| 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 |
1,911.0 |
1,910.9 |
-0.1 |
0.0% |
1,862.7 |
| High |
1,923.6 |
1,924.9 |
1.3 |
0.1% |
1,923.6 |
| Low |
1,895.2 |
1,891.2 |
-4.0 |
-0.2% |
1,851.1 |
| Close |
1,907.6 |
1,920.1 |
12.5 |
0.7% |
1,907.6 |
| Range |
28.4 |
33.7 |
5.3 |
18.7% |
72.5 |
| ATR |
34.4 |
34.4 |
-0.1 |
-0.1% |
0.0 |
| Volume |
212,728 |
177,587 |
-35,141 |
-16.5% |
1,188,392 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,013.2 |
2,000.3 |
1,938.6 |
|
| R3 |
1,979.5 |
1,966.6 |
1,929.4 |
|
| R2 |
1,945.8 |
1,945.8 |
1,926.3 |
|
| R1 |
1,932.9 |
1,932.9 |
1,923.2 |
1,939.4 |
| PP |
1,912.1 |
1,912.1 |
1,912.1 |
1,915.3 |
| S1 |
1,899.2 |
1,899.2 |
1,917.0 |
1,905.7 |
| S2 |
1,878.4 |
1,878.4 |
1,913.9 |
|
| S3 |
1,844.7 |
1,865.5 |
1,910.8 |
|
| S4 |
1,811.0 |
1,831.8 |
1,901.6 |
|
|
| 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 |
1,924.9 |
1,880.8 |
44.1 |
2.3% |
27.3 |
1.4% |
89% |
True |
False |
226,012 |
| 10 |
1,925.5 |
1,851.0 |
74.5 |
3.9% |
30.9 |
1.6% |
93% |
False |
False |
263,614 |
| 20 |
1,983.8 |
1,851.0 |
132.8 |
6.9% |
31.6 |
1.6% |
52% |
False |
False |
266,497 |
| 40 |
2,060.8 |
1,851.0 |
209.8 |
10.9% |
41.0 |
2.1% |
33% |
False |
False |
305,614 |
| 60 |
2,089.2 |
1,819.3 |
269.9 |
14.1% |
38.9 |
2.0% |
37% |
False |
False |
252,786 |
| 80 |
2,089.2 |
1,724.6 |
364.6 |
19.0% |
35.5 |
1.8% |
54% |
False |
False |
193,027 |
| 100 |
2,089.2 |
1,690.1 |
399.1 |
20.8% |
34.3 |
1.8% |
58% |
False |
False |
155,591 |
| 120 |
2,089.2 |
1,670.3 |
418.9 |
21.8% |
34.2 |
1.8% |
60% |
False |
False |
130,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,068.1 |
|
2.618 |
2,013.1 |
|
1.618 |
1,979.4 |
|
1.000 |
1,958.6 |
|
0.618 |
1,945.7 |
|
HIGH |
1,924.9 |
|
0.618 |
1,912.0 |
|
0.500 |
1,908.1 |
|
0.382 |
1,904.1 |
|
LOW |
1,891.2 |
|
0.618 |
1,870.4 |
|
1.000 |
1,857.5 |
|
1.618 |
1,836.7 |
|
2.618 |
1,803.0 |
|
4.250 |
1,748.0 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,916.1 |
1,915.9 |
| PP |
1,912.1 |
1,911.7 |
| S1 |
1,908.1 |
1,907.5 |
|