| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,903.2 |
1,891.2 |
-12.0 |
-0.6% |
1,957.3 |
| High |
1,908.2 |
1,917.9 |
9.7 |
0.5% |
1,962.9 |
| Low |
1,885.8 |
1,890.0 |
4.2 |
0.2% |
1,851.0 |
| Close |
1,895.5 |
1,916.3 |
20.8 |
1.1% |
1,866.3 |
| Range |
22.4 |
27.9 |
5.5 |
24.6% |
111.9 |
| ATR |
35.4 |
34.9 |
-0.5 |
-1.5% |
0.0 |
| Volume |
259,868 |
262,086 |
2,218 |
0.9% |
1,656,832 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,991.8 |
1,981.9 |
1,931.6 |
|
| R3 |
1,963.9 |
1,954.0 |
1,924.0 |
|
| R2 |
1,936.0 |
1,936.0 |
1,921.4 |
|
| R1 |
1,926.1 |
1,926.1 |
1,918.9 |
1,931.1 |
| PP |
1,908.1 |
1,908.1 |
1,908.1 |
1,910.5 |
| S1 |
1,898.2 |
1,898.2 |
1,913.7 |
1,903.2 |
| S2 |
1,880.2 |
1,880.2 |
1,911.2 |
|
| S3 |
1,852.3 |
1,870.3 |
1,908.6 |
|
| S4 |
1,824.4 |
1,842.4 |
1,901.0 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.1 |
2,159.6 |
1,927.8 |
|
| R3 |
2,117.2 |
2,047.7 |
1,897.1 |
|
| R2 |
2,005.3 |
2,005.3 |
1,886.8 |
|
| R1 |
1,935.8 |
1,935.8 |
1,876.6 |
1,914.6 |
| PP |
1,893.4 |
1,893.4 |
1,893.4 |
1,882.8 |
| S1 |
1,823.9 |
1,823.9 |
1,856.0 |
1,802.7 |
| S2 |
1,781.5 |
1,781.5 |
1,845.8 |
|
| S3 |
1,669.6 |
1,712.0 |
1,835.5 |
|
| S4 |
1,557.7 |
1,600.1 |
1,804.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,917.9 |
1,851.1 |
66.8 |
3.5% |
27.3 |
1.4% |
98% |
True |
False |
241,304 |
| 10 |
1,968.2 |
1,851.0 |
117.2 |
6.1% |
34.2 |
1.8% |
56% |
False |
False |
280,857 |
| 20 |
1,983.8 |
1,851.0 |
132.8 |
6.9% |
31.7 |
1.7% |
49% |
False |
False |
277,370 |
| 40 |
2,089.2 |
1,851.0 |
238.2 |
12.4% |
41.8 |
2.2% |
27% |
False |
False |
313,628 |
| 60 |
2,089.2 |
1,819.3 |
269.9 |
14.1% |
38.6 |
2.0% |
36% |
False |
False |
247,761 |
| 80 |
2,089.2 |
1,724.6 |
364.6 |
19.0% |
35.4 |
1.8% |
53% |
False |
False |
188,332 |
| 100 |
2,089.2 |
1,690.1 |
399.1 |
20.8% |
34.2 |
1.8% |
57% |
False |
False |
151,808 |
| 120 |
2,089.2 |
1,670.3 |
418.9 |
21.9% |
34.2 |
1.8% |
59% |
False |
False |
127,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,036.5 |
|
2.618 |
1,990.9 |
|
1.618 |
1,963.0 |
|
1.000 |
1,945.8 |
|
0.618 |
1,935.1 |
|
HIGH |
1,917.9 |
|
0.618 |
1,907.2 |
|
0.500 |
1,904.0 |
|
0.382 |
1,900.7 |
|
LOW |
1,890.0 |
|
0.618 |
1,872.8 |
|
1.000 |
1,862.1 |
|
1.618 |
1,844.9 |
|
2.618 |
1,817.0 |
|
4.250 |
1,771.4 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,912.2 |
1,910.7 |
| PP |
1,908.1 |
1,905.0 |
| S1 |
1,904.0 |
1,899.4 |
|