
|
HIGH |
11,582.78 |
|
0.618 |
11,555.07 |
|
0.500 |
11,546.51 |
|
0.382 |
11,537.95 |
|
LOW |
11,510.24 |
|
0.618 |
11,465.41 |
|
1.000 |
11,437.70 |
|
1.618 |
11,392.87 |
|
2.618 |
11,320.33 |
|
4.250 |
11,201.95 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,549.46 |
11,507.13 |
| PP |
11,547.99 |
11,463.33 |
| S1 |
11,546.51 |
11,419.52 |
|