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 |
351.5740 |
346.6820 |
-4.8920 |
-1.4% |
354.8380 |
High |
353.9290 |
355.3210 |
1.3920 |
0.4% |
369.0000 |
Low |
335.2540 |
341.6490 |
6.3950 |
1.9% |
335.2540 |
Close |
346.7410 |
351.9400 |
5.1990 |
1.5% |
346.7410 |
Range |
18.6750 |
13.6720 |
-5.0030 |
-26.8% |
33.7460 |
ATR |
26.0958 |
25.2084 |
-0.8874 |
-3.4% |
0.0000 |
Volume |
583,550 |
342,520 |
-241,030 |
-41.3% |
2,370,450 |
|
Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390.6527 |
384.9683 |
359.4596 |
|
R3 |
376.9807 |
371.2963 |
355.6998 |
|
R2 |
363.3087 |
363.3087 |
354.4465 |
|
R1 |
357.6243 |
357.6243 |
353.1933 |
360.4665 |
PP |
349.6367 |
349.6367 |
349.6367 |
351.0578 |
S1 |
343.9523 |
343.9523 |
350.6867 |
346.7945 |
S2 |
335.9647 |
335.9647 |
349.4335 |
|
S3 |
322.2927 |
330.2803 |
348.1802 |
|
S4 |
308.6207 |
316.6083 |
344.4204 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
451.5697 |
432.9013 |
365.3013 |
|
R3 |
417.8237 |
399.1553 |
356.0212 |
|
R2 |
384.0777 |
384.0777 |
352.9278 |
|
R1 |
365.4093 |
365.4093 |
349.8344 |
357.8705 |
PP |
350.3317 |
350.3317 |
350.3317 |
346.5623 |
S1 |
331.6633 |
331.6633 |
343.6476 |
324.1245 |
S2 |
316.5857 |
316.5857 |
340.5542 |
|
S3 |
282.8397 |
297.9173 |
337.4609 |
|
S4 |
249.0937 |
264.1713 |
328.1807 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
369.0000 |
335.2540 |
33.7460 |
9.6% |
15.4538 |
4.4% |
49% |
False |
False |
474,579 |
10 |
369.0000 |
315.3600 |
53.6400 |
15.2% |
19.3608 |
5.5% |
68% |
False |
False |
507,085 |
20 |
394.0820 |
315.3600 |
78.7220 |
22.4% |
23.4797 |
6.7% |
46% |
False |
False |
582,094 |
40 |
488.1230 |
315.3600 |
172.7630 |
49.1% |
28.6780 |
8.1% |
21% |
False |
False |
820,229 |
60 |
488.1230 |
230.2340 |
257.8890 |
73.3% |
25.9499 |
7.4% |
47% |
False |
False |
852,296 |
80 |
488.1230 |
216.4670 |
271.6560 |
77.2% |
21.9718 |
6.2% |
50% |
False |
False |
781,773 |
100 |
488.1230 |
191.9230 |
296.2000 |
84.2% |
20.2032 |
5.7% |
54% |
False |
False |
767,708 |
120 |
488.1230 |
167.2340 |
320.8890 |
91.2% |
19.2672 |
5.5% |
58% |
False |
False |
804,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
413.4270 |
2.618 |
391.1143 |
1.618 |
377.4423 |
1.000 |
368.9930 |
0.618 |
363.7703 |
HIGH |
355.3210 |
0.618 |
350.0983 |
0.500 |
348.4850 |
0.382 |
346.8717 |
LOW |
341.6490 |
0.618 |
333.1997 |
1.000 |
327.9770 |
1.618 |
319.5277 |
2.618 |
305.8557 |
4.250 |
283.5430 |
|
|
Fisher Pivots for day following 05-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
350.7883 |
352.1270 |
PP |
349.6367 |
352.0647 |
S1 |
348.4850 |
352.0023 |
|