| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1,918.0 |
1,914.3 |
-3.7 |
-0.2% |
1,869.6 |
| High |
1,930.4 |
1,931.6 |
1.2 |
0.1% |
1,930.4 |
| Low |
1,903.5 |
1,898.4 |
-5.1 |
-0.3% |
1,858.8 |
| Close |
1,914.7 |
1,927.0 |
12.3 |
0.6% |
1,914.7 |
| Range |
26.9 |
33.2 |
6.3 |
23.4% |
71.6 |
| ATR |
33.4 |
33.4 |
0.0 |
0.0% |
0.0 |
| Volume |
1,997 |
2,915 |
918 |
46.0% |
12,994 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,018.6 |
2,006.0 |
1,945.3 |
|
| R3 |
1,985.4 |
1,972.8 |
1,936.1 |
|
| R2 |
1,952.2 |
1,952.2 |
1,933.1 |
|
| R1 |
1,939.6 |
1,939.6 |
1,930.0 |
1,945.9 |
| PP |
1,919.0 |
1,919.0 |
1,919.0 |
1,922.2 |
| S1 |
1,906.4 |
1,906.4 |
1,924.0 |
1,912.7 |
| S2 |
1,885.8 |
1,885.8 |
1,920.9 |
|
| S3 |
1,852.6 |
1,873.2 |
1,917.9 |
|
| S4 |
1,819.4 |
1,840.0 |
1,908.7 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.1 |
2,087.0 |
1,954.1 |
|
| R3 |
2,044.5 |
2,015.4 |
1,934.4 |
|
| R2 |
1,972.9 |
1,972.9 |
1,927.8 |
|
| R1 |
1,943.8 |
1,943.8 |
1,921.3 |
1,958.4 |
| PP |
1,901.3 |
1,901.3 |
1,901.3 |
1,908.6 |
| S1 |
1,872.2 |
1,872.2 |
1,908.1 |
1,886.8 |
| S2 |
1,829.7 |
1,829.7 |
1,901.6 |
|
| S3 |
1,758.1 |
1,800.6 |
1,895.0 |
|
| S4 |
1,686.5 |
1,729.0 |
1,875.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,931.6 |
1,889.4 |
42.2 |
2.2% |
26.2 |
1.4% |
89% |
True |
False |
2,559 |
| 10 |
1,931.6 |
1,858.1 |
73.5 |
3.8% |
29.9 |
1.6% |
94% |
True |
False |
2,726 |
| 20 |
1,991.6 |
1,858.1 |
133.5 |
6.9% |
30.6 |
1.6% |
52% |
False |
False |
2,766 |
| 40 |
2,069.6 |
1,858.1 |
211.5 |
11.0% |
40.0 |
2.1% |
33% |
False |
False |
3,145 |
| 60 |
2,099.2 |
1,828.8 |
270.4 |
14.0% |
37.7 |
2.0% |
36% |
False |
False |
3,336 |
| 80 |
2,099.2 |
1,732.9 |
366.3 |
19.0% |
34.2 |
1.8% |
53% |
False |
False |
2,859 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
20.8% |
32.2 |
1.7% |
57% |
False |
False |
2,628 |
| 120 |
2,099.2 |
1,684.7 |
414.5 |
21.5% |
30.2 |
1.6% |
58% |
False |
False |
2,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,072.7 |
|
2.618 |
2,018.5 |
|
1.618 |
1,985.3 |
|
1.000 |
1,964.8 |
|
0.618 |
1,952.1 |
|
HIGH |
1,931.6 |
|
0.618 |
1,918.9 |
|
0.500 |
1,915.0 |
|
0.382 |
1,911.1 |
|
LOW |
1,898.4 |
|
0.618 |
1,877.9 |
|
1.000 |
1,865.2 |
|
1.618 |
1,844.7 |
|
2.618 |
1,811.5 |
|
4.250 |
1,757.3 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,923.0 |
1,922.9 |
| PP |
1,919.0 |
1,918.7 |
| S1 |
1,915.0 |
1,914.6 |
|