| 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 |
3,192.0 |
3,178.0 |
-14.0 |
-0.4% |
3,156.0 |
| High |
3,216.0 |
3,195.0 |
-21.0 |
-0.7% |
3,233.0 |
| Low |
3,168.0 |
3,136.0 |
-32.0 |
-1.0% |
3,136.0 |
| Close |
3,178.0 |
3,178.0 |
0.0 |
0.0% |
3,178.0 |
| Range |
48.0 |
59.0 |
11.0 |
22.9% |
97.0 |
| ATR |
66.4 |
65.8 |
-0.5 |
-0.8% |
0.0 |
| Volume |
1,073,520 |
950,464 |
-123,056 |
-11.5% |
4,571,331 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,346.7 |
3,321.3 |
3,210.5 |
|
| R3 |
3,287.7 |
3,262.3 |
3,194.2 |
|
| R2 |
3,228.7 |
3,228.7 |
3,188.8 |
|
| R1 |
3,203.3 |
3,203.3 |
3,183.4 |
3,207.5 |
| PP |
3,169.7 |
3,169.7 |
3,169.7 |
3,171.8 |
| S1 |
3,144.3 |
3,144.3 |
3,172.6 |
3,148.5 |
| S2 |
3,110.7 |
3,110.7 |
3,167.2 |
|
| S3 |
3,051.7 |
3,085.3 |
3,161.8 |
|
| S4 |
2,992.7 |
3,026.3 |
3,145.6 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,473.3 |
3,422.7 |
3,231.4 |
|
| R3 |
3,376.3 |
3,325.7 |
3,204.7 |
|
| R2 |
3,279.3 |
3,279.3 |
3,195.8 |
|
| R1 |
3,228.7 |
3,228.7 |
3,186.9 |
3,254.0 |
| PP |
3,182.3 |
3,182.3 |
3,182.3 |
3,195.0 |
| S1 |
3,131.7 |
3,131.7 |
3,169.1 |
3,157.0 |
| S2 |
3,085.3 |
3,085.3 |
3,160.2 |
|
| S3 |
2,988.3 |
3,034.7 |
3,151.3 |
|
| S4 |
2,891.3 |
2,937.7 |
3,124.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,233.0 |
3,136.0 |
97.0 |
3.1% |
55.8 |
1.8% |
43% |
False |
True |
914,266 |
| 10 |
3,277.0 |
3,086.0 |
191.0 |
6.0% |
67.8 |
2.1% |
48% |
False |
False |
1,014,741 |
| 20 |
3,337.0 |
3,086.0 |
251.0 |
7.9% |
65.1 |
2.0% |
37% |
False |
False |
835,211 |
| 40 |
3,385.0 |
3,086.0 |
299.0 |
9.4% |
61.2 |
1.9% |
31% |
False |
False |
420,382 |
| 60 |
3,430.0 |
3,086.0 |
344.0 |
10.8% |
58.4 |
1.8% |
27% |
False |
False |
280,813 |
| 80 |
3,430.0 |
3,026.0 |
404.0 |
12.7% |
58.1 |
1.8% |
38% |
False |
False |
212,089 |
| 100 |
3,430.0 |
2,723.0 |
707.0 |
22.2% |
53.9 |
1.7% |
64% |
False |
False |
171,733 |
| 120 |
3,430.0 |
2,665.0 |
765.0 |
24.1% |
49.2 |
1.5% |
67% |
False |
False |
144,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,445.8 |
|
2.618 |
3,349.5 |
|
1.618 |
3,290.5 |
|
1.000 |
3,254.0 |
|
0.618 |
3,231.5 |
|
HIGH |
3,195.0 |
|
0.618 |
3,172.5 |
|
0.500 |
3,165.5 |
|
0.382 |
3,158.5 |
|
LOW |
3,136.0 |
|
0.618 |
3,099.5 |
|
1.000 |
3,077.0 |
|
1.618 |
3,040.5 |
|
2.618 |
2,981.5 |
|
4.250 |
2,885.3 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,173.8 |
3,179.5 |
| PP |
3,169.7 |
3,179.0 |
| S1 |
3,165.5 |
3,178.5 |
|