| 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 |
1,499.3 |
1,526.3 |
27.0 |
1.8% |
1,468.5 |
| High |
1,530.3 |
1,542.4 |
12.1 |
0.8% |
1,542.4 |
| Low |
1,499.3 |
1,490.7 |
-8.6 |
-0.6% |
1,468.5 |
| Close |
1,527.4 |
1,534.0 |
6.6 |
0.4% |
1,534.0 |
| Range |
31.0 |
51.7 |
20.7 |
66.8% |
73.9 |
| ATR |
39.1 |
40.0 |
0.9 |
2.3% |
0.0 |
| Volume |
186,383 |
210,629 |
24,246 |
13.0% |
899,580 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,677.5 |
1,657.4 |
1,562.4 |
|
| R3 |
1,625.8 |
1,605.7 |
1,548.2 |
|
| R2 |
1,574.1 |
1,574.1 |
1,543.5 |
|
| R1 |
1,554.0 |
1,554.0 |
1,538.7 |
1,564.1 |
| PP |
1,522.4 |
1,522.4 |
1,522.4 |
1,527.4 |
| S1 |
1,502.3 |
1,502.3 |
1,529.3 |
1,512.4 |
| S2 |
1,470.7 |
1,470.7 |
1,524.5 |
|
| S3 |
1,419.0 |
1,450.6 |
1,519.8 |
|
| S4 |
1,367.3 |
1,398.9 |
1,505.6 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,736.7 |
1,709.2 |
1,574.6 |
|
| R3 |
1,662.8 |
1,635.3 |
1,554.3 |
|
| R2 |
1,588.9 |
1,588.9 |
1,547.5 |
|
| R1 |
1,561.4 |
1,561.4 |
1,540.8 |
1,575.2 |
| PP |
1,515.0 |
1,515.0 |
1,515.0 |
1,521.8 |
| S1 |
1,487.5 |
1,487.5 |
1,527.2 |
1,501.3 |
| S2 |
1,441.1 |
1,441.1 |
1,520.5 |
|
| S3 |
1,367.2 |
1,413.6 |
1,513.7 |
|
| S4 |
1,293.3 |
1,339.7 |
1,493.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,542.4 |
1,468.5 |
73.9 |
4.8% |
38.8 |
2.5% |
89% |
True |
False |
179,916 |
| 10 |
1,542.4 |
1,426.2 |
116.2 |
7.6% |
44.3 |
2.9% |
93% |
True |
False |
186,412 |
| 20 |
1,569.6 |
1,426.2 |
143.4 |
9.3% |
44.1 |
2.9% |
75% |
False |
False |
164,015 |
| 40 |
1,601.5 |
1,426.2 |
175.3 |
11.4% |
35.3 |
2.3% |
61% |
False |
False |
82,108 |
| 60 |
1,601.5 |
1,372.2 |
229.3 |
14.9% |
33.8 |
2.2% |
71% |
False |
False |
54,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,762.1 |
|
2.618 |
1,677.8 |
|
1.618 |
1,626.1 |
|
1.000 |
1,594.1 |
|
0.618 |
1,574.4 |
|
HIGH |
1,542.4 |
|
0.618 |
1,522.7 |
|
0.500 |
1,516.6 |
|
0.382 |
1,510.4 |
|
LOW |
1,490.7 |
|
0.618 |
1,458.7 |
|
1.000 |
1,439.0 |
|
1.618 |
1,407.0 |
|
2.618 |
1,355.3 |
|
4.250 |
1,271.0 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,528.2 |
1,527.4 |
| PP |
1,522.4 |
1,520.7 |
| S1 |
1,516.6 |
1,514.1 |
|