| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,929.5 |
1,894.5 |
-35.0 |
-1.8% |
1,877.5 |
| High |
1,937.2 |
1,912.8 |
-24.4 |
-1.3% |
1,933.8 |
| Low |
1,892.0 |
1,890.0 |
-2.0 |
-0.1% |
1,863.3 |
| Close |
1,921.0 |
1,903.2 |
-17.8 |
-0.9% |
1,919.7 |
| Range |
45.2 |
22.8 |
-22.4 |
-49.6% |
70.5 |
| ATR |
33.2 |
33.1 |
-0.2 |
-0.5% |
0.0 |
| Volume |
1,753 |
4,295 |
2,542 |
145.0% |
6,599 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,970.4 |
1,959.6 |
1,915.7 |
|
| R3 |
1,947.6 |
1,936.8 |
1,909.5 |
|
| R2 |
1,924.8 |
1,924.8 |
1,907.4 |
|
| R1 |
1,914.0 |
1,914.0 |
1,905.3 |
1,919.4 |
| PP |
1,902.0 |
1,902.0 |
1,902.0 |
1,904.7 |
| S1 |
1,891.2 |
1,891.2 |
1,901.1 |
1,896.6 |
| S2 |
1,879.2 |
1,879.2 |
1,899.0 |
|
| S3 |
1,856.4 |
1,868.4 |
1,896.9 |
|
| S4 |
1,833.6 |
1,845.6 |
1,890.7 |
|
|
| 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 |
1,890.0 |
47.2 |
2.5% |
30.2 |
1.6% |
28% |
False |
True |
1,904 |
| 10 |
1,937.2 |
1,862.4 |
74.8 |
3.9% |
28.0 |
1.5% |
55% |
False |
False |
1,599 |
| 20 |
1,996.8 |
1,862.4 |
134.4 |
7.1% |
29.1 |
1.5% |
30% |
False |
False |
1,197 |
| 40 |
2,036.1 |
1,862.4 |
173.7 |
9.1% |
36.3 |
1.9% |
23% |
False |
False |
1,334 |
| 60 |
2,107.6 |
1,838.8 |
268.8 |
14.1% |
36.5 |
1.9% |
24% |
False |
False |
1,445 |
| 80 |
2,107.6 |
1,758.9 |
348.7 |
18.3% |
30.7 |
1.6% |
41% |
False |
False |
1,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,009.7 |
|
2.618 |
1,972.5 |
|
1.618 |
1,949.7 |
|
1.000 |
1,935.6 |
|
0.618 |
1,926.9 |
|
HIGH |
1,912.8 |
|
0.618 |
1,904.1 |
|
0.500 |
1,901.4 |
|
0.382 |
1,898.7 |
|
LOW |
1,890.0 |
|
0.618 |
1,875.9 |
|
1.000 |
1,867.2 |
|
1.618 |
1,853.1 |
|
2.618 |
1,830.3 |
|
4.250 |
1,793.1 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,902.6 |
1,913.6 |
| PP |
1,902.0 |
1,910.1 |
| S1 |
1,901.4 |
1,906.7 |
|