| 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 |
5,875.0 |
5,844.5 |
-30.5 |
-0.5% |
5,969.0 |
| High |
5,904.0 |
5,900.0 |
-4.0 |
-0.1% |
5,980.0 |
| Low |
5,816.0 |
5,821.5 |
5.5 |
0.1% |
5,739.5 |
| Close |
5,841.5 |
5,850.5 |
9.0 |
0.2% |
5,802.5 |
| Range |
88.0 |
78.5 |
-9.5 |
-10.8% |
240.5 |
| ATR |
105.0 |
103.1 |
-1.9 |
-1.8% |
0.0 |
| Volume |
109,087 |
93,942 |
-15,145 |
-13.9% |
564,558 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,093.0 |
6,050.0 |
5,893.5 |
|
| R3 |
6,014.5 |
5,971.5 |
5,872.0 |
|
| R2 |
5,936.0 |
5,936.0 |
5,865.0 |
|
| R1 |
5,893.0 |
5,893.0 |
5,857.5 |
5,914.5 |
| PP |
5,857.5 |
5,857.5 |
5,857.5 |
5,868.0 |
| S1 |
5,814.5 |
5,814.5 |
5,843.5 |
5,836.0 |
| S2 |
5,779.0 |
5,779.0 |
5,836.0 |
|
| S3 |
5,700.5 |
5,736.0 |
5,829.0 |
|
| S4 |
5,622.0 |
5,657.5 |
5,807.5 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,562.0 |
6,423.0 |
5,935.0 |
|
| R3 |
6,321.5 |
6,182.5 |
5,868.5 |
|
| R2 |
6,081.0 |
6,081.0 |
5,846.5 |
|
| R1 |
5,942.0 |
5,942.0 |
5,824.5 |
5,891.0 |
| PP |
5,840.5 |
5,840.5 |
5,840.5 |
5,815.5 |
| S1 |
5,701.5 |
5,701.5 |
5,780.5 |
5,651.0 |
| S2 |
5,600.0 |
5,600.0 |
5,758.5 |
|
| S3 |
5,359.5 |
5,461.0 |
5,736.5 |
|
| S4 |
5,119.0 |
5,220.5 |
5,670.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,936.0 |
5,739.5 |
196.5 |
3.4% |
93.0 |
1.6% |
56% |
False |
False |
95,133 |
| 10 |
6,040.0 |
5,739.5 |
300.5 |
5.1% |
111.5 |
1.9% |
37% |
False |
False |
106,265 |
| 20 |
6,097.5 |
5,739.5 |
358.0 |
6.1% |
104.0 |
1.8% |
31% |
False |
False |
109,573 |
| 40 |
6,228.0 |
5,739.5 |
488.5 |
8.3% |
81.5 |
1.4% |
23% |
False |
False |
54,966 |
| 60 |
6,240.5 |
5,739.5 |
501.0 |
8.6% |
60.0 |
1.0% |
22% |
False |
False |
36,648 |
| 80 |
6,262.5 |
5,739.5 |
523.0 |
8.9% |
51.5 |
0.9% |
21% |
False |
False |
27,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,233.5 |
|
2.618 |
6,105.5 |
|
1.618 |
6,027.0 |
|
1.000 |
5,978.5 |
|
0.618 |
5,948.5 |
|
HIGH |
5,900.0 |
|
0.618 |
5,870.0 |
|
0.500 |
5,861.0 |
|
0.382 |
5,851.5 |
|
LOW |
5,821.5 |
|
0.618 |
5,773.0 |
|
1.000 |
5,743.0 |
|
1.618 |
5,694.5 |
|
2.618 |
5,616.0 |
|
4.250 |
5,488.0 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
5,861.0 |
5,876.0 |
| PP |
5,857.5 |
5,867.5 |
| S1 |
5,854.0 |
5,859.0 |
|