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 |
346.6820 |
351.9400 |
5.2580 |
1.5% |
354.8380 |
High |
355.3210 |
354.9260 |
-0.3950 |
-0.1% |
369.0000 |
Low |
341.6490 |
337.1030 |
-4.5460 |
-1.3% |
335.2540 |
Close |
351.9400 |
337.4090 |
-14.5310 |
-4.1% |
346.7410 |
Range |
13.6720 |
17.8230 |
4.1510 |
30.4% |
33.7460 |
ATR |
25.2084 |
24.6809 |
-0.5275 |
-2.1% |
0.0000 |
Volume |
342,520 |
473,045 |
130,525 |
38.1% |
2,370,450 |
|
Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396.6150 |
384.8350 |
347.2117 |
|
R3 |
378.7920 |
367.0120 |
342.3103 |
|
R2 |
360.9690 |
360.9690 |
340.6766 |
|
R1 |
349.1890 |
349.1890 |
339.0428 |
346.1675 |
PP |
343.1460 |
343.1460 |
343.1460 |
341.6353 |
S1 |
331.3660 |
331.3660 |
335.7752 |
328.3445 |
S2 |
325.3230 |
325.3230 |
334.1415 |
|
S3 |
307.5000 |
313.5430 |
332.5077 |
|
S4 |
289.6770 |
295.7200 |
327.6064 |
|
|
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 |
10.0% |
16.3978 |
4.9% |
6% |
False |
False |
454,297 |
10 |
369.0000 |
315.3600 |
53.6400 |
15.9% |
19.8036 |
5.9% |
41% |
False |
False |
499,725 |
20 |
394.0820 |
315.3600 |
78.7220 |
23.3% |
23.1306 |
6.9% |
28% |
False |
False |
573,605 |
40 |
488.1230 |
315.3600 |
172.7630 |
51.2% |
28.5314 |
8.5% |
13% |
False |
False |
809,772 |
60 |
488.1230 |
230.2340 |
257.8890 |
76.4% |
26.1100 |
7.7% |
42% |
False |
False |
849,462 |
80 |
488.1230 |
216.4670 |
271.6560 |
80.5% |
21.9431 |
6.5% |
45% |
False |
False |
775,696 |
100 |
488.1230 |
191.9230 |
296.2000 |
87.8% |
20.1430 |
6.0% |
49% |
False |
False |
763,618 |
120 |
488.1230 |
168.4820 |
319.6410 |
94.7% |
19.2276 |
5.7% |
53% |
False |
False |
798,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
430.6738 |
2.618 |
401.5866 |
1.618 |
383.7636 |
1.000 |
372.7490 |
0.618 |
365.9406 |
HIGH |
354.9260 |
0.618 |
348.1176 |
0.500 |
346.0145 |
0.382 |
343.9114 |
LOW |
337.1030 |
0.618 |
326.0884 |
1.000 |
319.2800 |
1.618 |
308.2654 |
2.618 |
290.4424 |
4.250 |
261.3553 |
|
|
Fisher Pivots for day following 06-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
346.0145 |
345.2875 |
PP |
343.1460 |
342.6613 |
S1 |
340.2775 |
340.0352 |
|