| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
105.656 |
105.462 |
-0.194 |
-0.2% |
104.566 |
| High |
105.802 |
105.725 |
-0.077 |
-0.1% |
105.697 |
| Low |
105.402 |
105.402 |
0.000 |
0.0% |
104.000 |
| Close |
105.459 |
105.516 |
0.057 |
0.1% |
105.589 |
| Range |
0.400 |
0.323 |
-0.077 |
-19.3% |
1.697 |
| ATR |
0.545 |
0.529 |
-0.016 |
-2.9% |
0.000 |
| Volume |
184,869 |
180,886 |
-3,983 |
-2.2% |
809,961 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.517 |
106.339 |
105.694 |
|
| R3 |
106.194 |
106.016 |
105.605 |
|
| R2 |
105.871 |
105.871 |
105.575 |
|
| R1 |
105.693 |
105.693 |
105.546 |
105.782 |
| PP |
105.548 |
105.548 |
105.548 |
105.592 |
| S1 |
105.370 |
105.370 |
105.486 |
105.459 |
| S2 |
105.225 |
105.225 |
105.457 |
|
| S3 |
104.902 |
105.047 |
105.427 |
|
| S4 |
104.579 |
104.724 |
105.338 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.186 |
109.585 |
106.522 |
|
| R3 |
108.489 |
107.888 |
106.056 |
|
| R2 |
106.792 |
106.792 |
105.900 |
|
| R1 |
106.191 |
106.191 |
105.745 |
106.492 |
| PP |
105.095 |
105.095 |
105.095 |
105.246 |
| S1 |
104.494 |
104.494 |
105.433 |
104.795 |
| S2 |
103.398 |
103.398 |
105.278 |
|
| S3 |
101.701 |
102.797 |
105.122 |
|
| S4 |
100.004 |
101.100 |
104.656 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.802 |
105.240 |
0.562 |
0.5% |
0.393 |
0.4% |
49% |
False |
False |
162,760 |
| 10 |
105.802 |
104.000 |
1.802 |
1.7% |
0.505 |
0.5% |
84% |
False |
False |
162,153 |
| 20 |
106.500 |
104.000 |
2.500 |
2.4% |
0.483 |
0.5% |
61% |
False |
False |
157,710 |
| 40 |
107.047 |
104.000 |
3.047 |
2.9% |
0.589 |
0.6% |
50% |
False |
False |
163,588 |
| 60 |
107.520 |
104.000 |
3.520 |
3.3% |
0.620 |
0.6% |
43% |
False |
False |
160,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.098 |
|
2.618 |
106.571 |
|
1.618 |
106.248 |
|
1.000 |
106.048 |
|
0.618 |
105.925 |
|
HIGH |
105.725 |
|
0.618 |
105.602 |
|
0.500 |
105.564 |
|
0.382 |
105.525 |
|
LOW |
105.402 |
|
0.618 |
105.202 |
|
1.000 |
105.079 |
|
1.618 |
104.879 |
|
2.618 |
104.556 |
|
4.250 |
104.029 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
105.564 |
105.572 |
| PP |
105.548 |
105.553 |
| S1 |
105.532 |
105.535 |
|