| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,912.2 |
1,921.0 |
8.8 |
0.5% |
1,877.5 |
| High |
1,933.8 |
1,936.4 |
2.6 |
0.1% |
1,933.8 |
| Low |
1,909.2 |
1,903.5 |
-5.7 |
-0.3% |
1,863.3 |
| Close |
1,919.7 |
1,932.0 |
12.3 |
0.6% |
1,919.7 |
| Range |
24.6 |
32.9 |
8.3 |
33.7% |
70.5 |
| ATR |
32.2 |
32.3 |
0.0 |
0.1% |
0.0 |
| Volume |
919 |
1,068 |
149 |
16.2% |
6,599 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.7 |
2,010.2 |
1,950.1 |
|
| R3 |
1,989.8 |
1,977.3 |
1,941.0 |
|
| R2 |
1,956.9 |
1,956.9 |
1,938.0 |
|
| R1 |
1,944.4 |
1,944.4 |
1,935.0 |
1,950.7 |
| PP |
1,924.0 |
1,924.0 |
1,924.0 |
1,927.1 |
| S1 |
1,911.5 |
1,911.5 |
1,929.0 |
1,917.8 |
| S2 |
1,891.1 |
1,891.1 |
1,926.0 |
|
| S3 |
1,858.2 |
1,878.6 |
1,923.0 |
|
| S4 |
1,825.3 |
1,845.7 |
1,913.9 |
|
|
| 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 |
1,936.4 |
1,894.8 |
41.6 |
2.2% |
25.0 |
1.3% |
89% |
True |
False |
1,385 |
| 10 |
1,936.6 |
1,862.4 |
74.2 |
3.8% |
28.8 |
1.5% |
94% |
False |
False |
1,214 |
| 20 |
1,996.8 |
1,862.4 |
134.4 |
7.0% |
29.1 |
1.5% |
52% |
False |
False |
1,009 |
| 40 |
2,078.8 |
1,862.4 |
216.4 |
11.2% |
38.6 |
2.0% |
32% |
False |
False |
1,363 |
| 60 |
2,107.6 |
1,838.8 |
268.8 |
13.9% |
35.8 |
1.9% |
35% |
False |
False |
1,367 |
| 80 |
2,107.6 |
1,755.5 |
352.1 |
18.2% |
29.9 |
1.6% |
50% |
False |
False |
1,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,076.2 |
|
2.618 |
2,022.5 |
|
1.618 |
1,989.6 |
|
1.000 |
1,969.3 |
|
0.618 |
1,956.7 |
|
HIGH |
1,936.4 |
|
0.618 |
1,923.8 |
|
0.500 |
1,920.0 |
|
0.382 |
1,916.1 |
|
LOW |
1,903.5 |
|
0.618 |
1,883.2 |
|
1.000 |
1,870.6 |
|
1.618 |
1,850.3 |
|
2.618 |
1,817.4 |
|
4.250 |
1,763.7 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,928.0 |
1,928.0 |
| PP |
1,924.0 |
1,924.0 |
| S1 |
1,920.0 |
1,920.0 |
|