| 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 |
3,360.00 |
3,392.00 |
32.00 |
1.0% |
3,291.00 |
| High |
3,400.00 |
3,421.75 |
21.75 |
0.6% |
3,388.00 |
| Low |
3,346.50 |
3,330.50 |
-16.00 |
-0.5% |
3,287.50 |
| Close |
3,393.00 |
3,353.25 |
-39.75 |
-1.2% |
3,339.25 |
| Range |
53.50 |
91.25 |
37.75 |
70.6% |
100.50 |
| ATR |
69.12 |
70.70 |
1.58 |
2.3% |
0.00 |
| Volume |
1,077,474 |
1,701,062 |
623,588 |
57.9% |
8,539,835 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,642.25 |
3,589.00 |
3,403.50 |
|
| R3 |
3,551.00 |
3,497.75 |
3,378.25 |
|
| R2 |
3,459.75 |
3,459.75 |
3,370.00 |
|
| R1 |
3,406.50 |
3,406.50 |
3,361.50 |
3,387.50 |
| PP |
3,368.50 |
3,368.50 |
3,368.50 |
3,359.00 |
| S1 |
3,315.25 |
3,315.25 |
3,345.00 |
3,296.25 |
| S2 |
3,277.25 |
3,277.25 |
3,336.50 |
|
| S3 |
3,186.00 |
3,224.00 |
3,328.25 |
|
| S4 |
3,094.75 |
3,132.75 |
3,303.00 |
|
|
| 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 |
3,421.75 |
3,291.25 |
130.50 |
3.9% |
71.50 |
2.1% |
48% |
True |
False |
1,699,194 |
| 10 |
3,421.75 |
3,198.00 |
223.75 |
6.7% |
72.75 |
2.2% |
69% |
True |
False |
1,727,213 |
| 20 |
3,421.75 |
3,198.00 |
223.75 |
6.7% |
74.25 |
2.2% |
69% |
True |
False |
1,748,644 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.3% |
63.25 |
1.9% |
41% |
False |
False |
881,252 |
| 60 |
3,576.25 |
3,108.50 |
467.75 |
13.9% |
57.25 |
1.7% |
52% |
False |
False |
588,288 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
19.7% |
61.75 |
1.8% |
66% |
False |
False |
441,727 |
| 100 |
3,576.25 |
2,797.25 |
779.00 |
23.2% |
62.75 |
1.9% |
71% |
False |
False |
353,564 |
| 120 |
3,576.25 |
2,707.25 |
869.00 |
25.9% |
64.00 |
1.9% |
74% |
False |
False |
295,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,809.50 |
|
2.618 |
3,660.75 |
|
1.618 |
3,569.50 |
|
1.000 |
3,513.00 |
|
0.618 |
3,478.25 |
|
HIGH |
3,421.75 |
|
0.618 |
3,387.00 |
|
0.500 |
3,376.00 |
|
0.382 |
3,365.25 |
|
LOW |
3,330.50 |
|
0.618 |
3,274.00 |
|
1.000 |
3,239.25 |
|
1.618 |
3,182.75 |
|
2.618 |
3,091.50 |
|
4.250 |
2,942.75 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,376.00 |
3,361.00 |
| PP |
3,368.50 |
3,358.50 |
| S1 |
3,361.00 |
3,355.75 |
|