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 |
10,710.08 |
10,607.09 |
-102.99 |
-1.0% |
10,717.21 |
High |
10,917.62 |
10,663.51 |
-254.11 |
-2.3% |
10,948.75 |
Low |
10,462.73 |
10,391.47 |
-71.26 |
-0.7% |
10,391.47 |
Close |
10,607.16 |
10,545.89 |
-61.27 |
-0.6% |
10,545.89 |
Range |
454.89 |
272.04 |
-182.85 |
-40.2% |
557.28 |
ATR |
406.70 |
397.08 |
-9.62 |
-2.4% |
0.00 |
Volume |
36,776 |
29,207 |
-7,569 |
-20.6% |
126,374 |
|
Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,349.74 |
11,219.86 |
10,695.51 |
|
R3 |
11,077.70 |
10,947.82 |
10,620.70 |
|
R2 |
10,805.66 |
10,805.66 |
10,595.76 |
|
R1 |
10,675.78 |
10,675.78 |
10,570.83 |
10,604.70 |
PP |
10,533.62 |
10,533.62 |
10,533.62 |
10,498.09 |
S1 |
10,403.74 |
10,403.74 |
10,520.95 |
10,332.66 |
S2 |
10,261.58 |
10,261.58 |
10,496.02 |
|
S3 |
9,989.54 |
10,131.70 |
10,471.08 |
|
S4 |
9,717.50 |
9,859.66 |
10,396.27 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,300.54 |
11,980.50 |
10,852.39 |
|
R3 |
11,743.26 |
11,423.22 |
10,699.14 |
|
R2 |
11,185.98 |
11,185.98 |
10,648.06 |
|
R1 |
10,865.94 |
10,865.94 |
10,596.97 |
10,747.32 |
PP |
10,628.70 |
10,628.70 |
10,628.70 |
10,569.40 |
S1 |
10,308.66 |
10,308.66 |
10,494.81 |
10,190.04 |
S2 |
10,071.42 |
10,071.42 |
10,443.72 |
|
S3 |
9,514.14 |
9,751.38 |
10,392.64 |
|
S4 |
8,956.86 |
9,194.10 |
10,239.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,948.75 |
10,391.47 |
557.28 |
5.3% |
303.52 |
2.9% |
28% |
False |
True |
25,274 |
10 |
11,171.50 |
10,146.79 |
1,024.71 |
9.7% |
369.12 |
3.5% |
39% |
False |
False |
29,168 |
20 |
11,171.50 |
9,858.94 |
1,312.56 |
12.4% |
388.27 |
3.7% |
52% |
False |
False |
31,921 |
40 |
12,476.88 |
9,858.94 |
2,617.94 |
24.8% |
444.82 |
4.2% |
26% |
False |
False |
35,859 |
60 |
12,476.88 |
9,037.31 |
3,439.57 |
32.6% |
432.12 |
4.1% |
44% |
False |
False |
38,075 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
34.4% |
395.55 |
3.8% |
47% |
False |
False |
36,386 |
100 |
12,476.88 |
8,647.02 |
3,829.86 |
36.3% |
412.80 |
3.9% |
50% |
False |
False |
39,824 |
120 |
12,476.88 |
6,765.37 |
5,711.51 |
54.2% |
440.11 |
4.2% |
66% |
False |
False |
45,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,819.68 |
2.618 |
11,375.71 |
1.618 |
11,103.67 |
1.000 |
10,935.55 |
0.618 |
10,831.63 |
HIGH |
10,663.51 |
0.618 |
10,559.59 |
0.500 |
10,527.49 |
0.382 |
10,495.39 |
LOW |
10,391.47 |
0.618 |
10,223.35 |
1.000 |
10,119.43 |
1.618 |
9,951.31 |
2.618 |
9,679.27 |
4.250 |
9,235.30 |
|
|
Fisher Pivots for day following 02-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
10,539.76 |
10,654.55 |
PP |
10,533.62 |
10,618.33 |
S1 |
10,527.49 |
10,582.11 |
|