| 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 |
11,328.85 |
11,345.24 |
16.39 |
0.1% |
11,332.32 |
| High |
11,479.08 |
11,512.06 |
32.98 |
0.3% |
11,606.73 |
| Low |
11,225.17 |
11,336.07 |
110.90 |
1.0% |
11,225.17 |
| Close |
11,255.69 |
11,509.06 |
253.37 |
2.3% |
11,255.69 |
| Range |
253.91 |
175.99 |
-77.92 |
-30.7% |
381.56 |
| ATR |
279.70 |
278.04 |
-1.67 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,980.37 |
11,920.70 |
11,605.85 |
|
| R3 |
11,804.38 |
11,744.71 |
11,557.46 |
|
| R2 |
11,628.39 |
11,628.39 |
11,541.32 |
|
| R1 |
11,568.72 |
11,568.72 |
11,525.19 |
11,598.56 |
| PP |
11,452.40 |
11,452.40 |
11,452.40 |
11,467.31 |
| S1 |
11,392.73 |
11,392.73 |
11,492.93 |
11,422.57 |
| S2 |
11,276.41 |
11,276.41 |
11,476.80 |
|
| S3 |
11,100.42 |
11,216.74 |
11,460.66 |
|
| S4 |
10,924.43 |
11,040.75 |
11,412.27 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,507.21 |
12,263.01 |
11,465.55 |
|
| R3 |
12,125.65 |
11,881.45 |
11,360.62 |
|
| R2 |
11,744.09 |
11,744.09 |
11,325.64 |
|
| R1 |
11,499.89 |
11,499.89 |
11,290.67 |
11,431.21 |
| PP |
11,362.53 |
11,362.53 |
11,362.53 |
11,328.19 |
| S1 |
11,118.33 |
11,118.33 |
11,220.71 |
11,049.65 |
| S2 |
10,980.97 |
10,980.97 |
11,185.74 |
|
| S3 |
10,599.41 |
10,736.77 |
11,150.76 |
|
| S4 |
10,217.85 |
10,355.21 |
11,045.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,606.73 |
11,225.17 |
381.56 |
3.3% |
168.98 |
1.5% |
74% |
False |
False |
|
| 10 |
11,606.73 |
10,728.41 |
878.32 |
7.6% |
223.25 |
1.9% |
89% |
False |
False |
|
| 20 |
11,606.73 |
10,677.85 |
928.88 |
8.1% |
256.16 |
2.2% |
89% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.3% |
236.15 |
2.1% |
47% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
18.5% |
225.53 |
2.0% |
56% |
False |
False |
|
| 80 |
12,439.48 |
9,489.58 |
2,949.90 |
25.6% |
217.72 |
1.9% |
68% |
False |
False |
|
| 100 |
12,439.48 |
8,860.77 |
3,578.71 |
31.1% |
207.53 |
1.8% |
74% |
False |
False |
|
| 120 |
12,439.48 |
8,359.84 |
4,079.64 |
35.4% |
202.19 |
1.8% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,260.02 |
|
2.618 |
11,972.80 |
|
1.618 |
11,796.81 |
|
1.000 |
11,688.05 |
|
0.618 |
11,620.82 |
|
HIGH |
11,512.06 |
|
0.618 |
11,444.83 |
|
0.500 |
11,424.07 |
|
0.382 |
11,403.30 |
|
LOW |
11,336.07 |
|
0.618 |
11,227.31 |
|
1.000 |
11,160.08 |
|
1.618 |
11,051.32 |
|
2.618 |
10,875.33 |
|
4.250 |
10,588.11 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,480.73 |
11,478.02 |
| PP |
11,452.40 |
11,446.99 |
| S1 |
11,424.07 |
11,415.95 |
|