| 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 |
3,344.75 |
3,367.00 |
22.25 |
0.7% |
3,291.00 |
| High |
3,388.00 |
3,375.50 |
-12.50 |
-0.4% |
3,388.00 |
| Low |
3,343.25 |
3,300.25 |
-43.00 |
-1.3% |
3,287.50 |
| Close |
3,367.75 |
3,339.25 |
-28.50 |
-0.8% |
3,339.25 |
| Range |
44.75 |
75.25 |
30.50 |
68.2% |
100.50 |
| ATR |
69.34 |
69.77 |
0.42 |
0.6% |
0.00 |
| Volume |
1,517,912 |
2,028,921 |
511,009 |
33.7% |
8,539,835 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,564.00 |
3,527.00 |
3,380.75 |
|
| R3 |
3,488.75 |
3,451.75 |
3,360.00 |
|
| R2 |
3,413.50 |
3,413.50 |
3,353.00 |
|
| R1 |
3,376.50 |
3,376.50 |
3,346.25 |
3,357.50 |
| PP |
3,338.25 |
3,338.25 |
3,338.25 |
3,328.75 |
| S1 |
3,301.25 |
3,301.25 |
3,332.25 |
3,282.00 |
| S2 |
3,263.00 |
3,263.00 |
3,325.50 |
|
| S3 |
3,187.75 |
3,226.00 |
3,318.50 |
|
| S4 |
3,112.50 |
3,150.75 |
3,297.75 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,639.75 |
3,590.00 |
3,394.50 |
|
| R3 |
3,539.25 |
3,489.50 |
3,367.00 |
|
| R2 |
3,438.75 |
3,438.75 |
3,357.75 |
|
| R1 |
3,389.00 |
3,389.00 |
3,348.50 |
3,414.00 |
| PP |
3,338.25 |
3,338.25 |
3,338.25 |
3,350.75 |
| S1 |
3,288.50 |
3,288.50 |
3,330.00 |
3,313.50 |
| S2 |
3,237.75 |
3,237.75 |
3,320.75 |
|
| S3 |
3,137.25 |
3,188.00 |
3,311.50 |
|
| S4 |
3,036.75 |
3,087.50 |
3,284.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,388.00 |
3,287.50 |
100.50 |
3.0% |
64.50 |
1.9% |
51% |
False |
False |
1,707,967 |
| 10 |
3,388.00 |
3,198.00 |
190.00 |
5.7% |
74.25 |
2.2% |
74% |
False |
False |
1,857,789 |
| 20 |
3,473.50 |
3,198.00 |
275.50 |
8.3% |
79.75 |
2.4% |
51% |
False |
False |
1,617,004 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.3% |
61.00 |
1.8% |
37% |
False |
False |
811,949 |
| 60 |
3,576.25 |
3,101.25 |
475.00 |
14.2% |
57.25 |
1.7% |
50% |
False |
False |
542,029 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
19.8% |
63.50 |
1.9% |
64% |
False |
False |
407,018 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
24.9% |
63.00 |
1.9% |
71% |
False |
False |
325,983 |
| 120 |
3,576.25 |
2,707.25 |
869.00 |
26.0% |
64.25 |
1.9% |
73% |
False |
False |
271,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,695.25 |
|
2.618 |
3,572.50 |
|
1.618 |
3,497.25 |
|
1.000 |
3,450.75 |
|
0.618 |
3,422.00 |
|
HIGH |
3,375.50 |
|
0.618 |
3,346.75 |
|
0.500 |
3,338.00 |
|
0.382 |
3,329.00 |
|
LOW |
3,300.25 |
|
0.618 |
3,253.75 |
|
1.000 |
3,225.00 |
|
1.618 |
3,178.50 |
|
2.618 |
3,103.25 |
|
4.250 |
2,980.50 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,338.75 |
3,339.50 |
| PP |
3,338.25 |
3,339.50 |
| S1 |
3,338.00 |
3,339.50 |
|