Trading Metrics calculated at close of trading on 06-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
10,545.98 |
10,743.14 |
197.16 |
1.9% |
10,717.21 |
High |
10,767.80 |
10,801.09 |
33.29 |
0.3% |
10,948.75 |
Low |
10,472.63 |
10,535.07 |
62.44 |
0.6% |
10,391.47 |
Close |
10,743.14 |
10,547.67 |
-195.47 |
-1.8% |
10,545.89 |
Range |
295.17 |
266.02 |
-29.15 |
-9.9% |
557.28 |
ATR |
389.80 |
380.96 |
-8.84 |
-2.3% |
0.00 |
Volume |
15,336 |
20,874 |
5,538 |
36.1% |
126,374 |
|
Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,426.00 |
11,252.86 |
10,693.98 |
|
R3 |
11,159.98 |
10,986.84 |
10,620.83 |
|
R2 |
10,893.96 |
10,893.96 |
10,596.44 |
|
R1 |
10,720.82 |
10,720.82 |
10,572.06 |
10,674.38 |
PP |
10,627.94 |
10,627.94 |
10,627.94 |
10,604.73 |
S1 |
10,454.80 |
10,454.80 |
10,523.28 |
10,408.36 |
S2 |
10,361.92 |
10,361.92 |
10,498.90 |
|
S3 |
10,095.90 |
10,188.78 |
10,474.51 |
|
S4 |
9,829.88 |
9,922.76 |
10,401.36 |
|
|
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 |
5.0% |
296.75 |
2.8% |
30% |
False |
False |
24,054 |
10 |
10,948.75 |
10,146.79 |
801.96 |
7.6% |
323.82 |
3.1% |
50% |
False |
False |
24,223 |
20 |
11,171.50 |
9,858.94 |
1,312.56 |
12.4% |
349.00 |
3.3% |
52% |
False |
False |
27,509 |
40 |
12,476.88 |
9,858.94 |
2,617.94 |
24.8% |
431.47 |
4.1% |
26% |
False |
False |
34,230 |
60 |
12,476.88 |
9,037.31 |
3,439.57 |
32.6% |
436.47 |
4.1% |
44% |
False |
False |
38,044 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
34.4% |
391.51 |
3.7% |
47% |
False |
False |
35,346 |
100 |
12,476.88 |
8,647.02 |
3,829.86 |
36.3% |
404.27 |
3.8% |
50% |
False |
False |
38,910 |
120 |
12,476.88 |
6,778.33 |
5,698.55 |
54.0% |
438.62 |
4.2% |
66% |
False |
False |
45,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,931.68 |
2.618 |
11,497.53 |
1.618 |
11,231.51 |
1.000 |
11,067.11 |
0.618 |
10,965.49 |
HIGH |
10,801.09 |
0.618 |
10,699.47 |
0.500 |
10,668.08 |
0.382 |
10,636.69 |
LOW |
10,535.07 |
0.618 |
10,370.67 |
1.000 |
10,269.05 |
1.618 |
10,104.65 |
2.618 |
9,838.63 |
4.250 |
9,404.49 |
|
|
Fisher Pivots for day following 06-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
10,668.08 |
10,596.28 |
PP |
10,627.94 |
10,580.08 |
S1 |
10,587.81 |
10,563.87 |
|