| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3,392.00 |
3,338.00 |
-54.00 |
-1.6% |
3,291.00 |
| High |
3,421.75 |
3,416.75 |
-5.00 |
-0.1% |
3,388.00 |
| Low |
3,330.50 |
3,332.25 |
1.75 |
0.1% |
3,287.50 |
| Close |
3,353.25 |
3,406.75 |
53.50 |
1.6% |
3,339.25 |
| Range |
91.25 |
84.50 |
-6.75 |
-7.4% |
100.50 |
| ATR |
70.70 |
71.69 |
0.99 |
1.4% |
0.00 |
| Volume |
1,701,062 |
1,400,616 |
-300,446 |
-17.7% |
8,539,835 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,638.75 |
3,607.25 |
3,453.25 |
|
| R3 |
3,554.25 |
3,522.75 |
3,430.00 |
|
| R2 |
3,469.75 |
3,469.75 |
3,422.25 |
|
| R1 |
3,438.25 |
3,438.25 |
3,414.50 |
3,454.00 |
| PP |
3,385.25 |
3,385.25 |
3,385.25 |
3,393.00 |
| S1 |
3,353.75 |
3,353.75 |
3,399.00 |
3,369.50 |
| S2 |
3,300.75 |
3,300.75 |
3,391.25 |
|
| S3 |
3,216.25 |
3,269.25 |
3,383.50 |
|
| S4 |
3,131.75 |
3,184.75 |
3,360.25 |
|
|
| 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 |
3,300.25 |
121.50 |
3.6% |
69.75 |
2.1% |
88% |
False |
False |
1,545,197 |
| 10 |
3,421.75 |
3,198.00 |
223.75 |
6.6% |
71.25 |
2.1% |
93% |
False |
False |
1,669,308 |
| 20 |
3,421.75 |
3,198.00 |
223.75 |
6.6% |
72.00 |
2.1% |
93% |
False |
False |
1,814,379 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.1% |
64.00 |
1.9% |
55% |
False |
False |
916,143 |
| 60 |
3,576.25 |
3,178.00 |
398.25 |
11.7% |
57.50 |
1.7% |
57% |
False |
False |
611,586 |
| 80 |
3,576.25 |
2,972.00 |
604.25 |
17.7% |
61.00 |
1.8% |
72% |
False |
False |
459,227 |
| 100 |
3,576.25 |
2,838.00 |
738.25 |
21.7% |
63.00 |
1.8% |
77% |
False |
False |
367,565 |
| 120 |
3,576.25 |
2,707.25 |
869.00 |
25.5% |
64.25 |
1.9% |
80% |
False |
False |
306,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,776.00 |
|
2.618 |
3,638.00 |
|
1.618 |
3,553.50 |
|
1.000 |
3,501.25 |
|
0.618 |
3,469.00 |
|
HIGH |
3,416.75 |
|
0.618 |
3,384.50 |
|
0.500 |
3,374.50 |
|
0.382 |
3,364.50 |
|
LOW |
3,332.25 |
|
0.618 |
3,280.00 |
|
1.000 |
3,247.75 |
|
1.618 |
3,195.50 |
|
2.618 |
3,111.00 |
|
4.250 |
2,973.00 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,396.00 |
3,396.50 |
| PP |
3,385.25 |
3,386.25 |
| S1 |
3,374.50 |
3,376.00 |
|