| 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 |
356.6890 |
351.5740 |
-5.1150 |
-1.4% |
354.8380 |
| High |
369.0000 |
353.9290 |
-15.0710 |
-4.1% |
369.0000 |
| Low |
345.7920 |
335.2540 |
-10.5380 |
-3.0% |
335.2540 |
| Close |
351.5730 |
346.7410 |
-4.8320 |
-1.4% |
346.7410 |
| Range |
23.2080 |
18.6750 |
-4.5330 |
-19.5% |
33.7460 |
| ATR |
26.6666 |
26.0958 |
-0.5708 |
-2.1% |
0.0000 |
| Volume |
499,920 |
583,550 |
83,630 |
16.7% |
2,370,450 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
401.3330 |
392.7120 |
357.0123 |
|
| R3 |
382.6580 |
374.0370 |
351.8766 |
|
| R2 |
363.9830 |
363.9830 |
350.1648 |
|
| R1 |
355.3620 |
355.3620 |
348.4529 |
350.3350 |
| PP |
345.3080 |
345.3080 |
345.3080 |
342.7945 |
| S1 |
336.6870 |
336.6870 |
345.0291 |
331.6600 |
| S2 |
326.6330 |
326.6330 |
343.3173 |
|
| S3 |
307.9580 |
318.0120 |
341.6054 |
|
| S4 |
289.2830 |
299.3370 |
336.4698 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
451.5697 |
432.9013 |
365.3013 |
|
| R3 |
417.8237 |
399.1553 |
356.0212 |
|
| R2 |
384.0777 |
384.0777 |
352.9278 |
|
| R1 |
365.4093 |
365.4093 |
349.8344 |
357.8705 |
| PP |
350.3317 |
350.3317 |
350.3317 |
346.5623 |
| S1 |
331.6633 |
331.6633 |
343.6476 |
324.1245 |
| S2 |
316.5857 |
316.5857 |
340.5542 |
|
| S3 |
282.8397 |
297.9173 |
337.4609 |
|
| S4 |
249.0937 |
264.1713 |
328.1807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
369.0000 |
335.2540 |
33.7460 |
9.7% |
16.8428 |
4.9% |
34% |
False |
True |
474,090 |
| 10 |
387.5730 |
315.3600 |
72.2130 |
20.8% |
23.5106 |
6.8% |
43% |
False |
False |
561,814 |
| 20 |
407.2910 |
315.3600 |
91.9310 |
26.5% |
25.1961 |
7.3% |
34% |
False |
False |
657,763 |
| 40 |
488.1230 |
315.3600 |
172.7630 |
49.8% |
29.1462 |
8.4% |
18% |
False |
False |
842,241 |
| 60 |
488.1230 |
230.2340 |
257.8890 |
74.4% |
25.8230 |
7.4% |
45% |
False |
False |
852,320 |
| 80 |
488.1230 |
216.4670 |
271.6560 |
78.3% |
21.9358 |
6.3% |
48% |
False |
False |
783,490 |
| 100 |
488.1230 |
191.8810 |
296.2420 |
85.4% |
20.1926 |
5.8% |
52% |
False |
False |
772,670 |
| 120 |
488.1230 |
167.2340 |
320.8890 |
92.5% |
19.2032 |
5.5% |
56% |
False |
False |
809,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
433.2978 |
|
2.618 |
402.8202 |
|
1.618 |
384.1452 |
|
1.000 |
372.6040 |
|
0.618 |
365.4702 |
|
HIGH |
353.9290 |
|
0.618 |
346.7952 |
|
0.500 |
344.5915 |
|
0.382 |
342.3879 |
|
LOW |
335.2540 |
|
0.618 |
323.7129 |
|
1.000 |
316.5790 |
|
1.618 |
305.0379 |
|
2.618 |
286.3629 |
|
4.250 |
255.8853 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
346.0245 |
352.1270 |
| PP |
345.3080 |
350.3317 |
| S1 |
344.5915 |
348.5363 |
|