| 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 |
11,473.00 |
11,220.50 |
-252.50 |
-2.2% |
11,145.00 |
| High |
11,524.50 |
11,506.50 |
-18.00 |
-0.2% |
11,604.75 |
| Low |
11,197.50 |
11,208.00 |
10.50 |
0.1% |
11,140.25 |
| Close |
11,273.75 |
11,470.00 |
196.25 |
1.7% |
11,233.25 |
| Range |
327.00 |
298.50 |
-28.50 |
-8.7% |
464.50 |
| ATR |
322.43 |
320.73 |
-1.71 |
-0.5% |
0.00 |
| Volume |
612,278 |
443,046 |
-169,232 |
-27.6% |
3,047,573 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,290.25 |
12,178.75 |
11,634.25 |
|
| R3 |
11,991.75 |
11,880.25 |
11,552.00 |
|
| R2 |
11,693.25 |
11,693.25 |
11,524.75 |
|
| R1 |
11,581.75 |
11,581.75 |
11,497.25 |
11,637.50 |
| PP |
11,394.75 |
11,394.75 |
11,394.75 |
11,422.75 |
| S1 |
11,283.25 |
11,283.25 |
11,442.75 |
11,339.00 |
| S2 |
11,096.25 |
11,096.25 |
11,415.25 |
|
| S3 |
10,797.75 |
10,984.75 |
11,388.00 |
|
| S4 |
10,499.25 |
10,686.25 |
11,305.75 |
|
|
| 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 |
11,197.50 |
407.25 |
3.6% |
295.75 |
2.6% |
67% |
False |
False |
568,197 |
| 10 |
11,604.75 |
10,660.25 |
944.50 |
8.2% |
296.50 |
2.6% |
86% |
False |
False |
589,400 |
| 20 |
11,604.75 |
10,656.50 |
948.25 |
8.3% |
328.75 |
2.9% |
86% |
False |
False |
580,269 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.6% |
306.25 |
2.7% |
45% |
False |
False |
292,212 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
18.8% |
284.25 |
2.5% |
55% |
False |
False |
195,006 |
| 80 |
12,448.75 |
9,720.25 |
2,728.50 |
23.8% |
274.00 |
2.4% |
64% |
False |
False |
146,369 |
| 100 |
12,448.75 |
9,168.00 |
3,280.75 |
28.6% |
258.00 |
2.2% |
70% |
False |
False |
117,103 |
| 120 |
12,448.75 |
8,348.50 |
4,100.25 |
35.7% |
247.25 |
2.2% |
76% |
False |
False |
97,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,775.00 |
|
2.618 |
12,288.00 |
|
1.618 |
11,989.50 |
|
1.000 |
11,805.00 |
|
0.618 |
11,691.00 |
|
HIGH |
11,506.50 |
|
0.618 |
11,392.50 |
|
0.500 |
11,357.25 |
|
0.382 |
11,322.00 |
|
LOW |
11,208.00 |
|
0.618 |
11,023.50 |
|
1.000 |
10,909.50 |
|
1.618 |
10,725.00 |
|
2.618 |
10,426.50 |
|
4.250 |
9,939.50 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,432.50 |
11,433.75 |
| PP |
11,394.75 |
11,397.25 |
| S1 |
11,357.25 |
11,361.00 |
|