| 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 |
12,756.0 |
12,852.5 |
96.5 |
0.8% |
12,549.5 |
| High |
12,873.0 |
12,950.0 |
77.0 |
0.6% |
12,930.5 |
| Low |
12,709.5 |
12,758.5 |
49.0 |
0.4% |
12,521.0 |
| Close |
12,820.0 |
12,899.5 |
79.5 |
0.6% |
12,662.0 |
| Range |
163.5 |
191.5 |
28.0 |
17.1% |
409.5 |
| ATR |
256.4 |
251.8 |
-4.6 |
-1.8% |
0.0 |
| Volume |
50,854 |
77,476 |
26,622 |
52.3% |
362,085 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,443.8 |
13,363.2 |
13,004.8 |
|
| R3 |
13,252.3 |
13,171.7 |
12,952.2 |
|
| R2 |
13,060.8 |
13,060.8 |
12,934.6 |
|
| R1 |
12,980.2 |
12,980.2 |
12,917.1 |
13,020.5 |
| PP |
12,869.3 |
12,869.3 |
12,869.3 |
12,889.5 |
| S1 |
12,788.7 |
12,788.7 |
12,881.9 |
12,829.0 |
| S2 |
12,677.8 |
12,677.8 |
12,864.4 |
|
| S3 |
12,486.3 |
12,597.2 |
12,846.8 |
|
| S4 |
12,294.8 |
12,405.7 |
12,794.2 |
|
|
| 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 |
12,950.0 |
12,521.0 |
429.0 |
3.3% |
193.4 |
1.5% |
88% |
True |
False |
70,432 |
| 10 |
12,950.0 |
12,316.0 |
634.0 |
4.9% |
242.4 |
1.9% |
92% |
True |
False |
76,503 |
| 20 |
13,320.0 |
12,316.0 |
1,004.0 |
7.8% |
241.1 |
1.9% |
58% |
False |
False |
59,608 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.7% |
230.3 |
1.8% |
52% |
False |
False |
29,899 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.5% |
214.7 |
1.7% |
56% |
False |
False |
19,963 |
| 80 |
13,435.0 |
11,929.0 |
1,506.0 |
11.7% |
215.4 |
1.7% |
64% |
False |
False |
14,989 |
| 100 |
13,435.0 |
10,882.5 |
2,552.5 |
19.8% |
201.7 |
1.6% |
79% |
False |
False |
11,996 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.1% |
178.1 |
1.4% |
83% |
False |
False |
10,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,763.9 |
|
2.618 |
13,451.3 |
|
1.618 |
13,259.8 |
|
1.000 |
13,141.5 |
|
0.618 |
13,068.3 |
|
HIGH |
12,950.0 |
|
0.618 |
12,876.8 |
|
0.500 |
12,854.3 |
|
0.382 |
12,831.7 |
|
LOW |
12,758.5 |
|
0.618 |
12,640.2 |
|
1.000 |
12,567.0 |
|
1.618 |
12,448.7 |
|
2.618 |
12,257.2 |
|
4.250 |
11,944.6 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,884.4 |
12,844.8 |
| PP |
12,869.3 |
12,790.2 |
| S1 |
12,854.3 |
12,735.5 |
|