| 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 |
1,544.8 |
1,576.0 |
31.2 |
2.0% |
1,468.5 |
| High |
1,579.9 |
1,617.7 |
37.8 |
2.4% |
1,542.4 |
| Low |
1,536.9 |
1,563.1 |
26.2 |
1.7% |
1,468.5 |
| Close |
1,576.1 |
1,574.2 |
-1.9 |
-0.1% |
1,534.0 |
| Range |
43.0 |
54.6 |
11.6 |
27.0% |
73.9 |
| ATR |
40.4 |
41.4 |
1.0 |
2.5% |
0.0 |
| Volume |
146,780 |
281,945 |
135,165 |
92.1% |
899,580 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,748.8 |
1,716.1 |
1,604.2 |
|
| R3 |
1,694.2 |
1,661.5 |
1,589.2 |
|
| R2 |
1,639.6 |
1,639.6 |
1,584.2 |
|
| R1 |
1,606.9 |
1,606.9 |
1,579.2 |
1,596.0 |
| PP |
1,585.0 |
1,585.0 |
1,585.0 |
1,579.5 |
| S1 |
1,552.3 |
1,552.3 |
1,569.2 |
1,541.4 |
| S2 |
1,530.4 |
1,530.4 |
1,564.2 |
|
| S3 |
1,475.8 |
1,497.7 |
1,559.2 |
|
| S4 |
1,421.2 |
1,443.1 |
1,544.2 |
|
|
| 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 |
1,617.7 |
1,485.8 |
131.9 |
8.4% |
44.3 |
2.8% |
67% |
True |
False |
206,915 |
| 10 |
1,617.7 |
1,426.2 |
191.5 |
12.2% |
43.7 |
2.8% |
77% |
True |
False |
190,107 |
| 20 |
1,617.7 |
1,426.2 |
191.5 |
12.2% |
42.5 |
2.7% |
77% |
True |
False |
185,184 |
| 40 |
1,617.7 |
1,426.2 |
191.5 |
12.2% |
36.1 |
2.3% |
77% |
True |
False |
92,824 |
| 60 |
1,617.7 |
1,387.8 |
229.9 |
14.6% |
33.8 |
2.1% |
81% |
True |
False |
61,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,849.8 |
|
2.618 |
1,760.6 |
|
1.618 |
1,706.0 |
|
1.000 |
1,672.3 |
|
0.618 |
1,651.4 |
|
HIGH |
1,617.7 |
|
0.618 |
1,596.8 |
|
0.500 |
1,590.4 |
|
0.382 |
1,584.0 |
|
LOW |
1,563.1 |
|
0.618 |
1,529.4 |
|
1.000 |
1,508.5 |
|
1.618 |
1,474.8 |
|
2.618 |
1,420.2 |
|
4.250 |
1,331.1 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,590.4 |
1,567.5 |
| PP |
1,585.0 |
1,560.9 |
| S1 |
1,579.6 |
1,554.2 |
|