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 |
27,680 |
27,740 |
60 |
0.2% |
27,060 |
High |
27,741 |
28,042 |
301 |
1.1% |
27,962 |
Low |
27,109 |
27,646 |
537 |
2.0% |
27,039 |
Close |
27,565 |
27,995 |
430 |
1.6% |
27,565 |
Range |
632 |
396 |
-236 |
-37.3% |
923 |
ATR |
574 |
567 |
-7 |
-1.2% |
0 |
Volume |
281,065 |
169,813 |
-111,252 |
-39.6% |
1,203,306 |
|
Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,082 |
28,935 |
28,213 |
|
R3 |
28,686 |
28,539 |
28,104 |
|
R2 |
28,290 |
28,290 |
28,068 |
|
R1 |
28,143 |
28,143 |
28,031 |
28,217 |
PP |
27,894 |
27,894 |
27,894 |
27,931 |
S1 |
27,747 |
27,747 |
27,959 |
27,821 |
S2 |
27,498 |
27,498 |
27,923 |
|
S3 |
27,102 |
27,351 |
27,886 |
|
S4 |
26,706 |
26,955 |
27,777 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,291 |
29,851 |
28,073 |
|
R3 |
29,368 |
28,928 |
27,819 |
|
R2 |
28,445 |
28,445 |
27,734 |
|
R1 |
28,005 |
28,005 |
27,650 |
28,225 |
PP |
27,522 |
27,522 |
27,522 |
27,632 |
S1 |
27,082 |
27,082 |
27,481 |
27,302 |
S2 |
26,599 |
26,599 |
27,396 |
|
S3 |
25,676 |
26,159 |
27,311 |
|
S4 |
24,753 |
25,236 |
27,057 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,042 |
27,039 |
1,003 |
3.6% |
544 |
1.9% |
95% |
True |
False |
238,235 |
10 |
28,042 |
26,407 |
1,635 |
5.8% |
568 |
2.0% |
97% |
True |
False |
227,665 |
20 |
28,283 |
26,407 |
1,876 |
6.7% |
602 |
2.1% |
85% |
False |
False |
183,189 |
40 |
29,050 |
26,407 |
2,643 |
9.4% |
511 |
1.8% |
60% |
False |
False |
91,757 |
60 |
29,050 |
25,761 |
3,289 |
11.7% |
472 |
1.7% |
68% |
False |
False |
61,211 |
80 |
29,050 |
24,350 |
4,700 |
16.8% |
525 |
1.9% |
78% |
False |
False |
45,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,725 |
2.618 |
29,079 |
1.618 |
28,683 |
1.000 |
28,438 |
0.618 |
28,287 |
HIGH |
28,042 |
0.618 |
27,891 |
0.500 |
27,844 |
0.382 |
27,797 |
LOW |
27,646 |
0.618 |
27,401 |
1.000 |
27,250 |
1.618 |
27,005 |
2.618 |
26,609 |
4.250 |
25,963 |
|
|
Fisher Pivots for day following 05-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
27,945 |
27,855 |
PP |
27,894 |
27,715 |
S1 |
27,844 |
27,576 |
|