| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,914.3 |
1,925.0 |
10.7 |
0.6% |
1,869.6 |
| High |
1,931.6 |
1,933.5 |
1.9 |
0.1% |
1,930.4 |
| Low |
1,898.4 |
1,886.3 |
-12.1 |
-0.6% |
1,858.8 |
| Close |
1,927.0 |
1,915.8 |
-11.2 |
-0.6% |
1,914.7 |
| Range |
33.2 |
47.2 |
14.0 |
42.2% |
71.6 |
| ATR |
33.4 |
34.4 |
1.0 |
3.0% |
0.0 |
| Volume |
2,915 |
2,924 |
9 |
0.3% |
12,994 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,053.5 |
2,031.8 |
1,941.8 |
|
| R3 |
2,006.3 |
1,984.6 |
1,928.8 |
|
| R2 |
1,959.1 |
1,959.1 |
1,924.5 |
|
| R1 |
1,937.4 |
1,937.4 |
1,920.1 |
1,924.7 |
| PP |
1,911.9 |
1,911.9 |
1,911.9 |
1,905.5 |
| S1 |
1,890.2 |
1,890.2 |
1,911.5 |
1,877.5 |
| S2 |
1,864.7 |
1,864.7 |
1,907.1 |
|
| S3 |
1,817.5 |
1,843.0 |
1,902.8 |
|
| S4 |
1,770.3 |
1,795.8 |
1,889.8 |
|
|
| 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 |
1,933.5 |
1,886.3 |
47.2 |
2.5% |
31.2 |
1.6% |
63% |
True |
True |
2,699 |
| 10 |
1,933.5 |
1,858.1 |
75.4 |
3.9% |
32.1 |
1.7% |
77% |
True |
False |
2,829 |
| 20 |
1,991.6 |
1,858.1 |
133.5 |
7.0% |
31.2 |
1.6% |
43% |
False |
False |
2,715 |
| 40 |
2,050.4 |
1,858.1 |
192.3 |
10.0% |
40.4 |
2.1% |
30% |
False |
False |
3,127 |
| 60 |
2,099.2 |
1,828.8 |
270.4 |
14.1% |
38.2 |
2.0% |
32% |
False |
False |
3,354 |
| 80 |
2,099.2 |
1,732.9 |
366.3 |
19.1% |
34.5 |
1.8% |
50% |
False |
False |
2,884 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
20.9% |
32.5 |
1.7% |
54% |
False |
False |
2,654 |
| 120 |
2,099.2 |
1,684.7 |
414.5 |
21.6% |
30.6 |
1.6% |
56% |
False |
False |
2,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,134.1 |
|
2.618 |
2,057.1 |
|
1.618 |
2,009.9 |
|
1.000 |
1,980.7 |
|
0.618 |
1,962.7 |
|
HIGH |
1,933.5 |
|
0.618 |
1,915.5 |
|
0.500 |
1,909.9 |
|
0.382 |
1,904.3 |
|
LOW |
1,886.3 |
|
0.618 |
1,857.1 |
|
1.000 |
1,839.1 |
|
1.618 |
1,809.9 |
|
2.618 |
1,762.7 |
|
4.250 |
1,685.7 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,913.8 |
1,913.8 |
| PP |
1,911.9 |
1,911.9 |
| S1 |
1,909.9 |
1,909.9 |
|