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 |
345.56 |
349.59 |
4.03 |
1.2% |
336.06 |
High |
347.35 |
354.02 |
6.67 |
1.9% |
347.35 |
Low |
344.89 |
349.06 |
4.17 |
1.2% |
334.38 |
Close |
346.85 |
352.43 |
5.58 |
1.6% |
346.85 |
Range |
2.46 |
4.96 |
2.50 |
101.6% |
12.97 |
ATR |
5.75 |
5.85 |
0.10 |
1.8% |
0.00 |
Volume |
59,528,600 |
80,388,496 |
20,859,896 |
35.0% |
297,612,400 |
|
Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
366.72 |
364.53 |
355.16 |
|
R3 |
361.76 |
359.57 |
353.79 |
|
R2 |
356.80 |
356.80 |
353.34 |
|
R1 |
354.61 |
354.61 |
352.88 |
355.71 |
PP |
351.84 |
351.84 |
351.84 |
352.38 |
S1 |
349.65 |
349.65 |
351.98 |
350.75 |
S2 |
346.88 |
346.88 |
351.52 |
|
S3 |
341.92 |
344.69 |
351.07 |
|
S4 |
336.96 |
339.73 |
349.70 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
381.77 |
377.28 |
353.98 |
|
R3 |
368.80 |
364.31 |
350.42 |
|
R2 |
355.83 |
355.83 |
349.23 |
|
R1 |
351.34 |
351.34 |
348.04 |
353.59 |
PP |
342.86 |
342.86 |
342.86 |
343.98 |
S1 |
338.37 |
338.37 |
345.66 |
340.62 |
S2 |
329.89 |
329.89 |
344.47 |
|
S3 |
316.92 |
325.40 |
343.28 |
|
S4 |
303.95 |
312.43 |
339.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
354.02 |
334.38 |
19.64 |
5.6% |
4.15 |
1.2% |
92% |
True |
False |
66,457,559 |
10 |
354.02 |
331.19 |
22.83 |
6.5% |
4.28 |
1.2% |
93% |
True |
False |
71,174,330 |
20 |
354.02 |
319.80 |
34.22 |
9.7% |
5.02 |
1.4% |
95% |
True |
False |
75,639,345 |
40 |
358.75 |
319.80 |
38.95 |
11.1% |
5.09 |
1.4% |
84% |
False |
False |
73,035,594 |
60 |
358.75 |
319.25 |
39.50 |
11.2% |
4.51 |
1.3% |
84% |
False |
False |
67,324,636 |
80 |
358.75 |
298.93 |
59.82 |
17.0% |
4.66 |
1.3% |
89% |
False |
False |
71,808,926 |
100 |
358.75 |
293.22 |
65.53 |
18.6% |
4.81 |
1.4% |
90% |
False |
False |
78,283,829 |
120 |
358.75 |
272.99 |
85.76 |
24.3% |
4.90 |
1.4% |
93% |
False |
False |
81,740,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
375.10 |
2.618 |
367.01 |
1.618 |
362.05 |
1.000 |
358.98 |
0.618 |
357.09 |
HIGH |
354.02 |
0.618 |
352.13 |
0.500 |
351.54 |
0.382 |
350.95 |
LOW |
349.06 |
0.618 |
345.99 |
1.000 |
344.10 |
1.618 |
341.03 |
2.618 |
336.07 |
4.250 |
327.98 |
|
|
Fisher Pivots for day following 12-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
352.13 |
350.93 |
PP |
351.84 |
349.44 |
S1 |
351.54 |
347.94 |
|