Trading Metrics calculated at close of trading on 02-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
11,554.96 |
11,328.85 |
-226.11 |
-2.0% |
11,332.32 |
High |
11,606.73 |
11,479.08 |
-127.65 |
-1.1% |
11,606.73 |
Low |
11,488.60 |
11,225.17 |
-263.43 |
-2.3% |
11,225.17 |
Close |
11,583.20 |
11,255.69 |
-327.51 |
-2.8% |
11,255.69 |
Range |
118.13 |
253.91 |
135.78 |
114.9% |
381.56 |
ATR |
273.68 |
279.70 |
6.03 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,081.71 |
11,922.61 |
11,395.34 |
|
R3 |
11,827.80 |
11,668.70 |
11,325.52 |
|
R2 |
11,573.89 |
11,573.89 |
11,302.24 |
|
R1 |
11,414.79 |
11,414.79 |
11,278.97 |
11,367.39 |
PP |
11,319.98 |
11,319.98 |
11,319.98 |
11,296.28 |
S1 |
11,160.88 |
11,160.88 |
11,232.41 |
11,113.48 |
S2 |
11,066.07 |
11,066.07 |
11,209.14 |
|
S3 |
10,812.16 |
10,906.97 |
11,185.86 |
|
S4 |
10,558.25 |
10,653.06 |
11,116.04 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,507.21 |
12,263.01 |
11,465.55 |
|
R3 |
12,125.65 |
11,881.45 |
11,360.62 |
|
R2 |
11,744.09 |
11,744.09 |
11,325.64 |
|
R1 |
11,499.89 |
11,499.89 |
11,290.67 |
11,431.21 |
PP |
11,362.53 |
11,362.53 |
11,362.53 |
11,328.19 |
S1 |
11,118.33 |
11,118.33 |
11,220.71 |
11,049.65 |
S2 |
10,980.97 |
10,980.97 |
11,185.74 |
|
S3 |
10,599.41 |
10,736.77 |
11,150.76 |
|
S4 |
10,217.85 |
10,355.21 |
11,045.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,606.73 |
11,225.17 |
381.56 |
3.4% |
159.02 |
1.4% |
8% |
False |
True |
|
10 |
11,606.73 |
10,677.85 |
928.88 |
8.3% |
236.34 |
2.1% |
62% |
False |
False |
|
20 |
11,846.18 |
10,677.85 |
1,168.33 |
10.4% |
282.37 |
2.5% |
49% |
False |
False |
|
40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.7% |
237.55 |
2.1% |
33% |
False |
False |
|
60 |
12,439.48 |
10,313.94 |
2,125.54 |
18.9% |
225.99 |
2.0% |
44% |
False |
False |
|
80 |
12,439.48 |
9,489.58 |
2,949.90 |
26.2% |
220.42 |
2.0% |
60% |
False |
False |
|
100 |
12,439.48 |
8,860.77 |
3,578.71 |
31.8% |
208.96 |
1.9% |
67% |
False |
False |
|
120 |
12,439.48 |
8,359.84 |
4,079.64 |
36.2% |
202.11 |
1.8% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,558.20 |
2.618 |
12,143.82 |
1.618 |
11,889.91 |
1.000 |
11,732.99 |
0.618 |
11,636.00 |
HIGH |
11,479.08 |
0.618 |
11,382.09 |
0.500 |
11,352.13 |
0.382 |
11,322.16 |
LOW |
11,225.17 |
0.618 |
11,068.25 |
1.000 |
10,971.26 |
1.618 |
10,814.34 |
2.618 |
10,560.43 |
4.250 |
10,146.05 |
|
|
Fisher Pivots for day following 02-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
11,352.13 |
11,415.95 |
PP |
11,319.98 |
11,362.53 |
S1 |
11,287.84 |
11,309.11 |
|