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 |
27,825.42 |
28,214.24 |
388.82 |
1.4% |
27,362.14 |
High |
28,162.64 |
28,354.48 |
191.84 |
0.7% |
28,041.46 |
Low |
27,825.42 |
27,728.03 |
-97.39 |
-0.4% |
27,338.09 |
Close |
28,148.64 |
27,772.76 |
-375.88 |
-1.3% |
27,682.81 |
Range |
337.22 |
626.45 |
289.23 |
85.8% |
703.37 |
ATR |
485.43 |
495.50 |
10.07 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,831.11 |
29,428.38 |
28,117.31 |
|
R3 |
29,204.66 |
28,801.93 |
27,945.03 |
|
R2 |
28,578.21 |
28,578.21 |
27,887.61 |
|
R1 |
28,175.48 |
28,175.48 |
27,830.18 |
28,063.62 |
PP |
27,951.76 |
27,951.76 |
27,951.76 |
27,895.83 |
S1 |
27,549.03 |
27,549.03 |
27,715.34 |
27,437.17 |
S2 |
27,325.31 |
27,325.31 |
27,657.91 |
|
S3 |
26,698.86 |
26,922.58 |
27,600.49 |
|
S4 |
26,072.41 |
26,296.13 |
27,428.21 |
|
|
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 |
28,354.48 |
27,382.94 |
971.54 |
3.5% |
465.93 |
1.7% |
40% |
True |
False |
|
10 |
28,354.48 |
26,537.01 |
1,817.47 |
6.5% |
486.77 |
1.8% |
68% |
True |
False |
|
20 |
28,364.77 |
26,537.01 |
1,827.76 |
6.6% |
472.92 |
1.7% |
68% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.6% |
416.58 |
1.5% |
46% |
False |
False |
|
60 |
29,199.35 |
25,992.28 |
3,207.07 |
11.5% |
375.59 |
1.4% |
56% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
15.7% |
405.02 |
1.5% |
67% |
False |
False |
|
100 |
29,199.35 |
23,354.15 |
5,845.20 |
21.0% |
412.39 |
1.5% |
76% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
23.1% |
414.23 |
1.5% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,016.89 |
2.618 |
29,994.53 |
1.618 |
29,368.08 |
1.000 |
28,980.93 |
0.618 |
28,741.63 |
HIGH |
28,354.48 |
0.618 |
28,115.18 |
0.500 |
28,041.26 |
0.382 |
27,967.33 |
LOW |
27,728.03 |
0.618 |
27,340.88 |
1.000 |
27,101.58 |
1.618 |
26,714.43 |
2.618 |
26,087.98 |
4.250 |
25,065.62 |
|
|
Fisher Pivots for day following 06-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
28,041.26 |
27,868.71 |
PP |
27,951.76 |
27,836.73 |
S1 |
27,862.26 |
27,804.74 |
|