Trading Metrics calculated at close of trading on 05-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
27,536.39 |
27,825.42 |
289.03 |
1.0% |
27,362.14 |
High |
27,861.43 |
28,162.64 |
301.21 |
1.1% |
28,041.46 |
Low |
27,382.94 |
27,825.42 |
442.48 |
1.6% |
27,338.09 |
Close |
27,682.81 |
28,148.64 |
465.83 |
1.7% |
27,682.81 |
Range |
478.49 |
337.22 |
-141.27 |
-29.5% |
703.37 |
ATR |
485.86 |
485.43 |
-0.43 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,057.23 |
28,940.15 |
28,334.11 |
|
R3 |
28,720.01 |
28,602.93 |
28,241.38 |
|
R2 |
28,382.79 |
28,382.79 |
28,210.46 |
|
R1 |
28,265.71 |
28,265.71 |
28,179.55 |
28,324.25 |
PP |
28,045.57 |
28,045.57 |
28,045.57 |
28,074.84 |
S1 |
27,928.49 |
27,928.49 |
28,117.73 |
27,987.03 |
S2 |
27,708.35 |
27,708.35 |
28,086.82 |
|
S3 |
27,371.13 |
27,591.27 |
28,055.90 |
|
S4 |
27,033.91 |
27,254.05 |
27,963.17 |
|
|
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 |
28,162.64 |
27,338.09 |
824.55 |
2.9% |
394.14 |
1.4% |
98% |
True |
False |
|
10 |
28,162.64 |
26,537.01 |
1,625.63 |
5.8% |
458.44 |
1.6% |
99% |
True |
False |
|
20 |
28,364.77 |
26,537.01 |
1,827.76 |
6.5% |
464.62 |
1.7% |
88% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.5% |
408.81 |
1.5% |
61% |
False |
False |
|
60 |
29,199.35 |
25,992.28 |
3,207.07 |
11.4% |
375.06 |
1.3% |
67% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
15.5% |
408.28 |
1.5% |
76% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
22.8% |
414.54 |
1.5% |
84% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
22.8% |
412.24 |
1.5% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,595.83 |
2.618 |
29,045.48 |
1.618 |
28,708.26 |
1.000 |
28,499.86 |
0.618 |
28,371.04 |
HIGH |
28,162.64 |
0.618 |
28,033.82 |
0.500 |
27,994.03 |
0.382 |
27,954.24 |
LOW |
27,825.42 |
0.618 |
27,617.02 |
1.000 |
27,488.20 |
1.618 |
27,279.80 |
2.618 |
26,942.58 |
4.250 |
26,392.24 |
|
|
Fisher Pivots for day following 05-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
28,097.10 |
28,023.36 |
PP |
28,045.57 |
27,898.07 |
S1 |
27,994.03 |
27,772.79 |
|