Trading Metrics calculated at close of trading on 05-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
10,607.09 |
10,545.98 |
-61.11 |
-0.6% |
10,717.21 |
High |
10,663.51 |
10,767.80 |
104.29 |
1.0% |
10,948.75 |
Low |
10,391.47 |
10,472.63 |
81.16 |
0.8% |
10,391.47 |
Close |
10,545.89 |
10,743.14 |
197.25 |
1.9% |
10,545.89 |
Range |
272.04 |
295.17 |
23.13 |
8.5% |
557.28 |
ATR |
397.08 |
389.80 |
-7.28 |
-1.8% |
0.00 |
Volume |
29,207 |
15,336 |
-13,871 |
-47.5% |
126,374 |
|
Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,546.70 |
11,440.09 |
10,905.48 |
|
R3 |
11,251.53 |
11,144.92 |
10,824.31 |
|
R2 |
10,956.36 |
10,956.36 |
10,797.25 |
|
R1 |
10,849.75 |
10,849.75 |
10,770.20 |
10,903.06 |
PP |
10,661.19 |
10,661.19 |
10,661.19 |
10,687.84 |
S1 |
10,554.58 |
10,554.58 |
10,716.08 |
10,607.89 |
S2 |
10,366.02 |
10,366.02 |
10,689.03 |
|
S3 |
10,070.85 |
10,259.41 |
10,661.97 |
|
S4 |
9,775.68 |
9,964.24 |
10,580.80 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,300.54 |
11,980.50 |
10,852.39 |
|
R3 |
11,743.26 |
11,423.22 |
10,699.14 |
|
R2 |
11,185.98 |
11,185.98 |
10,648.06 |
|
R1 |
10,865.94 |
10,865.94 |
10,596.97 |
10,747.32 |
PP |
10,628.70 |
10,628.70 |
10,628.70 |
10,569.40 |
S1 |
10,308.66 |
10,308.66 |
10,494.81 |
10,190.04 |
S2 |
10,071.42 |
10,071.42 |
10,443.72 |
|
S3 |
9,514.14 |
9,751.38 |
10,392.64 |
|
S4 |
8,956.86 |
9,194.10 |
10,239.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,917.62 |
10,391.47 |
526.15 |
4.9% |
292.88 |
2.7% |
67% |
False |
False |
24,370 |
10 |
10,948.75 |
10,146.79 |
801.96 |
7.5% |
313.96 |
2.9% |
74% |
False |
False |
24,221 |
20 |
11,171.50 |
9,858.94 |
1,312.56 |
12.2% |
361.04 |
3.4% |
67% |
False |
False |
28,393 |
40 |
12,476.88 |
9,858.94 |
2,617.94 |
24.4% |
438.31 |
4.1% |
34% |
False |
False |
34,913 |
60 |
12,476.88 |
9,037.31 |
3,439.57 |
32.0% |
434.92 |
4.0% |
50% |
False |
False |
38,041 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
33.8% |
395.42 |
3.7% |
52% |
False |
False |
36,154 |
100 |
12,476.88 |
8,647.02 |
3,829.86 |
35.6% |
408.92 |
3.8% |
55% |
False |
False |
39,253 |
120 |
12,476.88 |
6,765.37 |
5,711.51 |
53.2% |
440.88 |
4.1% |
70% |
False |
False |
45,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,022.27 |
2.618 |
11,540.56 |
1.618 |
11,245.39 |
1.000 |
11,062.97 |
0.618 |
10,950.22 |
HIGH |
10,767.80 |
0.618 |
10,655.05 |
0.500 |
10,620.22 |
0.382 |
10,585.38 |
LOW |
10,472.63 |
0.618 |
10,290.21 |
1.000 |
10,177.46 |
1.618 |
9,995.04 |
2.618 |
9,699.87 |
4.250 |
9,218.16 |
|
|
Fisher Pivots for day following 05-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
10,702.17 |
10,713.61 |
PP |
10,661.19 |
10,684.08 |
S1 |
10,620.22 |
10,654.55 |
|