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 |
5,851.5 |
5,896.0 |
44.5 |
0.8% |
5,851.5 |
High |
5,889.5 |
5,949.5 |
60.0 |
1.0% |
5,936.0 |
Low |
5,766.5 |
5,888.5 |
122.0 |
2.1% |
5,766.5 |
Close |
5,862.0 |
5,922.5 |
60.5 |
1.0% |
5,862.0 |
Range |
123.0 |
61.0 |
-62.0 |
-50.4% |
169.5 |
ATR |
104.5 |
103.3 |
-1.2 |
-1.2% |
0.0 |
Volume |
91,697 |
73,198 |
-18,499 |
-20.2% |
482,736 |
|
Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,103.0 |
6,074.0 |
5,956.0 |
|
R3 |
6,042.0 |
6,013.0 |
5,939.5 |
|
R2 |
5,981.0 |
5,981.0 |
5,933.5 |
|
R1 |
5,952.0 |
5,952.0 |
5,928.0 |
5,966.5 |
PP |
5,920.0 |
5,920.0 |
5,920.0 |
5,927.5 |
S1 |
5,891.0 |
5,891.0 |
5,917.0 |
5,905.5 |
S2 |
5,859.0 |
5,859.0 |
5,911.5 |
|
S3 |
5,798.0 |
5,830.0 |
5,905.5 |
|
S4 |
5,737.0 |
5,769.0 |
5,889.0 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,363.5 |
6,282.0 |
5,955.0 |
|
R3 |
6,194.0 |
6,112.5 |
5,908.5 |
|
R2 |
6,024.5 |
6,024.5 |
5,893.0 |
|
R1 |
5,943.0 |
5,943.0 |
5,877.5 |
5,984.0 |
PP |
5,855.0 |
5,855.0 |
5,855.0 |
5,875.0 |
S1 |
5,773.5 |
5,773.5 |
5,846.5 |
5,814.0 |
S2 |
5,685.5 |
5,685.5 |
5,831.0 |
|
S3 |
5,516.0 |
5,604.0 |
5,815.5 |
|
S4 |
5,346.5 |
5,434.5 |
5,769.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,949.5 |
5,766.5 |
183.0 |
3.1% |
91.5 |
1.5% |
85% |
True |
False |
93,002 |
10 |
5,949.5 |
5,739.5 |
210.0 |
3.5% |
97.0 |
1.6% |
87% |
True |
False |
98,285 |
20 |
6,097.5 |
5,739.5 |
358.0 |
6.0% |
102.0 |
1.7% |
51% |
False |
False |
117,797 |
40 |
6,228.0 |
5,739.5 |
488.5 |
8.2% |
86.0 |
1.4% |
37% |
False |
False |
59,088 |
60 |
6,240.5 |
5,739.5 |
501.0 |
8.5% |
62.0 |
1.0% |
37% |
False |
False |
39,395 |
80 |
6,262.5 |
5,739.5 |
523.0 |
8.8% |
51.0 |
0.9% |
35% |
False |
False |
29,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,209.0 |
2.618 |
6,109.0 |
1.618 |
6,048.0 |
1.000 |
6,010.5 |
0.618 |
5,987.0 |
HIGH |
5,949.5 |
0.618 |
5,926.0 |
0.500 |
5,919.0 |
0.382 |
5,912.0 |
LOW |
5,888.5 |
0.618 |
5,851.0 |
1.000 |
5,827.5 |
1.618 |
5,790.0 |
2.618 |
5,729.0 |
4.250 |
5,629.0 |
|
|
Fisher Pivots for day following 05-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,921.5 |
5,901.0 |
PP |
5,920.0 |
5,879.5 |
S1 |
5,919.0 |
5,858.0 |
|