| 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 |
11,375.00 |
11,566.75 |
191.75 |
1.7% |
11,145.00 |
| High |
11,599.25 |
11,604.75 |
5.50 |
0.0% |
11,604.75 |
| Low |
11,375.00 |
11,204.50 |
-170.50 |
-1.5% |
11,140.25 |
| Close |
11,574.75 |
11,233.25 |
-341.50 |
-3.0% |
11,233.25 |
| Range |
224.25 |
400.25 |
176.00 |
78.5% |
464.50 |
| ATR |
320.86 |
326.53 |
5.67 |
1.8% |
0.00 |
| Volume |
580,589 |
806,629 |
226,040 |
38.9% |
3,047,573 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,548.25 |
12,291.00 |
11,453.50 |
|
| R3 |
12,148.00 |
11,890.75 |
11,343.25 |
|
| R2 |
11,747.75 |
11,747.75 |
11,306.75 |
|
| R1 |
11,490.50 |
11,490.50 |
11,270.00 |
11,419.00 |
| PP |
11,347.50 |
11,347.50 |
11,347.50 |
11,311.75 |
| S1 |
11,090.25 |
11,090.25 |
11,196.50 |
11,018.75 |
| S2 |
10,947.25 |
10,947.25 |
11,159.75 |
|
| S3 |
10,547.00 |
10,690.00 |
11,123.25 |
|
| S4 |
10,146.75 |
10,289.75 |
11,013.00 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,719.50 |
12,441.00 |
11,488.75 |
|
| R3 |
12,255.00 |
11,976.50 |
11,361.00 |
|
| R2 |
11,790.50 |
11,790.50 |
11,318.50 |
|
| R1 |
11,512.00 |
11,512.00 |
11,275.75 |
11,651.25 |
| PP |
11,326.00 |
11,326.00 |
11,326.00 |
11,395.75 |
| S1 |
11,047.50 |
11,047.50 |
11,190.75 |
11,186.75 |
| S2 |
10,861.50 |
10,861.50 |
11,148.00 |
|
| S3 |
10,397.00 |
10,583.00 |
11,105.50 |
|
| S4 |
9,932.50 |
10,118.50 |
10,977.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,604.75 |
11,140.25 |
464.50 |
4.1% |
281.25 |
2.5% |
20% |
True |
False |
609,514 |
| 10 |
11,604.75 |
10,656.50 |
948.25 |
8.4% |
319.25 |
2.8% |
61% |
True |
False |
639,789 |
| 20 |
11,829.50 |
10,656.50 |
1,173.00 |
10.4% |
375.00 |
3.3% |
49% |
False |
False |
510,411 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
16.0% |
304.00 |
2.7% |
32% |
False |
False |
255,909 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
19.2% |
287.50 |
2.6% |
44% |
False |
False |
170,825 |
| 80 |
12,448.75 |
9,390.50 |
3,058.25 |
27.2% |
278.75 |
2.5% |
60% |
False |
False |
128,198 |
| 100 |
12,448.75 |
8,829.25 |
3,619.50 |
32.2% |
256.50 |
2.3% |
66% |
False |
False |
102,565 |
| 120 |
12,448.75 |
8,348.50 |
4,100.25 |
36.5% |
246.50 |
2.2% |
70% |
False |
False |
85,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,305.75 |
|
2.618 |
12,652.50 |
|
1.618 |
12,252.25 |
|
1.000 |
12,005.00 |
|
0.618 |
11,852.00 |
|
HIGH |
11,604.75 |
|
0.618 |
11,451.75 |
|
0.500 |
11,404.50 |
|
0.382 |
11,357.50 |
|
LOW |
11,204.50 |
|
0.618 |
10,957.25 |
|
1.000 |
10,804.25 |
|
1.618 |
10,557.00 |
|
2.618 |
10,156.75 |
|
4.250 |
9,503.50 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,404.50 |
11,386.00 |
| PP |
11,347.50 |
11,335.00 |
| S1 |
11,290.50 |
11,284.00 |
|