| 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 |
5,923.0 |
5,985.0 |
62.0 |
1.0% |
5,896.0 |
| High |
5,976.5 |
6,012.5 |
36.0 |
0.6% |
6,012.5 |
| Low |
5,899.0 |
5,961.5 |
62.5 |
1.1% |
5,872.0 |
| Close |
5,959.5 |
5,989.5 |
30.0 |
0.5% |
5,989.5 |
| Range |
77.5 |
51.0 |
-26.5 |
-34.2% |
140.5 |
| ATR |
97.6 |
94.4 |
-3.2 |
-3.3% |
0.0 |
| Volume |
73,223 |
63,590 |
-9,633 |
-13.2% |
362,106 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,141.0 |
6,116.0 |
6,017.5 |
|
| R3 |
6,090.0 |
6,065.0 |
6,003.5 |
|
| R2 |
6,039.0 |
6,039.0 |
5,999.0 |
|
| R1 |
6,014.0 |
6,014.0 |
5,994.0 |
6,026.5 |
| PP |
5,988.0 |
5,988.0 |
5,988.0 |
5,994.0 |
| S1 |
5,963.0 |
5,963.0 |
5,985.0 |
5,975.5 |
| S2 |
5,937.0 |
5,937.0 |
5,980.0 |
|
| S3 |
5,886.0 |
5,912.0 |
5,975.5 |
|
| S4 |
5,835.0 |
5,861.0 |
5,961.5 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,379.5 |
6,325.0 |
6,067.0 |
|
| R3 |
6,239.0 |
6,184.5 |
6,028.0 |
|
| R2 |
6,098.5 |
6,098.5 |
6,015.5 |
|
| R1 |
6,044.0 |
6,044.0 |
6,002.5 |
6,071.0 |
| PP |
5,958.0 |
5,958.0 |
5,958.0 |
5,971.5 |
| S1 |
5,903.5 |
5,903.5 |
5,976.5 |
5,931.0 |
| S2 |
5,817.5 |
5,817.5 |
5,963.5 |
|
| S3 |
5,677.0 |
5,763.0 |
5,951.0 |
|
| S4 |
5,536.5 |
5,622.5 |
5,912.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,012.5 |
5,872.0 |
140.5 |
2.3% |
67.0 |
1.1% |
84% |
True |
False |
72,421 |
| 10 |
6,012.5 |
5,766.5 |
246.0 |
4.1% |
81.0 |
1.4% |
91% |
True |
False |
84,484 |
| 20 |
6,097.5 |
5,739.5 |
358.0 |
6.0% |
95.5 |
1.6% |
70% |
False |
False |
125,788 |
| 40 |
6,114.0 |
5,739.5 |
374.5 |
6.3% |
86.0 |
1.4% |
67% |
False |
False |
66,309 |
| 60 |
6,228.5 |
5,739.5 |
489.0 |
8.2% |
66.0 |
1.1% |
51% |
False |
False |
44,209 |
| 80 |
6,262.5 |
5,739.5 |
523.0 |
8.7% |
52.5 |
0.9% |
48% |
False |
False |
33,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,229.0 |
|
2.618 |
6,146.0 |
|
1.618 |
6,095.0 |
|
1.000 |
6,063.5 |
|
0.618 |
6,044.0 |
|
HIGH |
6,012.5 |
|
0.618 |
5,993.0 |
|
0.500 |
5,987.0 |
|
0.382 |
5,981.0 |
|
LOW |
5,961.5 |
|
0.618 |
5,930.0 |
|
1.000 |
5,910.5 |
|
1.618 |
5,879.0 |
|
2.618 |
5,828.0 |
|
4.250 |
5,745.0 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
5,988.5 |
5,974.0 |
| PP |
5,988.0 |
5,958.0 |
| S1 |
5,987.0 |
5,942.0 |
|