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 |
27,940.63 |
27,536.39 |
-404.24 |
-1.4% |
27,362.14 |
High |
28,041.46 |
27,861.43 |
-180.03 |
-0.6% |
28,041.46 |
Low |
27,669.26 |
27,382.94 |
-286.32 |
-1.0% |
27,338.09 |
Close |
27,816.90 |
27,682.81 |
-134.09 |
-0.5% |
27,682.81 |
Range |
372.20 |
478.49 |
106.29 |
28.6% |
703.37 |
ATR |
486.43 |
485.86 |
-0.57 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,077.86 |
28,858.83 |
27,945.98 |
|
R3 |
28,599.37 |
28,380.34 |
27,814.39 |
|
R2 |
28,120.88 |
28,120.88 |
27,770.53 |
|
R1 |
27,901.85 |
27,901.85 |
27,726.67 |
28,011.37 |
PP |
27,642.39 |
27,642.39 |
27,642.39 |
27,697.15 |
S1 |
27,423.36 |
27,423.36 |
27,638.95 |
27,532.88 |
S2 |
27,163.90 |
27,163.90 |
27,595.09 |
|
S3 |
26,685.41 |
26,944.87 |
27,551.23 |
|
S4 |
26,206.92 |
26,466.38 |
27,419.64 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,797.56 |
29,443.56 |
28,069.66 |
|
R3 |
29,094.19 |
28,740.19 |
27,876.24 |
|
R2 |
28,390.82 |
28,390.82 |
27,811.76 |
|
R1 |
28,036.82 |
28,036.82 |
27,747.29 |
28,213.82 |
PP |
27,687.45 |
27,687.45 |
27,687.45 |
27,775.96 |
S1 |
27,333.45 |
27,333.45 |
27,618.33 |
27,510.45 |
S2 |
26,984.08 |
26,984.08 |
27,553.86 |
|
S3 |
26,280.71 |
26,630.08 |
27,489.38 |
|
S4 |
25,577.34 |
25,926.71 |
27,295.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,041.46 |
27,338.09 |
703.37 |
2.5% |
398.79 |
1.4% |
49% |
False |
False |
|
10 |
28,041.46 |
26,537.01 |
1,504.45 |
5.4% |
501.67 |
1.8% |
76% |
False |
False |
|
20 |
28,539.75 |
26,537.01 |
2,002.74 |
7.2% |
491.51 |
1.8% |
57% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.6% |
406.20 |
1.5% |
43% |
False |
False |
|
60 |
29,199.35 |
25,637.50 |
3,561.85 |
12.9% |
377.17 |
1.4% |
57% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
15.7% |
419.20 |
1.5% |
65% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.2% |
417.58 |
1.5% |
76% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
23.2% |
412.90 |
1.5% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,895.01 |
2.618 |
29,114.12 |
1.618 |
28,635.63 |
1.000 |
28,339.92 |
0.618 |
28,157.14 |
HIGH |
27,861.43 |
0.618 |
27,678.65 |
0.500 |
27,622.19 |
0.382 |
27,565.72 |
LOW |
27,382.94 |
0.618 |
27,087.23 |
1.000 |
26,904.45 |
1.618 |
26,608.74 |
2.618 |
26,130.25 |
4.250 |
25,349.36 |
|
|
Fisher Pivots for day following 02-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
27,662.60 |
27,712.20 |
PP |
27,642.39 |
27,702.40 |
S1 |
27,622.19 |
27,692.61 |
|