| 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 |
1,898.4 |
1,935.0 |
36.6 |
1.9% |
1,910.9 |
| High |
1,936.8 |
1,939.4 |
2.6 |
0.1% |
1,936.8 |
| Low |
1,898.0 |
1,923.8 |
25.8 |
1.4% |
1,877.2 |
| Close |
1,926.2 |
1,928.9 |
2.7 |
0.1% |
1,926.2 |
| Range |
38.8 |
15.6 |
-23.2 |
-59.8% |
59.6 |
| ATR |
34.6 |
33.2 |
-1.4 |
-3.9% |
0.0 |
| Volume |
229,847 |
157,212 |
-72,635 |
-31.6% |
1,000,915 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,977.5 |
1,968.8 |
1,937.5 |
|
| R3 |
1,961.9 |
1,953.2 |
1,933.2 |
|
| R2 |
1,946.3 |
1,946.3 |
1,931.8 |
|
| R1 |
1,937.6 |
1,937.6 |
1,930.3 |
1,934.2 |
| PP |
1,930.7 |
1,930.7 |
1,930.7 |
1,929.0 |
| S1 |
1,922.0 |
1,922.0 |
1,927.5 |
1,918.6 |
| S2 |
1,915.1 |
1,915.1 |
1,926.0 |
|
| S3 |
1,899.5 |
1,906.4 |
1,924.6 |
|
| S4 |
1,883.9 |
1,890.8 |
1,920.3 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.2 |
2,068.8 |
1,959.0 |
|
| R3 |
2,032.6 |
2,009.2 |
1,942.6 |
|
| R2 |
1,973.0 |
1,973.0 |
1,937.1 |
|
| R1 |
1,949.6 |
1,949.6 |
1,931.7 |
1,961.3 |
| PP |
1,913.4 |
1,913.4 |
1,913.4 |
1,919.3 |
| S1 |
1,890.0 |
1,890.0 |
1,920.7 |
1,901.7 |
| S2 |
1,853.8 |
1,853.8 |
1,915.3 |
|
| S3 |
1,794.2 |
1,830.4 |
1,909.8 |
|
| S4 |
1,734.6 |
1,770.8 |
1,893.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,939.4 |
1,877.2 |
62.2 |
3.2% |
29.7 |
1.5% |
83% |
True |
False |
196,108 |
| 10 |
1,939.4 |
1,877.2 |
62.2 |
3.2% |
28.5 |
1.5% |
83% |
True |
False |
211,060 |
| 20 |
1,983.8 |
1,851.0 |
132.8 |
6.9% |
31.8 |
1.7% |
59% |
False |
False |
249,524 |
| 40 |
2,024.6 |
1,851.0 |
173.6 |
9.0% |
36.4 |
1.9% |
45% |
False |
False |
283,431 |
| 60 |
2,089.2 |
1,830.7 |
258.5 |
13.4% |
39.7 |
2.1% |
38% |
False |
False |
267,050 |
| 80 |
2,089.2 |
1,745.5 |
343.7 |
17.8% |
35.8 |
1.9% |
53% |
False |
False |
205,023 |
| 100 |
2,089.2 |
1,690.1 |
399.1 |
20.7% |
34.5 |
1.8% |
60% |
False |
False |
165,174 |
| 120 |
2,089.2 |
1,687.8 |
401.4 |
20.8% |
33.6 |
1.7% |
60% |
False |
False |
138,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,005.7 |
|
2.618 |
1,980.2 |
|
1.618 |
1,964.6 |
|
1.000 |
1,955.0 |
|
0.618 |
1,949.0 |
|
HIGH |
1,939.4 |
|
0.618 |
1,933.4 |
|
0.500 |
1,931.6 |
|
0.382 |
1,929.8 |
|
LOW |
1,923.8 |
|
0.618 |
1,914.2 |
|
1.000 |
1,908.2 |
|
1.618 |
1,898.6 |
|
2.618 |
1,883.0 |
|
4.250 |
1,857.5 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,931.6 |
1,923.4 |
| PP |
1,930.7 |
1,917.9 |
| S1 |
1,929.8 |
1,912.4 |
|