| 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 |
1,504.2 |
1,499.3 |
-4.9 |
-0.3% |
1,534.8 |
| High |
1,526.9 |
1,530.3 |
3.4 |
0.2% |
1,538.5 |
| Low |
1,485.8 |
1,499.3 |
13.5 |
0.9% |
1,426.2 |
| Close |
1,504.4 |
1,527.4 |
23.0 |
1.5% |
1,467.2 |
| Range |
41.1 |
31.0 |
-10.1 |
-24.6% |
112.3 |
| ATR |
39.7 |
39.1 |
-0.6 |
-1.6% |
0.0 |
| Volume |
208,840 |
186,383 |
-22,457 |
-10.8% |
964,541 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,612.0 |
1,600.7 |
1,544.5 |
|
| R3 |
1,581.0 |
1,569.7 |
1,535.9 |
|
| R2 |
1,550.0 |
1,550.0 |
1,533.1 |
|
| R1 |
1,538.7 |
1,538.7 |
1,530.2 |
1,544.4 |
| PP |
1,519.0 |
1,519.0 |
1,519.0 |
1,521.8 |
| S1 |
1,507.7 |
1,507.7 |
1,524.6 |
1,513.4 |
| S2 |
1,488.0 |
1,488.0 |
1,521.7 |
|
| S3 |
1,457.0 |
1,476.7 |
1,518.9 |
|
| S4 |
1,426.0 |
1,445.7 |
1,510.4 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,814.2 |
1,753.0 |
1,529.0 |
|
| R3 |
1,701.9 |
1,640.7 |
1,498.1 |
|
| R2 |
1,589.6 |
1,589.6 |
1,487.8 |
|
| R1 |
1,528.4 |
1,528.4 |
1,477.5 |
1,502.9 |
| PP |
1,477.3 |
1,477.3 |
1,477.3 |
1,464.5 |
| S1 |
1,416.1 |
1,416.1 |
1,456.9 |
1,390.6 |
| S2 |
1,365.0 |
1,365.0 |
1,446.6 |
|
| S3 |
1,252.7 |
1,303.8 |
1,436.3 |
|
| S4 |
1,140.4 |
1,191.5 |
1,405.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,530.3 |
1,428.7 |
101.6 |
6.7% |
37.5 |
2.5% |
97% |
True |
False |
170,357 |
| 10 |
1,553.1 |
1,426.2 |
126.9 |
8.3% |
43.3 |
2.8% |
80% |
False |
False |
184,377 |
| 20 |
1,591.5 |
1,426.2 |
165.3 |
10.8% |
44.5 |
2.9% |
61% |
False |
False |
153,548 |
| 40 |
1,601.5 |
1,426.2 |
175.3 |
11.5% |
34.4 |
2.3% |
58% |
False |
False |
76,843 |
| 60 |
1,601.5 |
1,372.2 |
229.3 |
15.0% |
33.8 |
2.2% |
68% |
False |
False |
51,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,662.1 |
|
2.618 |
1,611.5 |
|
1.618 |
1,580.5 |
|
1.000 |
1,561.3 |
|
0.618 |
1,549.5 |
|
HIGH |
1,530.3 |
|
0.618 |
1,518.5 |
|
0.500 |
1,514.8 |
|
0.382 |
1,511.1 |
|
LOW |
1,499.3 |
|
0.618 |
1,480.1 |
|
1.000 |
1,468.3 |
|
1.618 |
1,449.1 |
|
2.618 |
1,418.1 |
|
4.250 |
1,367.6 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,523.2 |
1,521.0 |
| PP |
1,519.0 |
1,514.5 |
| S1 |
1,514.8 |
1,508.1 |
|