| 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 |
1,910.9 |
1,917.8 |
6.9 |
0.4% |
1,862.7 |
| High |
1,924.9 |
1,927.0 |
2.1 |
0.1% |
1,923.6 |
| Low |
1,891.2 |
1,878.2 |
-13.0 |
-0.7% |
1,851.1 |
| Close |
1,920.1 |
1,908.8 |
-11.3 |
-0.6% |
1,907.6 |
| Range |
33.7 |
48.8 |
15.1 |
44.8% |
72.5 |
| ATR |
34.4 |
35.4 |
1.0 |
3.0% |
0.0 |
| Volume |
177,587 |
219,440 |
41,853 |
23.6% |
1,188,392 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,051.1 |
2,028.7 |
1,935.6 |
|
| R3 |
2,002.3 |
1,979.9 |
1,922.2 |
|
| R2 |
1,953.5 |
1,953.5 |
1,917.7 |
|
| R1 |
1,931.1 |
1,931.1 |
1,913.3 |
1,917.9 |
| PP |
1,904.7 |
1,904.7 |
1,904.7 |
1,898.1 |
| S1 |
1,882.3 |
1,882.3 |
1,904.3 |
1,869.1 |
| S2 |
1,855.9 |
1,855.9 |
1,899.9 |
|
| S3 |
1,807.1 |
1,833.5 |
1,895.4 |
|
| S4 |
1,758.3 |
1,784.7 |
1,882.0 |
|
|
| 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 |
1,927.0 |
1,878.2 |
48.8 |
2.6% |
32.2 |
1.7% |
63% |
True |
True |
226,341 |
| 10 |
1,927.0 |
1,851.0 |
76.0 |
4.0% |
33.1 |
1.7% |
76% |
True |
False |
257,287 |
| 20 |
1,983.8 |
1,851.0 |
132.8 |
7.0% |
32.2 |
1.7% |
44% |
False |
False |
256,668 |
| 40 |
2,040.5 |
1,851.0 |
189.5 |
9.9% |
41.3 |
2.2% |
31% |
False |
False |
304,817 |
| 60 |
2,089.2 |
1,819.3 |
269.9 |
14.1% |
39.4 |
2.1% |
33% |
False |
False |
255,841 |
| 80 |
2,089.2 |
1,724.6 |
364.6 |
19.1% |
35.8 |
1.9% |
51% |
False |
False |
195,725 |
| 100 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
34.5 |
1.8% |
55% |
False |
False |
157,745 |
| 120 |
2,089.2 |
1,670.3 |
418.9 |
21.9% |
34.2 |
1.8% |
57% |
False |
False |
132,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,134.4 |
|
2.618 |
2,054.8 |
|
1.618 |
2,006.0 |
|
1.000 |
1,975.8 |
|
0.618 |
1,957.2 |
|
HIGH |
1,927.0 |
|
0.618 |
1,908.4 |
|
0.500 |
1,902.6 |
|
0.382 |
1,896.8 |
|
LOW |
1,878.2 |
|
0.618 |
1,848.0 |
|
1.000 |
1,829.4 |
|
1.618 |
1,799.2 |
|
2.618 |
1,750.4 |
|
4.250 |
1,670.8 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.7 |
1,906.7 |
| PP |
1,904.7 |
1,904.7 |
| S1 |
1,902.6 |
1,902.6 |
|