| 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 |
3,330.00 |
3,344.75 |
14.75 |
0.4% |
3,314.50 |
| High |
3,384.00 |
3,388.00 |
4.00 |
0.1% |
3,326.25 |
| Low |
3,291.25 |
3,343.25 |
52.00 |
1.6% |
3,198.00 |
| Close |
3,352.00 |
3,367.75 |
15.75 |
0.5% |
3,287.25 |
| Range |
92.75 |
44.75 |
-48.00 |
-51.8% |
128.25 |
| ATR |
71.24 |
69.34 |
-1.89 |
-2.7% |
0.00 |
| Volume |
2,170,601 |
1,517,912 |
-652,689 |
-30.1% |
10,038,060 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,500.50 |
3,479.00 |
3,392.25 |
|
| R3 |
3,455.75 |
3,434.25 |
3,380.00 |
|
| R2 |
3,411.00 |
3,411.00 |
3,376.00 |
|
| R1 |
3,389.50 |
3,389.50 |
3,371.75 |
3,400.25 |
| PP |
3,366.25 |
3,366.25 |
3,366.25 |
3,371.75 |
| S1 |
3,344.75 |
3,344.75 |
3,363.75 |
3,355.50 |
| S2 |
3,321.50 |
3,321.50 |
3,359.50 |
|
| S3 |
3,276.75 |
3,300.00 |
3,355.50 |
|
| S4 |
3,232.00 |
3,255.25 |
3,343.25 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,655.25 |
3,599.50 |
3,357.75 |
|
| R3 |
3,527.00 |
3,471.25 |
3,322.50 |
|
| R2 |
3,398.75 |
3,398.75 |
3,310.75 |
|
| R1 |
3,343.00 |
3,343.00 |
3,299.00 |
3,306.75 |
| PP |
3,270.50 |
3,270.50 |
3,270.50 |
3,252.50 |
| S1 |
3,214.75 |
3,214.75 |
3,275.50 |
3,178.50 |
| S2 |
3,142.25 |
3,142.25 |
3,263.75 |
|
| S3 |
3,014.00 |
3,086.50 |
3,252.00 |
|
| S4 |
2,885.75 |
2,958.25 |
3,216.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,388.00 |
3,206.50 |
181.50 |
5.4% |
67.50 |
2.0% |
89% |
True |
False |
1,641,600 |
| 10 |
3,388.00 |
3,198.00 |
190.00 |
5.6% |
75.00 |
2.2% |
89% |
True |
False |
1,891,452 |
| 20 |
3,576.25 |
3,198.00 |
378.25 |
11.2% |
84.00 |
2.5% |
45% |
False |
False |
1,517,246 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.2% |
60.25 |
1.8% |
45% |
False |
False |
761,337 |
| 60 |
3,576.25 |
3,095.00 |
481.25 |
14.3% |
57.25 |
1.7% |
57% |
False |
False |
508,230 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
19.6% |
63.25 |
1.9% |
68% |
False |
False |
381,682 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
24.7% |
63.25 |
1.9% |
75% |
False |
False |
305,699 |
| 120 |
3,576.25 |
2,707.25 |
869.00 |
25.8% |
64.25 |
1.9% |
76% |
False |
False |
254,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,578.25 |
|
2.618 |
3,505.25 |
|
1.618 |
3,460.50 |
|
1.000 |
3,432.75 |
|
0.618 |
3,415.75 |
|
HIGH |
3,388.00 |
|
0.618 |
3,371.00 |
|
0.500 |
3,365.50 |
|
0.382 |
3,360.25 |
|
LOW |
3,343.25 |
|
0.618 |
3,315.50 |
|
1.000 |
3,298.50 |
|
1.618 |
3,270.75 |
|
2.618 |
3,226.00 |
|
4.250 |
3,153.00 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,367.00 |
3,358.50 |
| PP |
3,366.25 |
3,349.00 |
| S1 |
3,365.50 |
3,339.50 |
|