| 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 |
12,852.5 |
12,799.0 |
-53.5 |
-0.4% |
12,549.5 |
| High |
12,950.0 |
12,947.0 |
-3.0 |
0.0% |
12,930.5 |
| Low |
12,758.5 |
12,782.0 |
23.5 |
0.2% |
12,521.0 |
| Close |
12,899.5 |
12,899.5 |
0.0 |
0.0% |
12,662.0 |
| Range |
191.5 |
165.0 |
-26.5 |
-13.8% |
409.5 |
| ATR |
251.8 |
245.6 |
-6.2 |
-2.5% |
0.0 |
| Volume |
77,476 |
62,331 |
-15,145 |
-19.5% |
362,085 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,371.2 |
13,300.3 |
12,990.3 |
|
| R3 |
13,206.2 |
13,135.3 |
12,944.9 |
|
| R2 |
13,041.2 |
13,041.2 |
12,929.8 |
|
| R1 |
12,970.3 |
12,970.3 |
12,914.6 |
13,005.8 |
| PP |
12,876.2 |
12,876.2 |
12,876.2 |
12,893.9 |
| S1 |
12,805.3 |
12,805.3 |
12,884.4 |
12,840.8 |
| S2 |
12,711.2 |
12,711.2 |
12,869.3 |
|
| S3 |
12,546.2 |
12,640.3 |
12,854.1 |
|
| S4 |
12,381.2 |
12,475.3 |
12,808.8 |
|
|
| 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% |
183.2 |
1.4% |
88% |
False |
False |
67,947 |
| 10 |
12,950.0 |
12,316.0 |
634.0 |
4.9% |
228.6 |
1.8% |
92% |
False |
False |
74,547 |
| 20 |
13,320.0 |
12,316.0 |
1,004.0 |
7.8% |
229.4 |
1.8% |
58% |
False |
False |
62,690 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.7% |
228.1 |
1.8% |
52% |
False |
False |
31,456 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.5% |
214.7 |
1.7% |
56% |
False |
False |
20,999 |
| 80 |
13,435.0 |
11,929.0 |
1,506.0 |
11.7% |
215.5 |
1.7% |
64% |
False |
False |
15,768 |
| 100 |
13,435.0 |
10,882.5 |
2,552.5 |
19.8% |
202.7 |
1.6% |
79% |
False |
False |
12,619 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.1% |
179.5 |
1.4% |
83% |
False |
False |
10,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,648.3 |
|
2.618 |
13,379.0 |
|
1.618 |
13,214.0 |
|
1.000 |
13,112.0 |
|
0.618 |
13,049.0 |
|
HIGH |
12,947.0 |
|
0.618 |
12,884.0 |
|
0.500 |
12,864.5 |
|
0.382 |
12,845.0 |
|
LOW |
12,782.0 |
|
0.618 |
12,680.0 |
|
1.000 |
12,617.0 |
|
1.618 |
12,515.0 |
|
2.618 |
12,350.0 |
|
4.250 |
12,080.8 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,887.8 |
12,876.3 |
| PP |
12,876.2 |
12,853.0 |
| S1 |
12,864.5 |
12,829.8 |
|