| 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 |
1,911.6 |
1,912.2 |
0.6 |
0.0% |
1,877.5 |
| High |
1,930.0 |
1,933.8 |
3.8 |
0.2% |
1,933.8 |
| Low |
1,904.4 |
1,909.2 |
4.8 |
0.3% |
1,863.3 |
| Close |
1,928.6 |
1,919.7 |
-8.9 |
-0.5% |
1,919.7 |
| Range |
25.6 |
24.6 |
-1.0 |
-3.9% |
70.5 |
| ATR |
32.8 |
32.2 |
-0.6 |
-1.8% |
0.0 |
| Volume |
1,486 |
919 |
-567 |
-38.2% |
6,599 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,994.7 |
1,981.8 |
1,933.2 |
|
| R3 |
1,970.1 |
1,957.2 |
1,926.5 |
|
| R2 |
1,945.5 |
1,945.5 |
1,924.2 |
|
| R1 |
1,932.6 |
1,932.6 |
1,922.0 |
1,939.1 |
| PP |
1,920.9 |
1,920.9 |
1,920.9 |
1,924.1 |
| S1 |
1,908.0 |
1,908.0 |
1,917.4 |
1,914.5 |
| S2 |
1,896.3 |
1,896.3 |
1,915.2 |
|
| S3 |
1,871.7 |
1,883.4 |
1,912.9 |
|
| S4 |
1,847.1 |
1,858.8 |
1,906.2 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.1 |
2,088.9 |
1,958.5 |
|
| R3 |
2,046.6 |
2,018.4 |
1,939.1 |
|
| R2 |
1,976.1 |
1,976.1 |
1,932.6 |
|
| R1 |
1,947.9 |
1,947.9 |
1,926.2 |
1,962.0 |
| PP |
1,905.6 |
1,905.6 |
1,905.6 |
1,912.7 |
| S1 |
1,877.4 |
1,877.4 |
1,913.2 |
1,891.5 |
| S2 |
1,835.1 |
1,835.1 |
1,906.8 |
|
| S3 |
1,764.6 |
1,806.9 |
1,900.3 |
|
| S4 |
1,694.1 |
1,736.4 |
1,880.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,933.8 |
1,863.3 |
70.5 |
3.7% |
25.7 |
1.3% |
80% |
True |
False |
1,319 |
| 10 |
1,974.0 |
1,862.4 |
111.6 |
5.8% |
33.0 |
1.7% |
51% |
False |
False |
1,217 |
| 20 |
1,996.8 |
1,862.4 |
134.4 |
7.0% |
29.1 |
1.5% |
43% |
False |
False |
984 |
| 40 |
2,107.6 |
1,862.4 |
245.2 |
12.8% |
39.4 |
2.1% |
23% |
False |
False |
1,429 |
| 60 |
2,107.6 |
1,838.8 |
268.8 |
14.0% |
35.6 |
1.9% |
30% |
False |
False |
1,363 |
| 80 |
2,107.6 |
1,755.5 |
352.1 |
18.3% |
29.8 |
1.6% |
47% |
False |
False |
1,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,038.4 |
|
2.618 |
1,998.2 |
|
1.618 |
1,973.6 |
|
1.000 |
1,958.4 |
|
0.618 |
1,949.0 |
|
HIGH |
1,933.8 |
|
0.618 |
1,924.4 |
|
0.500 |
1,921.5 |
|
0.382 |
1,918.6 |
|
LOW |
1,909.2 |
|
0.618 |
1,894.0 |
|
1.000 |
1,884.6 |
|
1.618 |
1,869.4 |
|
2.618 |
1,844.8 |
|
4.250 |
1,804.7 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,921.5 |
1,918.7 |
| PP |
1,920.9 |
1,917.7 |
| S1 |
1,920.3 |
1,916.7 |
|