Trading Metrics calculated at close of trading on 07-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
10,743.14 |
10,547.45 |
-195.69 |
-1.8% |
10,717.21 |
High |
10,801.09 |
10,681.52 |
-119.57 |
-1.1% |
10,948.75 |
Low |
10,535.07 |
10,533.77 |
-1.30 |
0.0% |
10,391.47 |
Close |
10,547.67 |
10,661.73 |
114.06 |
1.1% |
10,545.89 |
Range |
266.02 |
147.75 |
-118.27 |
-44.5% |
557.28 |
ATR |
380.96 |
364.30 |
-16.66 |
-4.4% |
0.00 |
Volume |
20,874 |
19,155 |
-1,719 |
-8.2% |
126,374 |
|
Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,068.92 |
11,013.08 |
10,742.99 |
|
R3 |
10,921.17 |
10,865.33 |
10,702.36 |
|
R2 |
10,773.42 |
10,773.42 |
10,688.82 |
|
R1 |
10,717.58 |
10,717.58 |
10,675.27 |
10,745.50 |
PP |
10,625.67 |
10,625.67 |
10,625.67 |
10,639.64 |
S1 |
10,569.83 |
10,569.83 |
10,648.19 |
10,597.75 |
S2 |
10,477.92 |
10,477.92 |
10,634.64 |
|
S3 |
10,330.17 |
10,422.08 |
10,621.10 |
|
S4 |
10,182.42 |
10,274.33 |
10,580.47 |
|
|
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% |
287.17 |
2.7% |
51% |
False |
False |
24,269 |
10 |
10,948.75 |
10,204.25 |
744.50 |
7.0% |
295.75 |
2.8% |
61% |
False |
False |
23,716 |
20 |
11,171.50 |
10,146.79 |
1,024.71 |
9.6% |
331.94 |
3.1% |
50% |
False |
False |
26,869 |
40 |
12,476.88 |
9,858.94 |
2,617.94 |
24.6% |
415.22 |
3.9% |
31% |
False |
False |
33,463 |
60 |
12,476.88 |
9,037.31 |
3,439.57 |
32.3% |
436.41 |
4.1% |
47% |
False |
False |
38,014 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
34.0% |
390.82 |
3.7% |
50% |
False |
False |
35,197 |
100 |
12,476.88 |
8,647.02 |
3,829.86 |
35.9% |
401.64 |
3.8% |
53% |
False |
False |
38,436 |
120 |
12,476.88 |
6,828.84 |
5,648.04 |
53.0% |
438.53 |
4.1% |
68% |
False |
False |
45,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,309.46 |
2.618 |
11,068.33 |
1.618 |
10,920.58 |
1.000 |
10,829.27 |
0.618 |
10,772.83 |
HIGH |
10,681.52 |
0.618 |
10,625.08 |
0.500 |
10,607.65 |
0.382 |
10,590.21 |
LOW |
10,533.77 |
0.618 |
10,442.46 |
1.000 |
10,386.02 |
1.618 |
10,294.71 |
2.618 |
10,146.96 |
4.250 |
9,905.83 |
|
|
Fisher Pivots for day following 07-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
10,643.70 |
10,653.44 |
PP |
10,625.67 |
10,645.15 |
S1 |
10,607.65 |
10,636.86 |
|