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 |
1,898.62 |
1,913.04 |
14.42 |
0.8% |
1,860.37 |
High |
1,916.24 |
1,919.26 |
3.02 |
0.2% |
1,915.38 |
Low |
1,887.30 |
1,877.45 |
-9.85 |
-0.5% |
1,850.83 |
Close |
1,913.16 |
1,877.59 |
-35.57 |
-1.9% |
1,898.66 |
Range |
28.94 |
41.81 |
12.87 |
44.5% |
64.55 |
ATR |
28.76 |
29.69 |
0.93 |
3.2% |
0.00 |
Volume |
6,415 |
6,200 |
-215 |
-3.4% |
32,692 |
|
Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,016.86 |
1,989.04 |
1,900.59 |
|
R3 |
1,975.05 |
1,947.23 |
1,889.09 |
|
R2 |
1,933.24 |
1,933.24 |
1,885.26 |
|
R1 |
1,905.42 |
1,905.42 |
1,881.42 |
1,898.43 |
PP |
1,891.43 |
1,891.43 |
1,891.43 |
1,887.94 |
S1 |
1,863.61 |
1,863.61 |
1,873.76 |
1,856.62 |
S2 |
1,849.62 |
1,849.62 |
1,869.92 |
|
S3 |
1,807.81 |
1,821.80 |
1,866.09 |
|
S4 |
1,766.00 |
1,779.99 |
1,854.59 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,081.94 |
2,054.85 |
1,934.16 |
|
R3 |
2,017.39 |
1,990.30 |
1,916.41 |
|
R2 |
1,952.84 |
1,952.84 |
1,910.49 |
|
R1 |
1,925.75 |
1,925.75 |
1,904.58 |
1,939.30 |
PP |
1,888.29 |
1,888.29 |
1,888.29 |
1,895.06 |
S1 |
1,861.20 |
1,861.20 |
1,892.74 |
1,874.75 |
S2 |
1,823.74 |
1,823.74 |
1,886.83 |
|
S3 |
1,759.19 |
1,796.65 |
1,880.91 |
|
S4 |
1,694.64 |
1,732.10 |
1,863.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,919.26 |
1,877.45 |
41.81 |
2.2% |
27.99 |
1.5% |
0% |
True |
True |
6,451 |
10 |
1,919.26 |
1,849.22 |
70.04 |
3.7% |
28.48 |
1.5% |
41% |
True |
False |
6,453 |
20 |
1,971.34 |
1,849.22 |
122.12 |
6.5% |
27.31 |
1.5% |
23% |
False |
False |
6,821 |
40 |
2,014.05 |
1,849.22 |
164.83 |
8.8% |
33.07 |
1.8% |
17% |
False |
False |
6,685 |
60 |
2,070.48 |
1,795.06 |
275.42 |
14.7% |
33.85 |
1.8% |
30% |
False |
False |
6,670 |
80 |
2,070.48 |
1,713.58 |
356.90 |
19.0% |
29.75 |
1.6% |
46% |
False |
False |
6,568 |
100 |
2,070.48 |
1,672.80 |
397.68 |
21.2% |
28.35 |
1.5% |
51% |
False |
False |
6,363 |
120 |
2,070.48 |
1,671.36 |
399.12 |
21.3% |
27.61 |
1.5% |
52% |
False |
False |
6,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,096.95 |
2.618 |
2,028.72 |
1.618 |
1,986.91 |
1.000 |
1,961.07 |
0.618 |
1,945.10 |
HIGH |
1,919.26 |
0.618 |
1,903.29 |
0.500 |
1,898.36 |
0.382 |
1,893.42 |
LOW |
1,877.45 |
0.618 |
1,851.61 |
1.000 |
1,835.64 |
1.618 |
1,809.80 |
2.618 |
1,767.99 |
4.250 |
1,699.76 |
|
|
Fisher Pivots for day following 06-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,898.36 |
1,898.36 |
PP |
1,891.43 |
1,891.43 |
S1 |
1,884.51 |
1,884.51 |
|