| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,367.00 |
3,360.00 |
-7.00 |
-0.2% |
3,291.00 |
| High |
3,375.50 |
3,400.00 |
24.50 |
0.7% |
3,388.00 |
| Low |
3,300.25 |
3,346.50 |
46.25 |
1.4% |
3,287.50 |
| Close |
3,339.25 |
3,393.00 |
53.75 |
1.6% |
3,339.25 |
| Range |
75.25 |
53.50 |
-21.75 |
-28.9% |
100.50 |
| ATR |
69.77 |
69.12 |
-0.64 |
-0.9% |
0.00 |
| Volume |
2,028,921 |
1,077,474 |
-951,447 |
-46.9% |
8,539,835 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,540.25 |
3,520.25 |
3,422.50 |
|
| R3 |
3,486.75 |
3,466.75 |
3,407.75 |
|
| R2 |
3,433.25 |
3,433.25 |
3,402.75 |
|
| R1 |
3,413.25 |
3,413.25 |
3,398.00 |
3,423.25 |
| PP |
3,379.75 |
3,379.75 |
3,379.75 |
3,385.00 |
| S1 |
3,359.75 |
3,359.75 |
3,388.00 |
3,369.75 |
| S2 |
3,326.25 |
3,326.25 |
3,383.25 |
|
| S3 |
3,272.75 |
3,306.25 |
3,378.25 |
|
| S4 |
3,219.25 |
3,252.75 |
3,363.50 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,639.75 |
3,590.00 |
3,394.50 |
|
| R3 |
3,539.25 |
3,489.50 |
3,367.00 |
|
| R2 |
3,438.75 |
3,438.75 |
3,357.75 |
|
| R1 |
3,389.00 |
3,389.00 |
3,348.50 |
3,414.00 |
| PP |
3,338.25 |
3,338.25 |
3,338.25 |
3,350.75 |
| S1 |
3,288.50 |
3,288.50 |
3,330.00 |
3,313.50 |
| S2 |
3,237.75 |
3,237.75 |
3,320.75 |
|
| S3 |
3,137.25 |
3,188.00 |
3,311.50 |
|
| S4 |
3,036.75 |
3,087.50 |
3,284.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,400.00 |
3,291.25 |
108.75 |
3.2% |
62.50 |
1.8% |
94% |
True |
False |
1,624,301 |
| 10 |
3,400.00 |
3,198.00 |
202.00 |
6.0% |
68.75 |
2.0% |
97% |
True |
False |
1,714,738 |
| 20 |
3,436.50 |
3,198.00 |
238.50 |
7.0% |
75.50 |
2.2% |
82% |
False |
False |
1,668,492 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.1% |
61.75 |
1.8% |
52% |
False |
False |
838,827 |
| 60 |
3,576.25 |
3,108.50 |
467.75 |
13.8% |
57.00 |
1.7% |
61% |
False |
False |
559,961 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
19.4% |
62.00 |
1.8% |
72% |
False |
False |
420,472 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
24.5% |
62.75 |
1.8% |
78% |
False |
False |
336,749 |
| 120 |
3,576.25 |
2,707.25 |
869.00 |
25.6% |
64.00 |
1.9% |
79% |
False |
False |
280,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,627.50 |
|
2.618 |
3,540.00 |
|
1.618 |
3,486.50 |
|
1.000 |
3,453.50 |
|
0.618 |
3,433.00 |
|
HIGH |
3,400.00 |
|
0.618 |
3,379.50 |
|
0.500 |
3,373.25 |
|
0.382 |
3,367.00 |
|
LOW |
3,346.50 |
|
0.618 |
3,313.50 |
|
1.000 |
3,293.00 |
|
1.618 |
3,260.00 |
|
2.618 |
3,206.50 |
|
4.250 |
3,119.00 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,386.50 |
3,378.75 |
| PP |
3,379.75 |
3,364.50 |
| S1 |
3,373.25 |
3,350.00 |
|