| 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 |
1,915.8 |
1,911.6 |
-4.2 |
-0.2% |
1,962.3 |
| High |
1,920.0 |
1,930.0 |
10.0 |
0.5% |
1,974.0 |
| Low |
1,899.5 |
1,904.4 |
4.9 |
0.3% |
1,862.4 |
| Close |
1,907.8 |
1,928.6 |
20.8 |
1.1% |
1,878.5 |
| Range |
20.5 |
25.6 |
5.1 |
24.9% |
111.6 |
| ATR |
33.4 |
32.8 |
-0.6 |
-1.7% |
0.0 |
| Volume |
1,116 |
1,486 |
370 |
33.2% |
5,576 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,997.8 |
1,988.8 |
1,942.7 |
|
| R3 |
1,972.2 |
1,963.2 |
1,935.6 |
|
| R2 |
1,946.6 |
1,946.6 |
1,933.3 |
|
| R1 |
1,937.6 |
1,937.6 |
1,930.9 |
1,942.1 |
| PP |
1,921.0 |
1,921.0 |
1,921.0 |
1,923.3 |
| S1 |
1,912.0 |
1,912.0 |
1,926.3 |
1,916.5 |
| S2 |
1,895.4 |
1,895.4 |
1,923.9 |
|
| S3 |
1,869.8 |
1,886.4 |
1,921.6 |
|
| S4 |
1,844.2 |
1,860.8 |
1,914.5 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,239.8 |
2,170.7 |
1,939.9 |
|
| R3 |
2,128.2 |
2,059.1 |
1,909.2 |
|
| R2 |
2,016.6 |
2,016.6 |
1,899.0 |
|
| R1 |
1,947.5 |
1,947.5 |
1,888.7 |
1,926.3 |
| PP |
1,905.0 |
1,905.0 |
1,905.0 |
1,894.3 |
| S1 |
1,835.9 |
1,835.9 |
1,868.3 |
1,814.7 |
| S2 |
1,793.4 |
1,793.4 |
1,858.0 |
|
| S3 |
1,681.8 |
1,724.3 |
1,847.8 |
|
| S4 |
1,570.2 |
1,612.7 |
1,817.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,930.0 |
1,863.3 |
66.7 |
3.5% |
25.1 |
1.3% |
98% |
True |
False |
1,278 |
| 10 |
1,979.7 |
1,862.4 |
117.3 |
6.1% |
32.0 |
1.7% |
56% |
False |
False |
1,158 |
| 20 |
1,996.8 |
1,862.4 |
134.4 |
7.0% |
29.2 |
1.5% |
49% |
False |
False |
990 |
| 40 |
2,107.6 |
1,862.4 |
245.2 |
12.7% |
39.5 |
2.0% |
27% |
False |
False |
1,494 |
| 60 |
2,107.6 |
1,838.8 |
268.8 |
13.9% |
35.5 |
1.8% |
33% |
False |
False |
1,357 |
| 80 |
2,107.6 |
1,749.8 |
357.8 |
18.6% |
29.7 |
1.5% |
50% |
False |
False |
1,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,038.8 |
|
2.618 |
1,997.0 |
|
1.618 |
1,971.4 |
|
1.000 |
1,955.6 |
|
0.618 |
1,945.8 |
|
HIGH |
1,930.0 |
|
0.618 |
1,920.2 |
|
0.500 |
1,917.2 |
|
0.382 |
1,914.2 |
|
LOW |
1,904.4 |
|
0.618 |
1,888.6 |
|
1.000 |
1,878.8 |
|
1.618 |
1,863.0 |
|
2.618 |
1,837.4 |
|
4.250 |
1,795.6 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,924.8 |
1,923.2 |
| PP |
1,921.0 |
1,917.8 |
| S1 |
1,917.2 |
1,912.4 |
|