| 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 |
12,676.5 |
12,756.0 |
79.5 |
0.6% |
12,549.5 |
| High |
12,724.5 |
12,873.0 |
148.5 |
1.2% |
12,930.5 |
| Low |
12,521.0 |
12,709.5 |
188.5 |
1.5% |
12,521.0 |
| Close |
12,662.0 |
12,820.0 |
158.0 |
1.2% |
12,662.0 |
| Range |
203.5 |
163.5 |
-40.0 |
-19.7% |
409.5 |
| ATR |
259.9 |
256.4 |
-3.5 |
-1.3% |
0.0 |
| Volume |
74,315 |
50,854 |
-23,461 |
-31.6% |
362,085 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,291.3 |
13,219.2 |
12,909.9 |
|
| R3 |
13,127.8 |
13,055.7 |
12,865.0 |
|
| R2 |
12,964.3 |
12,964.3 |
12,850.0 |
|
| R1 |
12,892.2 |
12,892.2 |
12,835.0 |
12,928.3 |
| PP |
12,800.8 |
12,800.8 |
12,800.8 |
12,818.9 |
| S1 |
12,728.7 |
12,728.7 |
12,805.0 |
12,764.8 |
| S2 |
12,637.3 |
12,637.3 |
12,790.0 |
|
| S3 |
12,473.8 |
12,565.2 |
12,775.0 |
|
| S4 |
12,310.3 |
12,401.7 |
12,730.1 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,933.0 |
13,707.0 |
12,887.2 |
|
| R3 |
13,523.5 |
13,297.5 |
12,774.6 |
|
| R2 |
13,114.0 |
13,114.0 |
12,737.1 |
|
| R1 |
12,888.0 |
12,888.0 |
12,699.5 |
13,001.0 |
| PP |
12,704.5 |
12,704.5 |
12,704.5 |
12,761.0 |
| S1 |
12,478.5 |
12,478.5 |
12,624.5 |
12,591.5 |
| S2 |
12,295.0 |
12,295.0 |
12,586.9 |
|
| S3 |
11,885.5 |
12,069.0 |
12,549.4 |
|
| S4 |
11,476.0 |
11,659.5 |
12,436.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,930.5 |
12,521.0 |
409.5 |
3.2% |
198.0 |
1.5% |
73% |
False |
False |
67,712 |
| 10 |
12,930.5 |
12,316.0 |
614.5 |
4.8% |
237.5 |
1.9% |
82% |
False |
False |
76,965 |
| 20 |
13,320.0 |
12,316.0 |
1,004.0 |
7.8% |
245.1 |
1.9% |
50% |
False |
False |
55,759 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.7% |
230.8 |
1.8% |
45% |
False |
False |
27,964 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.6% |
213.8 |
1.7% |
50% |
False |
False |
18,672 |
| 80 |
13,435.0 |
11,929.0 |
1,506.0 |
11.7% |
215.5 |
1.7% |
59% |
False |
False |
14,022 |
| 100 |
13,435.0 |
10,882.5 |
2,552.5 |
19.9% |
199.8 |
1.6% |
76% |
False |
False |
11,221 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.3% |
176.5 |
1.4% |
81% |
False |
False |
9,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,567.9 |
|
2.618 |
13,301.0 |
|
1.618 |
13,137.5 |
|
1.000 |
13,036.5 |
|
0.618 |
12,974.0 |
|
HIGH |
12,873.0 |
|
0.618 |
12,810.5 |
|
0.500 |
12,791.3 |
|
0.382 |
12,772.0 |
|
LOW |
12,709.5 |
|
0.618 |
12,608.5 |
|
1.000 |
12,546.0 |
|
1.618 |
12,445.0 |
|
2.618 |
12,281.5 |
|
4.250 |
12,014.6 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,810.4 |
12,779.0 |
| PP |
12,800.8 |
12,738.0 |
| S1 |
12,791.3 |
12,697.0 |
|