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 |
1,913.04 |
1,877.56 |
-35.48 |
-1.9% |
1,860.37 |
High |
1,919.26 |
1,896.73 |
-22.53 |
-1.2% |
1,915.38 |
Low |
1,877.45 |
1,874.09 |
-3.36 |
-0.2% |
1,850.83 |
Close |
1,877.59 |
1,887.26 |
9.67 |
0.5% |
1,898.66 |
Range |
41.81 |
22.64 |
-19.17 |
-45.9% |
64.55 |
ATR |
29.69 |
29.19 |
-0.50 |
-1.7% |
0.00 |
Volume |
6,200 |
6,497 |
297 |
4.8% |
32,692 |
|
Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.95 |
1,943.24 |
1,899.71 |
|
R3 |
1,931.31 |
1,920.60 |
1,893.49 |
|
R2 |
1,908.67 |
1,908.67 |
1,891.41 |
|
R1 |
1,897.96 |
1,897.96 |
1,889.34 |
1,903.32 |
PP |
1,886.03 |
1,886.03 |
1,886.03 |
1,888.70 |
S1 |
1,875.32 |
1,875.32 |
1,885.18 |
1,880.68 |
S2 |
1,863.39 |
1,863.39 |
1,883.11 |
|
S3 |
1,840.75 |
1,852.68 |
1,881.03 |
|
S4 |
1,818.11 |
1,830.04 |
1,874.81 |
|
|
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 |
1,874.09 |
45.17 |
2.4% |
28.76 |
1.5% |
29% |
False |
True |
6,474 |
10 |
1,919.26 |
1,849.22 |
70.04 |
3.7% |
26.13 |
1.4% |
54% |
False |
False |
6,476 |
20 |
1,971.34 |
1,849.22 |
122.12 |
6.5% |
26.99 |
1.4% |
31% |
False |
False |
6,794 |
40 |
2,014.05 |
1,849.22 |
164.83 |
8.7% |
31.67 |
1.7% |
23% |
False |
False |
6,712 |
60 |
2,070.48 |
1,795.06 |
275.42 |
14.6% |
34.06 |
1.8% |
33% |
False |
False |
6,668 |
80 |
2,070.48 |
1,717.60 |
352.88 |
18.7% |
29.85 |
1.6% |
48% |
False |
False |
6,581 |
100 |
2,070.48 |
1,672.80 |
397.68 |
21.1% |
28.49 |
1.5% |
54% |
False |
False |
6,374 |
120 |
2,070.48 |
1,671.36 |
399.12 |
21.1% |
27.50 |
1.5% |
54% |
False |
False |
6,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,992.95 |
2.618 |
1,956.00 |
1.618 |
1,933.36 |
1.000 |
1,919.37 |
0.618 |
1,910.72 |
HIGH |
1,896.73 |
0.618 |
1,888.08 |
0.500 |
1,885.41 |
0.382 |
1,882.74 |
LOW |
1,874.09 |
0.618 |
1,860.10 |
1.000 |
1,851.45 |
1.618 |
1,837.46 |
2.618 |
1,814.82 |
4.250 |
1,777.87 |
|
|
Fisher Pivots for day following 07-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,886.64 |
1,896.68 |
PP |
1,886.03 |
1,893.54 |
S1 |
1,885.41 |
1,890.40 |
|