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 |
1,896.94 |
1,884.82 |
-12.12 |
-0.6% |
1,949.58 |
High |
1,900.94 |
1,910.76 |
9.82 |
0.5% |
1,954.28 |
Low |
1,882.19 |
1,884.82 |
2.63 |
0.1% |
1,849.22 |
Close |
1,884.79 |
1,904.88 |
20.09 |
1.1% |
1,860.32 |
Range |
18.75 |
25.94 |
7.19 |
38.3% |
105.06 |
ATR |
29.31 |
29.07 |
-0.24 |
-0.8% |
0.00 |
Volume |
6,384 |
6,867 |
483 |
7.6% |
32,959 |
|
Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.97 |
1,967.37 |
1,919.15 |
|
R3 |
1,952.03 |
1,941.43 |
1,912.01 |
|
R2 |
1,926.09 |
1,926.09 |
1,909.64 |
|
R1 |
1,915.49 |
1,915.49 |
1,907.26 |
1,920.79 |
PP |
1,900.15 |
1,900.15 |
1,900.15 |
1,902.81 |
S1 |
1,889.55 |
1,889.55 |
1,902.50 |
1,894.85 |
S2 |
1,874.21 |
1,874.21 |
1,900.12 |
|
S3 |
1,848.27 |
1,863.61 |
1,897.75 |
|
S4 |
1,822.33 |
1,837.67 |
1,890.61 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,203.12 |
2,136.78 |
1,918.10 |
|
R3 |
2,098.06 |
2,031.72 |
1,889.21 |
|
R2 |
1,993.00 |
1,993.00 |
1,879.58 |
|
R1 |
1,926.66 |
1,926.66 |
1,869.95 |
1,907.30 |
PP |
1,887.94 |
1,887.94 |
1,887.94 |
1,878.26 |
S1 |
1,821.60 |
1,821.60 |
1,850.69 |
1,802.24 |
S2 |
1,782.88 |
1,782.88 |
1,841.06 |
|
S3 |
1,677.82 |
1,716.54 |
1,831.43 |
|
S4 |
1,572.76 |
1,611.48 |
1,802.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,910.76 |
1,850.83 |
59.93 |
3.1% |
23.37 |
1.2% |
90% |
True |
False |
6,545 |
10 |
1,959.31 |
1,849.22 |
110.09 |
5.8% |
29.32 |
1.5% |
51% |
False |
False |
6,637 |
20 |
1,971.34 |
1,849.22 |
122.12 |
6.4% |
25.98 |
1.4% |
46% |
False |
False |
6,899 |
40 |
2,070.48 |
1,849.22 |
221.26 |
11.6% |
35.76 |
1.9% |
25% |
False |
False |
6,683 |
60 |
2,070.48 |
1,792.78 |
277.70 |
14.6% |
33.04 |
1.7% |
40% |
False |
False |
6,692 |
80 |
2,070.48 |
1,705.53 |
364.95 |
19.2% |
29.43 |
1.5% |
55% |
False |
False |
6,534 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
28.15 |
1.5% |
58% |
False |
False |
6,359 |
120 |
2,070.48 |
1,663.76 |
406.72 |
21.4% |
27.63 |
1.5% |
59% |
False |
False |
6,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,021.01 |
2.618 |
1,978.67 |
1.618 |
1,952.73 |
1.000 |
1,936.70 |
0.618 |
1,926.79 |
HIGH |
1,910.76 |
0.618 |
1,900.85 |
0.500 |
1,897.79 |
0.382 |
1,894.73 |
LOW |
1,884.82 |
0.618 |
1,868.79 |
1.000 |
1,858.88 |
1.618 |
1,842.85 |
2.618 |
1,816.91 |
4.250 |
1,774.58 |
|
|
Fisher Pivots for day following 01-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,902.52 |
1,901.11 |
PP |
1,900.15 |
1,897.34 |
S1 |
1,897.79 |
1,893.58 |
|