| 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 |
11,566.75 |
11,308.50 |
-258.25 |
-2.2% |
11,145.00 |
| High |
11,604.75 |
11,497.50 |
-107.25 |
-0.9% |
11,604.75 |
| Low |
11,204.50 |
11,268.25 |
63.75 |
0.6% |
11,140.25 |
| Close |
11,233.25 |
11,469.25 |
236.00 |
2.1% |
11,233.25 |
| Range |
400.25 |
229.25 |
-171.00 |
-42.7% |
464.50 |
| ATR |
326.53 |
322.08 |
-4.45 |
-1.4% |
0.00 |
| Volume |
806,629 |
398,444 |
-408,185 |
-50.6% |
3,047,573 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,099.50 |
12,013.50 |
11,595.25 |
|
| R3 |
11,870.25 |
11,784.25 |
11,532.25 |
|
| R2 |
11,641.00 |
11,641.00 |
11,511.25 |
|
| R1 |
11,555.00 |
11,555.00 |
11,490.25 |
11,598.00 |
| PP |
11,411.75 |
11,411.75 |
11,411.75 |
11,433.00 |
| S1 |
11,325.75 |
11,325.75 |
11,448.25 |
11,368.75 |
| S2 |
11,182.50 |
11,182.50 |
11,427.25 |
|
| S3 |
10,953.25 |
11,096.50 |
11,406.25 |
|
| S4 |
10,724.00 |
10,867.25 |
11,343.25 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,719.50 |
12,441.00 |
11,488.75 |
|
| R3 |
12,255.00 |
11,976.50 |
11,361.00 |
|
| R2 |
11,790.50 |
11,790.50 |
11,318.50 |
|
| R1 |
11,512.00 |
11,512.00 |
11,275.75 |
11,651.25 |
| PP |
11,326.00 |
11,326.00 |
11,326.00 |
11,395.75 |
| S1 |
11,047.50 |
11,047.50 |
11,190.75 |
11,186.75 |
| S2 |
10,861.50 |
10,861.50 |
11,148.00 |
|
| S3 |
10,397.00 |
10,583.00 |
11,105.50 |
|
| S4 |
9,932.50 |
10,118.50 |
10,977.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,604.75 |
11,167.00 |
437.75 |
3.8% |
274.50 |
2.4% |
69% |
False |
False |
575,560 |
| 10 |
11,604.75 |
10,660.25 |
944.50 |
8.2% |
307.00 |
2.7% |
86% |
False |
False |
606,835 |
| 20 |
11,604.75 |
10,656.50 |
948.25 |
8.3% |
351.50 |
3.1% |
86% |
False |
False |
529,760 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.6% |
303.75 |
2.6% |
45% |
False |
False |
265,856 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
18.8% |
287.75 |
2.5% |
55% |
False |
False |
177,459 |
| 80 |
12,448.75 |
9,390.50 |
3,058.25 |
26.7% |
275.25 |
2.4% |
68% |
False |
False |
133,178 |
| 100 |
12,448.75 |
8,829.25 |
3,619.50 |
31.6% |
256.00 |
2.2% |
73% |
False |
False |
106,549 |
| 120 |
12,448.75 |
8,348.50 |
4,100.25 |
35.7% |
246.75 |
2.2% |
76% |
False |
False |
88,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,471.75 |
|
2.618 |
12,097.75 |
|
1.618 |
11,868.50 |
|
1.000 |
11,726.75 |
|
0.618 |
11,639.25 |
|
HIGH |
11,497.50 |
|
0.618 |
11,410.00 |
|
0.500 |
11,383.00 |
|
0.382 |
11,355.75 |
|
LOW |
11,268.25 |
|
0.618 |
11,126.50 |
|
1.000 |
11,039.00 |
|
1.618 |
10,897.25 |
|
2.618 |
10,668.00 |
|
4.250 |
10,294.00 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,440.50 |
11,447.75 |
| PP |
11,411.75 |
11,426.25 |
| S1 |
11,383.00 |
11,404.50 |
|