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 |
5,922.0 |
5,872.0 |
-50.0 |
-0.8% |
5,851.5 |
High |
5,943.0 |
5,947.5 |
4.5 |
0.1% |
5,936.0 |
Low |
5,872.5 |
5,872.0 |
-0.5 |
0.0% |
5,766.5 |
Close |
5,915.5 |
5,923.5 |
8.0 |
0.1% |
5,862.0 |
Range |
70.5 |
75.5 |
5.0 |
7.1% |
169.5 |
ATR |
101.0 |
99.2 |
-1.8 |
-1.8% |
0.0 |
Volume |
77,482 |
74,613 |
-2,869 |
-3.7% |
482,736 |
|
Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,141.0 |
6,107.5 |
5,965.0 |
|
R3 |
6,065.5 |
6,032.0 |
5,944.5 |
|
R2 |
5,990.0 |
5,990.0 |
5,937.5 |
|
R1 |
5,956.5 |
5,956.5 |
5,930.5 |
5,973.0 |
PP |
5,914.5 |
5,914.5 |
5,914.5 |
5,922.5 |
S1 |
5,881.0 |
5,881.0 |
5,916.5 |
5,898.0 |
S2 |
5,839.0 |
5,839.0 |
5,909.5 |
|
S3 |
5,763.5 |
5,805.5 |
5,902.5 |
|
S4 |
5,688.0 |
5,730.0 |
5,882.0 |
|
|
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% |
81.5 |
1.4% |
86% |
False |
False |
82,186 |
10 |
5,949.5 |
5,739.5 |
210.0 |
3.5% |
89.0 |
1.5% |
88% |
False |
False |
89,475 |
20 |
6,097.5 |
5,739.5 |
358.0 |
6.0% |
96.0 |
1.6% |
51% |
False |
False |
124,431 |
40 |
6,228.0 |
5,739.5 |
488.5 |
8.2% |
88.0 |
1.5% |
38% |
False |
False |
62,890 |
60 |
6,240.5 |
5,739.5 |
501.0 |
8.5% |
64.0 |
1.1% |
37% |
False |
False |
41,929 |
80 |
6,262.5 |
5,739.5 |
523.0 |
8.8% |
51.5 |
0.9% |
35% |
False |
False |
31,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,268.5 |
2.618 |
6,145.0 |
1.618 |
6,069.5 |
1.000 |
6,023.0 |
0.618 |
5,994.0 |
HIGH |
5,947.5 |
0.618 |
5,918.5 |
0.500 |
5,910.0 |
0.382 |
5,901.0 |
LOW |
5,872.0 |
0.618 |
5,825.5 |
1.000 |
5,796.5 |
1.618 |
5,750.0 |
2.618 |
5,674.5 |
4.250 |
5,551.0 |
|
|
Fisher Pivots for day following 07-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,919.0 |
5,919.0 |
PP |
5,914.5 |
5,915.0 |
S1 |
5,910.0 |
5,911.0 |
|