| 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 |
27,740 |
28,010 |
270 |
1.0% |
27,060 |
| High |
28,042 |
28,232 |
190 |
0.7% |
27,962 |
| Low |
27,646 |
27,531 |
-115 |
-0.4% |
27,039 |
| Close |
27,995 |
27,700 |
-295 |
-1.1% |
27,565 |
| Range |
396 |
701 |
305 |
77.0% |
923 |
| ATR |
567 |
577 |
10 |
1.7% |
0 |
| Volume |
169,813 |
287,020 |
117,207 |
69.0% |
1,203,306 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,924 |
29,513 |
28,086 |
|
| R3 |
29,223 |
28,812 |
27,893 |
|
| R2 |
28,522 |
28,522 |
27,829 |
|
| R1 |
28,111 |
28,111 |
27,764 |
27,966 |
| PP |
27,821 |
27,821 |
27,821 |
27,749 |
| S1 |
27,410 |
27,410 |
27,636 |
27,265 |
| S2 |
27,120 |
27,120 |
27,572 |
|
| S3 |
26,419 |
26,709 |
27,507 |
|
| S4 |
25,718 |
26,008 |
27,315 |
|
|
| 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 |
28,232 |
27,039 |
1,193 |
4.3% |
603 |
2.2% |
55% |
True |
False |
260,609 |
| 10 |
28,232 |
26,407 |
1,825 |
6.6% |
603 |
2.2% |
71% |
True |
False |
236,433 |
| 20 |
28,251 |
26,407 |
1,844 |
6.7% |
589 |
2.1% |
70% |
False |
False |
197,372 |
| 40 |
29,050 |
26,407 |
2,643 |
9.5% |
518 |
1.9% |
49% |
False |
False |
98,928 |
| 60 |
29,050 |
25,761 |
3,289 |
11.9% |
474 |
1.7% |
59% |
False |
False |
65,990 |
| 80 |
29,050 |
24,350 |
4,700 |
17.0% |
524 |
1.9% |
71% |
False |
False |
49,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,211 |
|
2.618 |
30,067 |
|
1.618 |
29,366 |
|
1.000 |
28,933 |
|
0.618 |
28,665 |
|
HIGH |
28,232 |
|
0.618 |
27,964 |
|
0.500 |
27,882 |
|
0.382 |
27,799 |
|
LOW |
27,531 |
|
0.618 |
27,098 |
|
1.000 |
26,830 |
|
1.618 |
26,397 |
|
2.618 |
25,696 |
|
4.250 |
24,552 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,882 |
27,690 |
| PP |
27,821 |
27,680 |
| S1 |
27,761 |
27,671 |
|