| 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 |
11,308.50 |
11,473.00 |
164.50 |
1.5% |
11,145.00 |
| High |
11,497.50 |
11,524.50 |
27.00 |
0.2% |
11,604.75 |
| Low |
11,268.25 |
11,197.50 |
-70.75 |
-0.6% |
11,140.25 |
| Close |
11,469.25 |
11,273.75 |
-195.50 |
-1.7% |
11,233.25 |
| Range |
229.25 |
327.00 |
97.75 |
42.6% |
464.50 |
| ATR |
322.08 |
322.43 |
0.35 |
0.1% |
0.00 |
| Volume |
398,444 |
612,278 |
213,834 |
53.7% |
3,047,573 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,313.00 |
12,120.25 |
11,453.50 |
|
| R3 |
11,986.00 |
11,793.25 |
11,363.75 |
|
| R2 |
11,659.00 |
11,659.00 |
11,333.75 |
|
| R1 |
11,466.25 |
11,466.25 |
11,303.75 |
11,399.00 |
| PP |
11,332.00 |
11,332.00 |
11,332.00 |
11,298.25 |
| S1 |
11,139.25 |
11,139.25 |
11,243.75 |
11,072.00 |
| S2 |
11,005.00 |
11,005.00 |
11,213.75 |
|
| S3 |
10,678.00 |
10,812.25 |
11,183.75 |
|
| S4 |
10,351.00 |
10,485.25 |
11,094.00 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,719.50 |
12,441.00 |
11,488.75 |
|
| R3 |
12,255.00 |
11,976.50 |
11,361.00 |
|
| R2 |
11,790.50 |
11,790.50 |
11,318.50 |
|
| R1 |
11,512.00 |
11,512.00 |
11,275.75 |
11,651.25 |
| PP |
11,326.00 |
11,326.00 |
11,326.00 |
11,395.75 |
| S1 |
11,047.50 |
11,047.50 |
11,190.75 |
11,186.75 |
| S2 |
10,861.50 |
10,861.50 |
11,148.00 |
|
| S3 |
10,397.00 |
10,583.00 |
11,105.50 |
|
| S4 |
9,932.50 |
10,118.50 |
10,977.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,604.75 |
11,167.00 |
437.75 |
3.9% |
308.00 |
2.7% |
24% |
False |
False |
609,181 |
| 10 |
11,604.75 |
10,660.25 |
944.50 |
8.4% |
310.25 |
2.8% |
65% |
False |
False |
610,706 |
| 20 |
11,604.75 |
10,656.50 |
948.25 |
8.4% |
340.75 |
3.0% |
65% |
False |
False |
559,313 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.9% |
306.50 |
2.7% |
34% |
False |
False |
281,154 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
19.2% |
285.00 |
2.5% |
46% |
False |
False |
187,650 |
| 80 |
12,448.75 |
9,390.50 |
3,058.25 |
27.1% |
275.00 |
2.4% |
62% |
False |
False |
140,831 |
| 100 |
12,448.75 |
8,919.00 |
3,529.75 |
31.3% |
257.00 |
2.3% |
67% |
False |
False |
112,672 |
| 120 |
12,448.75 |
8,348.50 |
4,100.25 |
36.4% |
246.75 |
2.2% |
71% |
False |
False |
93,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,914.25 |
|
2.618 |
12,380.50 |
|
1.618 |
12,053.50 |
|
1.000 |
11,851.50 |
|
0.618 |
11,726.50 |
|
HIGH |
11,524.50 |
|
0.618 |
11,399.50 |
|
0.500 |
11,361.00 |
|
0.382 |
11,322.50 |
|
LOW |
11,197.50 |
|
0.618 |
10,995.50 |
|
1.000 |
10,870.50 |
|
1.618 |
10,668.50 |
|
2.618 |
10,341.50 |
|
4.250 |
9,807.75 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,361.00 |
11,401.00 |
| PP |
11,332.00 |
11,358.75 |
| S1 |
11,302.75 |
11,316.25 |
|