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 |
28,214.24 |
27,971.36 |
-242.88 |
-0.9% |
27,362.14 |
High |
28,354.48 |
28,369.66 |
15.18 |
0.1% |
28,041.46 |
Low |
27,728.03 |
27,971.36 |
243.33 |
0.9% |
27,338.09 |
Close |
27,772.76 |
28,303.46 |
530.70 |
1.9% |
27,682.81 |
Range |
626.45 |
398.30 |
-228.15 |
-36.4% |
703.37 |
ATR |
495.50 |
502.74 |
7.24 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,409.73 |
29,254.89 |
28,522.53 |
|
R3 |
29,011.43 |
28,856.59 |
28,412.99 |
|
R2 |
28,613.13 |
28,613.13 |
28,376.48 |
|
R1 |
28,458.29 |
28,458.29 |
28,339.97 |
28,535.71 |
PP |
28,214.83 |
28,214.83 |
28,214.83 |
28,253.54 |
S1 |
28,059.99 |
28,059.99 |
28,266.95 |
28,137.41 |
S2 |
27,816.53 |
27,816.53 |
28,230.44 |
|
S3 |
27,418.23 |
27,661.69 |
28,193.93 |
|
S4 |
27,019.93 |
27,263.39 |
28,084.40 |
|
|
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 |
28,369.66 |
27,382.94 |
986.72 |
3.5% |
442.53 |
1.6% |
93% |
True |
False |
|
10 |
28,369.66 |
26,537.01 |
1,832.65 |
6.5% |
451.77 |
1.6% |
96% |
True |
False |
|
20 |
28,369.66 |
26,537.01 |
1,832.65 |
6.5% |
467.75 |
1.7% |
96% |
True |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.4% |
413.28 |
1.5% |
66% |
False |
False |
|
60 |
29,199.35 |
25,992.28 |
3,207.07 |
11.3% |
370.64 |
1.3% |
72% |
False |
False |
|
80 |
29,199.35 |
24,971.03 |
4,228.32 |
14.9% |
396.89 |
1.4% |
79% |
False |
False |
|
100 |
29,199.35 |
24,059.98 |
5,139.37 |
18.2% |
412.61 |
1.5% |
83% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
22.6% |
413.83 |
1.5% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,062.44 |
2.618 |
29,412.41 |
1.618 |
29,014.11 |
1.000 |
28,767.96 |
0.618 |
28,615.81 |
HIGH |
28,369.66 |
0.618 |
28,217.51 |
0.500 |
28,170.51 |
0.382 |
28,123.51 |
LOW |
27,971.36 |
0.618 |
27,725.21 |
1.000 |
27,573.06 |
1.618 |
27,326.91 |
2.618 |
26,928.61 |
4.250 |
26,278.59 |
|
|
Fisher Pivots for day following 07-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
28,259.14 |
28,218.59 |
PP |
28,214.83 |
28,133.72 |
S1 |
28,170.51 |
28,048.85 |
|