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 |
1,610.3 |
1,632.5 |
22.2 |
1.4% |
1,544.8 |
High |
1,633.7 |
1,644.6 |
10.9 |
0.7% |
1,644.6 |
Low |
1,609.6 |
1,625.7 |
16.1 |
1.0% |
1,536.9 |
Close |
1,626.7 |
1,637.7 |
11.0 |
0.7% |
1,637.7 |
Range |
24.1 |
18.9 |
-5.2 |
-21.6% |
107.7 |
ATR |
40.7 |
39.2 |
-1.6 |
-3.8% |
0.0 |
Volume |
166,525 |
184,019 |
17,494 |
10.5% |
972,933 |
|
Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,692.7 |
1,684.1 |
1,648.1 |
|
R3 |
1,673.8 |
1,665.2 |
1,642.9 |
|
R2 |
1,654.9 |
1,654.9 |
1,641.2 |
|
R1 |
1,646.3 |
1,646.3 |
1,639.4 |
1,650.6 |
PP |
1,636.0 |
1,636.0 |
1,636.0 |
1,638.2 |
S1 |
1,627.4 |
1,627.4 |
1,636.0 |
1,631.7 |
S2 |
1,617.1 |
1,617.1 |
1,634.2 |
|
S3 |
1,598.2 |
1,608.5 |
1,632.5 |
|
S4 |
1,579.3 |
1,589.6 |
1,627.3 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.5 |
1,891.3 |
1,696.9 |
|
R3 |
1,821.8 |
1,783.6 |
1,667.3 |
|
R2 |
1,714.1 |
1,714.1 |
1,657.4 |
|
R1 |
1,675.9 |
1,675.9 |
1,647.6 |
1,695.0 |
PP |
1,606.4 |
1,606.4 |
1,606.4 |
1,616.0 |
S1 |
1,568.2 |
1,568.2 |
1,627.8 |
1,587.3 |
S2 |
1,498.7 |
1,498.7 |
1,618.0 |
|
S3 |
1,391.0 |
1,460.5 |
1,608.1 |
|
S4 |
1,283.3 |
1,352.8 |
1,578.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,644.6 |
1,536.9 |
107.7 |
6.6% |
38.0 |
2.3% |
94% |
True |
False |
194,586 |
10 |
1,644.6 |
1,468.5 |
176.1 |
10.8% |
38.4 |
2.3% |
96% |
True |
False |
187,251 |
20 |
1,644.6 |
1,426.2 |
218.4 |
13.3% |
40.4 |
2.5% |
97% |
True |
False |
195,642 |
40 |
1,644.6 |
1,426.2 |
218.4 |
13.3% |
36.5 |
2.2% |
97% |
True |
False |
106,418 |
60 |
1,644.6 |
1,426.2 |
218.4 |
13.3% |
33.5 |
2.0% |
97% |
True |
False |
70,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,724.9 |
2.618 |
1,694.1 |
1.618 |
1,675.2 |
1.000 |
1,663.5 |
0.618 |
1,656.3 |
HIGH |
1,644.6 |
0.618 |
1,637.4 |
0.500 |
1,635.2 |
0.382 |
1,632.9 |
LOW |
1,625.7 |
0.618 |
1,614.0 |
1.000 |
1,606.8 |
1.618 |
1,595.1 |
2.618 |
1,576.2 |
4.250 |
1,545.4 |
|
|
Fisher Pivots for day following 09-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,636.9 |
1,626.6 |
PP |
1,636.0 |
1,615.5 |
S1 |
1,635.2 |
1,604.4 |
|