| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,476.68 |
11,412.65 |
-64.03 |
-0.6% |
11,332.32 |
| High |
11,536.42 |
11,519.55 |
-16.87 |
-0.1% |
11,606.73 |
| Low |
11,256.26 |
11,382.48 |
126.22 |
1.1% |
11,225.17 |
| Close |
11,291.27 |
11,503.19 |
211.92 |
1.9% |
11,255.69 |
| Range |
280.16 |
137.07 |
-143.09 |
-51.1% |
381.56 |
| ATR |
278.19 |
274.62 |
-3.56 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,879.62 |
11,828.47 |
11,578.58 |
|
| R3 |
11,742.55 |
11,691.40 |
11,540.88 |
|
| R2 |
11,605.48 |
11,605.48 |
11,528.32 |
|
| R1 |
11,554.33 |
11,554.33 |
11,515.75 |
11,579.91 |
| PP |
11,468.41 |
11,468.41 |
11,468.41 |
11,481.19 |
| S1 |
11,417.26 |
11,417.26 |
11,490.63 |
11,442.84 |
| S2 |
11,331.34 |
11,331.34 |
11,478.06 |
|
| S3 |
11,194.27 |
11,280.19 |
11,465.50 |
|
| S4 |
11,057.20 |
11,143.12 |
11,427.80 |
|
|
| 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% |
193.05 |
1.7% |
73% |
False |
False |
|
| 10 |
11,606.73 |
10,728.41 |
878.32 |
7.6% |
201.24 |
1.7% |
88% |
False |
False |
|
| 20 |
11,606.73 |
10,677.85 |
928.88 |
8.1% |
245.59 |
2.1% |
89% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.3% |
235.25 |
2.0% |
47% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
18.5% |
218.73 |
1.9% |
56% |
False |
False |
|
| 80 |
12,439.48 |
9,742.89 |
2,696.59 |
23.4% |
214.57 |
1.9% |
65% |
False |
False |
|
| 100 |
12,439.48 |
9,182.45 |
3,257.03 |
28.3% |
207.34 |
1.8% |
71% |
False |
False |
|
| 120 |
12,439.48 |
8,359.84 |
4,079.64 |
35.5% |
202.65 |
1.8% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,102.10 |
|
2.618 |
11,878.40 |
|
1.618 |
11,741.33 |
|
1.000 |
11,656.62 |
|
0.618 |
11,604.26 |
|
HIGH |
11,519.55 |
|
0.618 |
11,467.19 |
|
0.500 |
11,451.02 |
|
0.382 |
11,434.84 |
|
LOW |
11,382.48 |
|
0.618 |
11,297.77 |
|
1.000 |
11,245.41 |
|
1.618 |
11,160.70 |
|
2.618 |
11,023.63 |
|
4.250 |
10,799.93 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,485.80 |
11,467.57 |
| PP |
11,468.41 |
11,431.96 |
| S1 |
11,451.02 |
11,396.34 |
|