| 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 |
11,345.24 |
11,476.68 |
131.44 |
1.2% |
11,332.32 |
| High |
11,512.06 |
11,536.42 |
24.36 |
0.2% |
11,606.73 |
| Low |
11,336.07 |
11,256.26 |
-79.81 |
-0.7% |
11,225.17 |
| Close |
11,509.06 |
11,291.27 |
-217.79 |
-1.9% |
11,255.69 |
| Range |
175.99 |
280.16 |
104.17 |
59.2% |
381.56 |
| ATR |
278.04 |
278.19 |
0.15 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,201.80 |
12,026.69 |
11,445.36 |
|
| R3 |
11,921.64 |
11,746.53 |
11,368.31 |
|
| R2 |
11,641.48 |
11,641.48 |
11,342.63 |
|
| R1 |
11,466.37 |
11,466.37 |
11,316.95 |
11,413.85 |
| PP |
11,361.32 |
11,361.32 |
11,361.32 |
11,335.05 |
| S1 |
11,186.21 |
11,186.21 |
11,265.59 |
11,133.69 |
| S2 |
11,081.16 |
11,081.16 |
11,239.91 |
|
| S3 |
10,801.00 |
10,906.05 |
11,214.23 |
|
| S4 |
10,520.84 |
10,625.89 |
11,137.18 |
|
|
| 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 |
3.4% |
206.93 |
1.8% |
17% |
False |
False |
|
| 10 |
11,606.73 |
10,728.41 |
878.32 |
7.8% |
224.89 |
2.0% |
64% |
False |
False |
|
| 20 |
11,606.73 |
10,677.85 |
928.88 |
8.2% |
252.90 |
2.2% |
66% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.6% |
237.72 |
2.1% |
35% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
18.8% |
221.96 |
2.0% |
46% |
False |
False |
|
| 80 |
12,439.48 |
9,489.58 |
2,949.90 |
26.1% |
216.85 |
1.9% |
61% |
False |
False |
|
| 100 |
12,439.48 |
8,958.08 |
3,481.40 |
30.8% |
207.96 |
1.8% |
67% |
False |
False |
|
| 120 |
12,439.48 |
8,359.84 |
4,079.64 |
36.1% |
202.96 |
1.8% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,727.10 |
|
2.618 |
12,269.88 |
|
1.618 |
11,989.72 |
|
1.000 |
11,816.58 |
|
0.618 |
11,709.56 |
|
HIGH |
11,536.42 |
|
0.618 |
11,429.40 |
|
0.500 |
11,396.34 |
|
0.382 |
11,363.28 |
|
LOW |
11,256.26 |
|
0.618 |
11,083.12 |
|
1.000 |
10,976.10 |
|
1.618 |
10,802.96 |
|
2.618 |
10,522.80 |
|
4.250 |
10,065.58 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,396.34 |
11,380.80 |
| PP |
11,361.32 |
11,350.95 |
| S1 |
11,326.29 |
11,321.11 |
|