Trading Metrics calculated at close of trading on 02-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,891.2 |
1,911.0 |
19.8 |
1.0% |
1,862.7 |
High |
1,917.9 |
1,923.6 |
5.7 |
0.3% |
1,923.6 |
Low |
1,890.0 |
1,895.2 |
5.2 |
0.3% |
1,851.1 |
Close |
1,916.3 |
1,907.6 |
-8.7 |
-0.5% |
1,907.6 |
Range |
27.9 |
28.4 |
0.5 |
1.8% |
72.5 |
ATR |
34.9 |
34.4 |
-0.5 |
-1.3% |
0.0 |
Volume |
262,086 |
212,728 |
-49,358 |
-18.8% |
1,188,392 |
|
Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.0 |
1,979.2 |
1,923.2 |
|
R3 |
1,965.6 |
1,950.8 |
1,915.4 |
|
R2 |
1,937.2 |
1,937.2 |
1,912.8 |
|
R1 |
1,922.4 |
1,922.4 |
1,910.2 |
1,915.6 |
PP |
1,908.8 |
1,908.8 |
1,908.8 |
1,905.4 |
S1 |
1,894.0 |
1,894.0 |
1,905.0 |
1,887.2 |
S2 |
1,880.4 |
1,880.4 |
1,902.4 |
|
S3 |
1,852.0 |
1,865.6 |
1,899.8 |
|
S4 |
1,823.6 |
1,837.2 |
1,892.0 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,111.6 |
2,082.1 |
1,947.5 |
|
R3 |
2,039.1 |
2,009.6 |
1,927.5 |
|
R2 |
1,966.6 |
1,966.6 |
1,920.9 |
|
R1 |
1,937.1 |
1,937.1 |
1,914.2 |
1,951.9 |
PP |
1,894.1 |
1,894.1 |
1,894.1 |
1,901.5 |
S1 |
1,864.6 |
1,864.6 |
1,901.0 |
1,879.4 |
S2 |
1,821.6 |
1,821.6 |
1,894.3 |
|
S3 |
1,749.1 |
1,792.1 |
1,887.7 |
|
S4 |
1,676.6 |
1,719.6 |
1,867.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,923.6 |
1,851.1 |
72.5 |
3.8% |
28.0 |
1.5% |
78% |
True |
False |
237,678 |
10 |
1,962.9 |
1,851.0 |
111.9 |
5.9% |
35.3 |
1.8% |
51% |
False |
False |
284,522 |
20 |
1,983.8 |
1,851.0 |
132.8 |
7.0% |
31.6 |
1.7% |
43% |
False |
False |
272,855 |
40 |
2,089.2 |
1,851.0 |
238.2 |
12.5% |
41.7 |
2.2% |
24% |
False |
False |
311,127 |
60 |
2,089.2 |
1,819.3 |
269.9 |
14.1% |
38.6 |
2.0% |
33% |
False |
False |
250,495 |
80 |
2,089.2 |
1,724.6 |
364.6 |
19.1% |
35.4 |
1.9% |
50% |
False |
False |
190,889 |
100 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
34.2 |
1.8% |
54% |
False |
False |
153,877 |
120 |
2,089.2 |
1,670.3 |
418.9 |
22.0% |
34.1 |
1.8% |
57% |
False |
False |
128,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,044.3 |
2.618 |
1,998.0 |
1.618 |
1,969.6 |
1.000 |
1,952.0 |
0.618 |
1,941.2 |
HIGH |
1,923.6 |
0.618 |
1,912.8 |
0.500 |
1,909.4 |
0.382 |
1,906.0 |
LOW |
1,895.2 |
0.618 |
1,877.6 |
1.000 |
1,866.8 |
1.618 |
1,849.2 |
2.618 |
1,820.8 |
4.250 |
1,774.5 |
|
|
Fisher Pivots for day following 02-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,909.4 |
1,906.6 |
PP |
1,908.8 |
1,905.7 |
S1 |
1,908.2 |
1,904.7 |
|