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 |
5,896.0 |
5,922.0 |
26.0 |
0.4% |
5,851.5 |
High |
5,949.5 |
5,943.0 |
-6.5 |
-0.1% |
5,936.0 |
Low |
5,888.5 |
5,872.5 |
-16.0 |
-0.3% |
5,766.5 |
Close |
5,922.5 |
5,915.5 |
-7.0 |
-0.1% |
5,862.0 |
Range |
61.0 |
70.5 |
9.5 |
15.6% |
169.5 |
ATR |
103.3 |
101.0 |
-2.3 |
-2.3% |
0.0 |
Volume |
73,198 |
77,482 |
4,284 |
5.9% |
482,736 |
|
Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,122.0 |
6,089.0 |
5,954.5 |
|
R3 |
6,051.5 |
6,018.5 |
5,935.0 |
|
R2 |
5,981.0 |
5,981.0 |
5,928.5 |
|
R1 |
5,948.0 |
5,948.0 |
5,922.0 |
5,929.0 |
PP |
5,910.5 |
5,910.5 |
5,910.5 |
5,901.0 |
S1 |
5,877.5 |
5,877.5 |
5,909.0 |
5,859.0 |
S2 |
5,840.0 |
5,840.0 |
5,902.5 |
|
S3 |
5,769.5 |
5,807.0 |
5,896.0 |
|
S4 |
5,699.0 |
5,736.5 |
5,876.5 |
|
|
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% |
84.0 |
1.4% |
81% |
False |
False |
89,081 |
10 |
5,949.5 |
5,739.5 |
210.0 |
3.5% |
94.0 |
1.6% |
84% |
False |
False |
93,796 |
20 |
6,097.5 |
5,739.5 |
358.0 |
6.1% |
101.0 |
1.7% |
49% |
False |
False |
121,393 |
40 |
6,228.0 |
5,739.5 |
488.5 |
8.3% |
86.5 |
1.5% |
36% |
False |
False |
61,025 |
60 |
6,240.5 |
5,739.5 |
501.0 |
8.5% |
63.0 |
1.1% |
35% |
False |
False |
40,686 |
80 |
6,262.5 |
5,739.5 |
523.0 |
8.8% |
51.5 |
0.9% |
34% |
False |
False |
30,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,242.5 |
2.618 |
6,127.5 |
1.618 |
6,057.0 |
1.000 |
6,013.5 |
0.618 |
5,986.5 |
HIGH |
5,943.0 |
0.618 |
5,916.0 |
0.500 |
5,908.0 |
0.382 |
5,899.5 |
LOW |
5,872.5 |
0.618 |
5,829.0 |
1.000 |
5,802.0 |
1.618 |
5,758.5 |
2.618 |
5,688.0 |
4.250 |
5,573.0 |
|
|
Fisher Pivots for day following 06-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,913.0 |
5,896.5 |
PP |
5,910.5 |
5,877.0 |
S1 |
5,908.0 |
5,858.0 |
|