| 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 |
11,473.25 |
11,562.00 |
88.75 |
0.8% |
11,308.50 |
| High |
11,578.75 |
11,739.00 |
160.25 |
1.4% |
11,739.00 |
| Low |
11,469.75 |
11,552.50 |
82.75 |
0.7% |
11,197.50 |
| Close |
11,539.00 |
11,724.75 |
185.75 |
1.6% |
11,724.75 |
| Range |
109.00 |
186.50 |
77.50 |
71.1% |
541.50 |
| ATR |
305.60 |
298.06 |
-7.54 |
-2.5% |
0.00 |
| Volume |
403,379 |
408,445 |
5,066 |
1.3% |
2,265,592 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,231.50 |
12,164.75 |
11,827.25 |
|
| R3 |
12,045.00 |
11,978.25 |
11,776.00 |
|
| R2 |
11,858.50 |
11,858.50 |
11,759.00 |
|
| R1 |
11,791.75 |
11,791.75 |
11,741.75 |
11,825.00 |
| PP |
11,672.00 |
11,672.00 |
11,672.00 |
11,688.75 |
| S1 |
11,605.25 |
11,605.25 |
11,707.75 |
11,638.50 |
| S2 |
11,485.50 |
11,485.50 |
11,690.50 |
|
| S3 |
11,299.00 |
11,418.75 |
11,673.50 |
|
| S4 |
11,112.50 |
11,232.25 |
11,622.25 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,178.25 |
12,993.00 |
12,022.50 |
|
| R3 |
12,636.75 |
12,451.50 |
11,873.75 |
|
| R2 |
12,095.25 |
12,095.25 |
11,824.00 |
|
| R1 |
11,910.00 |
11,910.00 |
11,774.50 |
12,002.50 |
| PP |
11,553.75 |
11,553.75 |
11,553.75 |
11,600.00 |
| S1 |
11,368.50 |
11,368.50 |
11,675.00 |
11,461.00 |
| S2 |
11,012.25 |
11,012.25 |
11,625.50 |
|
| S3 |
10,470.75 |
10,827.00 |
11,575.75 |
|
| S4 |
9,929.25 |
10,285.50 |
11,427.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,739.00 |
11,197.50 |
541.50 |
4.6% |
230.00 |
2.0% |
97% |
True |
False |
453,118 |
| 10 |
11,739.00 |
11,140.25 |
598.75 |
5.1% |
255.75 |
2.2% |
98% |
True |
False |
531,316 |
| 20 |
11,739.00 |
10,656.50 |
1,082.50 |
9.2% |
298.50 |
2.5% |
99% |
True |
False |
598,038 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.3% |
301.75 |
2.6% |
60% |
False |
False |
312,480 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
18.4% |
282.25 |
2.4% |
66% |
False |
False |
208,513 |
| 80 |
12,448.75 |
9,720.25 |
2,728.50 |
23.3% |
273.75 |
2.3% |
73% |
False |
False |
156,515 |
| 100 |
12,448.75 |
9,168.00 |
3,280.75 |
28.0% |
258.50 |
2.2% |
78% |
False |
False |
125,221 |
| 120 |
12,448.75 |
8,407.00 |
4,041.75 |
34.5% |
245.25 |
2.1% |
82% |
False |
False |
104,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,531.50 |
|
2.618 |
12,227.25 |
|
1.618 |
12,040.75 |
|
1.000 |
11,925.50 |
|
0.618 |
11,854.25 |
|
HIGH |
11,739.00 |
|
0.618 |
11,667.75 |
|
0.500 |
11,645.75 |
|
0.382 |
11,623.75 |
|
LOW |
11,552.50 |
|
0.618 |
11,437.25 |
|
1.000 |
11,366.00 |
|
1.618 |
11,250.75 |
|
2.618 |
11,064.25 |
|
4.250 |
10,760.00 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,698.50 |
11,641.00 |
| PP |
11,672.00 |
11,557.25 |
| S1 |
11,645.75 |
11,473.50 |
|