| 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 |
1,921.0 |
1,929.5 |
8.5 |
0.4% |
1,877.5 |
| High |
1,936.4 |
1,937.2 |
0.8 |
0.0% |
1,933.8 |
| Low |
1,903.5 |
1,892.0 |
-11.5 |
-0.6% |
1,863.3 |
| Close |
1,932.0 |
1,921.0 |
-11.0 |
-0.6% |
1,919.7 |
| Range |
32.9 |
45.2 |
12.3 |
37.4% |
70.5 |
| ATR |
32.3 |
33.2 |
0.9 |
2.9% |
0.0 |
| Volume |
1,068 |
1,753 |
685 |
64.1% |
6,599 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.3 |
2,031.9 |
1,945.9 |
|
| R3 |
2,007.1 |
1,986.7 |
1,933.4 |
|
| R2 |
1,961.9 |
1,961.9 |
1,929.3 |
|
| R1 |
1,941.5 |
1,941.5 |
1,925.1 |
1,929.1 |
| PP |
1,916.7 |
1,916.7 |
1,916.7 |
1,910.6 |
| S1 |
1,896.3 |
1,896.3 |
1,916.9 |
1,883.9 |
| S2 |
1,871.5 |
1,871.5 |
1,912.7 |
|
| S3 |
1,826.3 |
1,851.1 |
1,908.6 |
|
| S4 |
1,781.1 |
1,805.9 |
1,896.1 |
|
|
| 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 |
1,937.2 |
1,892.0 |
45.2 |
2.4% |
29.8 |
1.5% |
64% |
True |
True |
1,268 |
| 10 |
1,937.2 |
1,862.4 |
74.8 |
3.9% |
31.0 |
1.6% |
78% |
True |
False |
1,338 |
| 20 |
1,996.8 |
1,862.4 |
134.4 |
7.0% |
29.6 |
1.5% |
44% |
False |
False |
1,022 |
| 40 |
2,059.8 |
1,862.4 |
197.4 |
10.3% |
39.0 |
2.0% |
30% |
False |
False |
1,337 |
| 60 |
2,107.6 |
1,838.8 |
268.8 |
14.0% |
36.4 |
1.9% |
31% |
False |
False |
1,385 |
| 80 |
2,107.6 |
1,755.5 |
352.1 |
18.3% |
30.4 |
1.6% |
47% |
False |
False |
1,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,129.3 |
|
2.618 |
2,055.5 |
|
1.618 |
2,010.3 |
|
1.000 |
1,982.4 |
|
0.618 |
1,965.1 |
|
HIGH |
1,937.2 |
|
0.618 |
1,919.9 |
|
0.500 |
1,914.6 |
|
0.382 |
1,909.3 |
|
LOW |
1,892.0 |
|
0.618 |
1,864.1 |
|
1.000 |
1,846.8 |
|
1.618 |
1,818.9 |
|
2.618 |
1,773.7 |
|
4.250 |
1,699.9 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,918.9 |
1,918.9 |
| PP |
1,916.7 |
1,916.7 |
| S1 |
1,914.6 |
1,914.6 |
|