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 |
3,220.0 |
3,200.0 |
-20.0 |
-0.6% |
3,156.0 |
High |
3,243.0 |
3,237.0 |
-6.0 |
-0.2% |
3,233.0 |
Low |
3,192.0 |
3,197.0 |
5.0 |
0.2% |
3,136.0 |
Close |
3,227.0 |
3,223.0 |
-4.0 |
-0.1% |
3,178.0 |
Range |
51.0 |
40.0 |
-11.0 |
-21.6% |
97.0 |
ATR |
63.7 |
62.0 |
-1.7 |
-2.7% |
0.0 |
Volume |
777,581 |
626,539 |
-151,042 |
-19.4% |
4,571,331 |
|
Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,339.0 |
3,321.0 |
3,245.0 |
|
R3 |
3,299.0 |
3,281.0 |
3,234.0 |
|
R2 |
3,259.0 |
3,259.0 |
3,230.3 |
|
R1 |
3,241.0 |
3,241.0 |
3,226.7 |
3,250.0 |
PP |
3,219.0 |
3,219.0 |
3,219.0 |
3,223.5 |
S1 |
3,201.0 |
3,201.0 |
3,219.3 |
3,210.0 |
S2 |
3,179.0 |
3,179.0 |
3,215.7 |
|
S3 |
3,139.0 |
3,161.0 |
3,212.0 |
|
S4 |
3,099.0 |
3,121.0 |
3,201.0 |
|
|
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% |
47.4 |
1.5% |
81% |
False |
False |
807,845 |
10 |
3,243.0 |
3,086.0 |
157.0 |
4.9% |
55.1 |
1.7% |
87% |
False |
False |
877,761 |
20 |
3,337.0 |
3,086.0 |
251.0 |
7.8% |
57.3 |
1.8% |
55% |
False |
False |
927,152 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.3% |
60.9 |
1.9% |
46% |
False |
False |
470,545 |
60 |
3,430.0 |
3,086.0 |
344.0 |
10.7% |
57.3 |
1.8% |
40% |
False |
False |
314,385 |
80 |
3,430.0 |
3,086.0 |
344.0 |
10.7% |
56.9 |
1.8% |
40% |
False |
False |
236,938 |
100 |
3,430.0 |
2,826.0 |
604.0 |
18.7% |
54.1 |
1.7% |
66% |
False |
False |
191,563 |
120 |
3,430.0 |
2,665.0 |
765.0 |
23.7% |
49.4 |
1.5% |
73% |
False |
False |
161,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,407.0 |
2.618 |
3,341.7 |
1.618 |
3,301.7 |
1.000 |
3,277.0 |
0.618 |
3,261.7 |
HIGH |
3,237.0 |
0.618 |
3,221.7 |
0.500 |
3,217.0 |
0.382 |
3,212.3 |
LOW |
3,197.0 |
0.618 |
3,172.3 |
1.000 |
3,157.0 |
1.618 |
3,132.3 |
2.618 |
3,092.3 |
4.250 |
3,027.0 |
|
|
Fisher Pivots for day following 07-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,221.0 |
3,220.7 |
PP |
3,219.0 |
3,218.3 |
S1 |
3,217.0 |
3,216.0 |
|