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 |
3,178.0 |
3,203.0 |
25.0 |
0.8% |
3,156.0 |
High |
3,195.0 |
3,228.0 |
33.0 |
1.0% |
3,233.0 |
Low |
3,136.0 |
3,189.0 |
53.0 |
1.7% |
3,136.0 |
Close |
3,178.0 |
3,214.0 |
36.0 |
1.1% |
3,178.0 |
Range |
59.0 |
39.0 |
-20.0 |
-33.9% |
97.0 |
ATR |
65.8 |
64.7 |
-1.1 |
-1.7% |
0.0 |
Volume |
950,464 |
611,121 |
-339,343 |
-35.7% |
4,571,331 |
|
Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,327.3 |
3,309.7 |
3,235.5 |
|
R3 |
3,288.3 |
3,270.7 |
3,224.7 |
|
R2 |
3,249.3 |
3,249.3 |
3,221.2 |
|
R1 |
3,231.7 |
3,231.7 |
3,217.6 |
3,240.5 |
PP |
3,210.3 |
3,210.3 |
3,210.3 |
3,214.8 |
S1 |
3,192.7 |
3,192.7 |
3,210.4 |
3,201.5 |
S2 |
3,171.3 |
3,171.3 |
3,206.9 |
|
S3 |
3,132.3 |
3,153.7 |
3,203.3 |
|
S4 |
3,093.3 |
3,114.7 |
3,192.6 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,473.3 |
3,422.7 |
3,231.4 |
|
R3 |
3,376.3 |
3,325.7 |
3,204.7 |
|
R2 |
3,279.3 |
3,279.3 |
3,195.8 |
|
R1 |
3,228.7 |
3,228.7 |
3,186.9 |
3,254.0 |
PP |
3,182.3 |
3,182.3 |
3,182.3 |
3,195.0 |
S1 |
3,131.7 |
3,131.7 |
3,169.1 |
3,157.0 |
S2 |
3,085.3 |
3,085.3 |
3,160.2 |
|
S3 |
2,988.3 |
3,034.7 |
3,151.3 |
|
S4 |
2,891.3 |
2,937.7 |
3,124.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,233.0 |
3,136.0 |
97.0 |
3.0% |
50.0 |
1.6% |
80% |
False |
False |
867,972 |
10 |
3,233.0 |
3,086.0 |
147.0 |
4.6% |
57.7 |
1.8% |
87% |
False |
False |
923,850 |
20 |
3,337.0 |
3,086.0 |
251.0 |
7.8% |
62.4 |
1.9% |
51% |
False |
False |
864,086 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.3% |
61.2 |
1.9% |
43% |
False |
False |
435,534 |
60 |
3,430.0 |
3,086.0 |
344.0 |
10.7% |
57.7 |
1.8% |
37% |
False |
False |
290,995 |
80 |
3,430.0 |
3,026.0 |
404.0 |
12.6% |
57.9 |
1.8% |
47% |
False |
False |
219,600 |
100 |
3,430.0 |
2,785.0 |
645.0 |
20.1% |
54.3 |
1.7% |
67% |
False |
False |
177,788 |
120 |
3,430.0 |
2,665.0 |
765.0 |
23.8% |
49.4 |
1.5% |
72% |
False |
False |
149,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,393.8 |
2.618 |
3,330.1 |
1.618 |
3,291.1 |
1.000 |
3,267.0 |
0.618 |
3,252.1 |
HIGH |
3,228.0 |
0.618 |
3,213.1 |
0.500 |
3,208.5 |
0.382 |
3,203.9 |
LOW |
3,189.0 |
0.618 |
3,164.9 |
1.000 |
3,150.0 |
1.618 |
3,125.9 |
2.618 |
3,086.9 |
4.250 |
3,023.3 |
|
|
Fisher Pivots for day following 05-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,212.2 |
3,203.3 |
PP |
3,210.3 |
3,192.7 |
S1 |
3,208.5 |
3,182.0 |
|