| 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 |
1,901.1 |
1,918.0 |
16.9 |
0.9% |
1,869.6 |
| High |
1,924.5 |
1,930.4 |
5.9 |
0.3% |
1,930.4 |
| Low |
1,897.6 |
1,903.5 |
5.9 |
0.3% |
1,858.8 |
| Close |
1,923.4 |
1,914.7 |
-8.7 |
-0.5% |
1,914.7 |
| Range |
26.9 |
26.9 |
0.0 |
0.0% |
71.6 |
| ATR |
33.9 |
33.4 |
-0.5 |
-1.5% |
0.0 |
| Volume |
2,188 |
1,997 |
-191 |
-8.7% |
12,994 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,996.9 |
1,982.7 |
1,929.5 |
|
| R3 |
1,970.0 |
1,955.8 |
1,922.1 |
|
| R2 |
1,943.1 |
1,943.1 |
1,919.6 |
|
| R1 |
1,928.9 |
1,928.9 |
1,917.2 |
1,922.6 |
| PP |
1,916.2 |
1,916.2 |
1,916.2 |
1,913.0 |
| S1 |
1,902.0 |
1,902.0 |
1,912.2 |
1,895.7 |
| S2 |
1,889.3 |
1,889.3 |
1,909.8 |
|
| S3 |
1,862.4 |
1,875.1 |
1,907.3 |
|
| S4 |
1,835.5 |
1,848.2 |
1,899.9 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.1 |
2,087.0 |
1,954.1 |
|
| R3 |
2,044.5 |
2,015.4 |
1,934.4 |
|
| R2 |
1,972.9 |
1,972.9 |
1,927.8 |
|
| R1 |
1,943.8 |
1,943.8 |
1,921.3 |
1,958.4 |
| PP |
1,901.3 |
1,901.3 |
1,901.3 |
1,908.6 |
| S1 |
1,872.2 |
1,872.2 |
1,908.1 |
1,886.8 |
| S2 |
1,829.7 |
1,829.7 |
1,901.6 |
|
| S3 |
1,758.1 |
1,800.6 |
1,895.0 |
|
| S4 |
1,686.5 |
1,729.0 |
1,875.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,930.4 |
1,858.8 |
71.6 |
3.7% |
26.8 |
1.4% |
78% |
True |
False |
2,598 |
| 10 |
1,969.6 |
1,858.1 |
111.5 |
5.8% |
34.2 |
1.8% |
51% |
False |
False |
2,856 |
| 20 |
1,991.6 |
1,858.1 |
133.5 |
7.0% |
30.6 |
1.6% |
42% |
False |
False |
2,721 |
| 40 |
2,099.2 |
1,858.1 |
241.1 |
12.6% |
40.7 |
2.1% |
23% |
False |
False |
3,232 |
| 60 |
2,099.2 |
1,828.8 |
270.4 |
14.1% |
37.4 |
2.0% |
32% |
False |
False |
3,332 |
| 80 |
2,099.2 |
1,732.9 |
366.3 |
19.1% |
34.1 |
1.8% |
50% |
False |
False |
2,861 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
20.9% |
32.1 |
1.7% |
54% |
False |
False |
2,603 |
| 120 |
2,099.2 |
1,684.7 |
414.5 |
21.6% |
30.1 |
1.6% |
55% |
False |
False |
2,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,044.7 |
|
2.618 |
2,000.8 |
|
1.618 |
1,973.9 |
|
1.000 |
1,957.3 |
|
0.618 |
1,947.0 |
|
HIGH |
1,930.4 |
|
0.618 |
1,920.1 |
|
0.500 |
1,917.0 |
|
0.382 |
1,913.8 |
|
LOW |
1,903.5 |
|
0.618 |
1,886.9 |
|
1.000 |
1,876.6 |
|
1.618 |
1,860.0 |
|
2.618 |
1,833.1 |
|
4.250 |
1,789.2 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,917.0 |
1,913.8 |
| PP |
1,916.2 |
1,912.8 |
| S1 |
1,915.5 |
1,911.9 |
|