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 |
1,910.2 |
1,901.1 |
-9.1 |
-0.5% |
1,958.1 |
High |
1,915.2 |
1,924.5 |
9.3 |
0.5% |
1,969.6 |
Low |
1,893.4 |
1,897.6 |
4.2 |
0.2% |
1,858.1 |
Close |
1,902.6 |
1,923.4 |
20.8 |
1.1% |
1,873.5 |
Range |
21.8 |
26.9 |
5.1 |
23.4% |
111.5 |
ATR |
34.4 |
33.9 |
-0.5 |
-1.6% |
0.0 |
Volume |
3,473 |
2,188 |
-1,285 |
-37.0% |
15,574 |
|
Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.9 |
1,986.5 |
1,938.2 |
|
R3 |
1,969.0 |
1,959.6 |
1,930.8 |
|
R2 |
1,942.1 |
1,942.1 |
1,928.3 |
|
R1 |
1,932.7 |
1,932.7 |
1,925.9 |
1,937.4 |
PP |
1,915.2 |
1,915.2 |
1,915.2 |
1,917.5 |
S1 |
1,905.8 |
1,905.8 |
1,920.9 |
1,910.5 |
S2 |
1,888.3 |
1,888.3 |
1,918.5 |
|
S3 |
1,861.4 |
1,878.9 |
1,916.0 |
|
S4 |
1,834.5 |
1,852.0 |
1,908.6 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,234.9 |
2,165.7 |
1,934.8 |
|
R3 |
2,123.4 |
2,054.2 |
1,904.2 |
|
R2 |
2,011.9 |
2,011.9 |
1,893.9 |
|
R1 |
1,942.7 |
1,942.7 |
1,883.7 |
1,921.6 |
PP |
1,900.4 |
1,900.4 |
1,900.4 |
1,889.8 |
S1 |
1,831.2 |
1,831.2 |
1,863.3 |
1,810.1 |
S2 |
1,788.9 |
1,788.9 |
1,853.1 |
|
S3 |
1,677.4 |
1,719.7 |
1,842.8 |
|
S4 |
1,565.9 |
1,608.2 |
1,812.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,924.5 |
1,858.8 |
65.7 |
3.4% |
26.3 |
1.4% |
98% |
True |
False |
2,490 |
10 |
1,975.3 |
1,858.1 |
117.2 |
6.1% |
33.2 |
1.7% |
56% |
False |
False |
2,773 |
20 |
1,991.6 |
1,858.1 |
133.5 |
6.9% |
30.6 |
1.6% |
49% |
False |
False |
2,740 |
40 |
2,099.2 |
1,858.1 |
241.1 |
12.5% |
40.8 |
2.1% |
27% |
False |
False |
3,282 |
60 |
2,099.2 |
1,828.8 |
270.4 |
14.1% |
37.3 |
1.9% |
35% |
False |
False |
3,324 |
80 |
2,099.2 |
1,732.9 |
366.3 |
19.0% |
34.2 |
1.8% |
52% |
False |
False |
2,869 |
100 |
2,099.2 |
1,698.4 |
400.8 |
20.8% |
31.9 |
1.7% |
56% |
False |
False |
2,588 |
120 |
2,099.2 |
1,684.7 |
414.5 |
21.6% |
30.0 |
1.6% |
58% |
False |
False |
2,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,038.8 |
2.618 |
1,994.9 |
1.618 |
1,968.0 |
1.000 |
1,951.4 |
0.618 |
1,941.1 |
HIGH |
1,924.5 |
0.618 |
1,914.2 |
0.500 |
1,911.1 |
0.382 |
1,907.9 |
LOW |
1,897.6 |
0.618 |
1,881.0 |
1.000 |
1,870.7 |
1.618 |
1,854.1 |
2.618 |
1,827.2 |
4.250 |
1,783.3 |
|
|
Fisher Pivots for day following 01-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1,919.3 |
1,917.9 |
PP |
1,915.2 |
1,912.4 |
S1 |
1,911.1 |
1,907.0 |
|