Trading Metrics calculated at close of trading on 02-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1,884.82 |
1,904.96 |
20.14 |
1.1% |
1,860.37 |
High |
1,910.76 |
1,915.38 |
4.62 |
0.2% |
1,915.38 |
Low |
1,884.82 |
1,890.89 |
6.07 |
0.3% |
1,850.83 |
Close |
1,904.88 |
1,898.66 |
-6.22 |
-0.3% |
1,898.66 |
Range |
25.94 |
24.49 |
-1.45 |
-5.6% |
64.55 |
ATR |
29.07 |
28.75 |
-0.33 |
-1.1% |
0.00 |
Volume |
6,867 |
6,393 |
-474 |
-6.9% |
32,692 |
|
Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,975.11 |
1,961.38 |
1,912.13 |
|
R3 |
1,950.62 |
1,936.89 |
1,905.39 |
|
R2 |
1,926.13 |
1,926.13 |
1,903.15 |
|
R1 |
1,912.40 |
1,912.40 |
1,900.90 |
1,907.02 |
PP |
1,901.64 |
1,901.64 |
1,901.64 |
1,898.96 |
S1 |
1,887.91 |
1,887.91 |
1,896.42 |
1,882.53 |
S2 |
1,877.15 |
1,877.15 |
1,894.17 |
|
S3 |
1,852.66 |
1,863.42 |
1,891.93 |
|
S4 |
1,828.17 |
1,838.93 |
1,885.19 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,081.94 |
2,054.85 |
1,934.16 |
|
R3 |
2,017.39 |
1,990.30 |
1,916.41 |
|
R2 |
1,952.84 |
1,952.84 |
1,910.49 |
|
R1 |
1,925.75 |
1,925.75 |
1,904.58 |
1,939.30 |
PP |
1,888.29 |
1,888.29 |
1,888.29 |
1,895.06 |
S1 |
1,861.20 |
1,861.20 |
1,892.74 |
1,874.75 |
S2 |
1,823.74 |
1,823.74 |
1,886.83 |
|
S3 |
1,759.19 |
1,796.65 |
1,880.91 |
|
S4 |
1,694.64 |
1,732.10 |
1,863.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,915.38 |
1,850.83 |
64.55 |
3.4% |
24.49 |
1.3% |
74% |
True |
False |
6,538 |
10 |
1,954.28 |
1,849.22 |
105.06 |
5.5% |
30.21 |
1.6% |
47% |
False |
False |
6,565 |
20 |
1,971.34 |
1,849.22 |
122.12 |
6.4% |
26.09 |
1.4% |
40% |
False |
False |
6,869 |
40 |
2,048.77 |
1,849.22 |
199.55 |
10.5% |
35.02 |
1.8% |
25% |
False |
False |
6,688 |
60 |
2,070.48 |
1,792.78 |
277.70 |
14.6% |
33.20 |
1.7% |
38% |
False |
False |
6,686 |
80 |
2,070.48 |
1,705.53 |
364.95 |
19.2% |
29.51 |
1.6% |
53% |
False |
False |
6,543 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
28.19 |
1.5% |
57% |
False |
False |
6,366 |
120 |
2,070.48 |
1,663.76 |
406.72 |
21.4% |
27.52 |
1.4% |
58% |
False |
False |
6,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,019.46 |
2.618 |
1,979.49 |
1.618 |
1,955.00 |
1.000 |
1,939.87 |
0.618 |
1,930.51 |
HIGH |
1,915.38 |
0.618 |
1,906.02 |
0.500 |
1,903.14 |
0.382 |
1,900.25 |
LOW |
1,890.89 |
0.618 |
1,875.76 |
1.000 |
1,866.40 |
1.618 |
1,851.27 |
2.618 |
1,826.78 |
4.250 |
1,786.81 |
|
|
Fisher Pivots for day following 02-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,903.14 |
1,898.79 |
PP |
1,901.64 |
1,898.74 |
S1 |
1,900.15 |
1,898.70 |
|