| 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 |
11,576.44 |
11,615.57 |
39.13 |
0.3% |
11,345.24 |
| High |
11,582.78 |
11,727.60 |
144.82 |
1.3% |
11,727.60 |
| Low |
11,510.24 |
11,600.86 |
90.62 |
0.8% |
11,256.26 |
| Close |
11,550.94 |
11,725.85 |
174.91 |
1.5% |
11,725.85 |
| Range |
72.54 |
126.74 |
54.20 |
74.7% |
471.34 |
| ATR |
260.69 |
254.69 |
-6.00 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,064.99 |
12,022.16 |
11,795.56 |
|
| R3 |
11,938.25 |
11,895.42 |
11,760.70 |
|
| R2 |
11,811.51 |
11,811.51 |
11,749.09 |
|
| R1 |
11,768.68 |
11,768.68 |
11,737.47 |
11,790.10 |
| PP |
11,684.77 |
11,684.77 |
11,684.77 |
11,695.48 |
| S1 |
11,641.94 |
11,641.94 |
11,714.23 |
11,663.36 |
| S2 |
11,558.03 |
11,558.03 |
11,702.61 |
|
| S3 |
11,431.29 |
11,515.20 |
11,691.00 |
|
| S4 |
11,304.55 |
11,388.46 |
11,656.14 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,983.92 |
12,826.23 |
11,985.09 |
|
| R3 |
12,512.58 |
12,354.89 |
11,855.47 |
|
| R2 |
12,041.24 |
12,041.24 |
11,812.26 |
|
| R1 |
11,883.55 |
11,883.55 |
11,769.06 |
11,962.40 |
| PP |
11,569.90 |
11,569.90 |
11,569.90 |
11,609.33 |
| S1 |
11,412.21 |
11,412.21 |
11,682.64 |
11,491.06 |
| S2 |
11,098.56 |
11,098.56 |
11,639.44 |
|
| S3 |
10,627.22 |
10,940.87 |
11,596.23 |
|
| S4 |
10,155.88 |
10,469.53 |
11,466.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,727.60 |
11,256.26 |
471.34 |
4.0% |
158.50 |
1.4% |
100% |
True |
False |
|
| 10 |
11,727.60 |
11,225.17 |
502.43 |
4.3% |
158.76 |
1.4% |
100% |
True |
False |
|
| 20 |
11,727.60 |
10,677.85 |
1,049.75 |
9.0% |
215.28 |
1.8% |
100% |
True |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.0% |
231.46 |
2.0% |
59% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
18.1% |
215.83 |
1.8% |
66% |
False |
False |
|
| 80 |
12,439.48 |
9,742.89 |
2,696.59 |
23.0% |
213.19 |
1.8% |
74% |
False |
False |
|
| 100 |
12,439.48 |
9,182.45 |
3,257.03 |
27.8% |
206.88 |
1.8% |
78% |
False |
False |
|
| 120 |
12,439.48 |
8,550.61 |
3,888.87 |
33.2% |
200.70 |
1.7% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,266.25 |
|
2.618 |
12,059.41 |
|
1.618 |
11,932.67 |
|
1.000 |
11,854.34 |
|
0.618 |
11,805.93 |
|
HIGH |
11,727.60 |
|
0.618 |
11,679.19 |
|
0.500 |
11,664.23 |
|
0.382 |
11,649.27 |
|
LOW |
11,600.86 |
|
0.618 |
11,522.53 |
|
1.000 |
11,474.12 |
|
1.618 |
11,395.79 |
|
2.618 |
11,269.05 |
|
4.250 |
11,062.22 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,705.31 |
11,668.91 |
| PP |
11,684.77 |
11,611.98 |
| S1 |
11,664.23 |
11,555.04 |
|