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 |
3,203.0 |
3,220.0 |
17.0 |
0.5% |
3,156.0 |
High |
3,228.0 |
3,243.0 |
15.0 |
0.5% |
3,233.0 |
Low |
3,189.0 |
3,192.0 |
3.0 |
0.1% |
3,136.0 |
Close |
3,214.0 |
3,227.0 |
13.0 |
0.4% |
3,178.0 |
Range |
39.0 |
51.0 |
12.0 |
30.8% |
97.0 |
ATR |
64.7 |
63.7 |
-1.0 |
-1.5% |
0.0 |
Volume |
611,121 |
777,581 |
166,460 |
27.2% |
4,571,331 |
|
Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,373.7 |
3,351.3 |
3,255.1 |
|
R3 |
3,322.7 |
3,300.3 |
3,241.0 |
|
R2 |
3,271.7 |
3,271.7 |
3,236.4 |
|
R1 |
3,249.3 |
3,249.3 |
3,231.7 |
3,260.5 |
PP |
3,220.7 |
3,220.7 |
3,220.7 |
3,226.3 |
S1 |
3,198.3 |
3,198.3 |
3,222.3 |
3,209.5 |
S2 |
3,169.7 |
3,169.7 |
3,217.7 |
|
S3 |
3,118.7 |
3,147.3 |
3,213.0 |
|
S4 |
3,067.7 |
3,096.3 |
3,199.0 |
|
|
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 |
3,243.0 |
3,136.0 |
107.0 |
3.3% |
51.0 |
1.6% |
85% |
True |
False |
897,241 |
10 |
3,243.0 |
3,086.0 |
157.0 |
4.9% |
58.4 |
1.8% |
90% |
True |
False |
904,707 |
20 |
3,337.0 |
3,086.0 |
251.0 |
7.8% |
60.6 |
1.9% |
56% |
False |
False |
900,975 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.3% |
61.6 |
1.9% |
47% |
False |
False |
454,895 |
60 |
3,430.0 |
3,086.0 |
344.0 |
10.7% |
57.5 |
1.8% |
41% |
False |
False |
303,952 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.7% |
57.3 |
1.8% |
41% |
False |
False |
229,201 |
100 |
3,430.0 |
2,826.0 |
604.0 |
18.7% |
53.9 |
1.7% |
66% |
False |
False |
185,514 |
120 |
3,430.0 |
2,665.0 |
765.0 |
23.7% |
49.5 |
1.5% |
73% |
False |
False |
156,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,459.8 |
2.618 |
3,376.5 |
1.618 |
3,325.5 |
1.000 |
3,294.0 |
0.618 |
3,274.5 |
HIGH |
3,243.0 |
0.618 |
3,223.5 |
0.500 |
3,217.5 |
0.382 |
3,211.5 |
LOW |
3,192.0 |
0.618 |
3,160.5 |
1.000 |
3,141.0 |
1.618 |
3,109.5 |
2.618 |
3,058.5 |
4.250 |
2,975.3 |
|
|
Fisher Pivots for day following 06-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,223.8 |
3,214.5 |
PP |
3,220.7 |
3,202.0 |
S1 |
3,217.5 |
3,189.5 |
|