| 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 |
12,777.0 |
12,676.5 |
-100.5 |
-0.8% |
12,549.5 |
| High |
12,842.5 |
12,724.5 |
-118.0 |
-0.9% |
12,930.5 |
| Low |
12,650.0 |
12,521.0 |
-129.0 |
-1.0% |
12,521.0 |
| Close |
12,692.5 |
12,662.0 |
-30.5 |
-0.2% |
12,662.0 |
| Range |
192.5 |
203.5 |
11.0 |
5.7% |
409.5 |
| ATR |
264.2 |
259.9 |
-4.3 |
-1.6% |
0.0 |
| Volume |
74,759 |
74,315 |
-444 |
-0.6% |
362,085 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,246.3 |
13,157.7 |
12,773.9 |
|
| R3 |
13,042.8 |
12,954.2 |
12,718.0 |
|
| R2 |
12,839.3 |
12,839.3 |
12,699.3 |
|
| R1 |
12,750.7 |
12,750.7 |
12,680.7 |
12,693.3 |
| PP |
12,635.8 |
12,635.8 |
12,635.8 |
12,607.1 |
| S1 |
12,547.2 |
12,547.2 |
12,643.3 |
12,489.8 |
| S2 |
12,432.3 |
12,432.3 |
12,624.7 |
|
| S3 |
12,228.8 |
12,343.7 |
12,606.0 |
|
| S4 |
12,025.3 |
12,140.2 |
12,550.1 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,933.0 |
13,707.0 |
12,887.2 |
|
| R3 |
13,523.5 |
13,297.5 |
12,774.6 |
|
| R2 |
13,114.0 |
13,114.0 |
12,737.1 |
|
| R1 |
12,888.0 |
12,888.0 |
12,699.5 |
13,001.0 |
| PP |
12,704.5 |
12,704.5 |
12,704.5 |
12,761.0 |
| S1 |
12,478.5 |
12,478.5 |
12,624.5 |
12,591.5 |
| S2 |
12,295.0 |
12,295.0 |
12,586.9 |
|
| S3 |
11,885.5 |
12,069.0 |
12,549.4 |
|
| S4 |
11,476.0 |
11,659.5 |
12,436.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,930.5 |
12,521.0 |
409.5 |
3.2% |
230.0 |
1.8% |
34% |
False |
True |
72,417 |
| 10 |
13,136.5 |
12,316.0 |
820.5 |
6.5% |
287.0 |
2.3% |
42% |
False |
False |
84,660 |
| 20 |
13,320.0 |
12,316.0 |
1,004.0 |
7.9% |
247.9 |
2.0% |
34% |
False |
False |
53,233 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.8% |
229.4 |
1.8% |
31% |
False |
False |
26,693 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.7% |
214.1 |
1.7% |
37% |
False |
False |
17,826 |
| 80 |
13,435.0 |
11,610.0 |
1,825.0 |
14.4% |
218.8 |
1.7% |
58% |
False |
False |
13,387 |
| 100 |
13,435.0 |
10,700.0 |
2,735.0 |
21.6% |
201.6 |
1.6% |
72% |
False |
False |
10,714 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.6% |
175.9 |
1.4% |
76% |
False |
False |
8,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,589.4 |
|
2.618 |
13,257.3 |
|
1.618 |
13,053.8 |
|
1.000 |
12,928.0 |
|
0.618 |
12,850.3 |
|
HIGH |
12,724.5 |
|
0.618 |
12,646.8 |
|
0.500 |
12,622.8 |
|
0.382 |
12,598.7 |
|
LOW |
12,521.0 |
|
0.618 |
12,395.2 |
|
1.000 |
12,317.5 |
|
1.618 |
12,191.7 |
|
2.618 |
11,988.2 |
|
4.250 |
11,656.1 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,648.9 |
12,702.0 |
| PP |
12,635.8 |
12,688.7 |
| S1 |
12,622.8 |
12,675.3 |
|