| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
10,633.44 |
10,717.21 |
83.77 |
0.8% |
10,889.71 |
| High |
10,788.86 |
10,948.75 |
159.89 |
1.5% |
11,171.50 |
| Low |
10,565.90 |
10,600.35 |
34.45 |
0.3% |
10,146.79 |
| Close |
10,717.56 |
10,869.94 |
152.38 |
1.4% |
10,717.56 |
| Range |
222.96 |
348.40 |
125.44 |
56.3% |
1,024.71 |
| ATR |
438.64 |
432.19 |
-6.45 |
-1.5% |
0.00 |
| Volume |
27,492 |
19,858 |
-7,634 |
-27.8% |
165,314 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,851.55 |
11,709.14 |
11,061.56 |
|
| R3 |
11,503.15 |
11,360.74 |
10,965.75 |
|
| R2 |
11,154.75 |
11,154.75 |
10,933.81 |
|
| R1 |
11,012.34 |
11,012.34 |
10,901.88 |
11,083.55 |
| PP |
10,806.35 |
10,806.35 |
10,806.35 |
10,841.95 |
| S1 |
10,663.94 |
10,663.94 |
10,838.00 |
10,735.15 |
| S2 |
10,457.95 |
10,457.95 |
10,806.07 |
|
| S3 |
10,109.55 |
10,315.54 |
10,774.13 |
|
| S4 |
9,761.15 |
9,967.14 |
10,678.32 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,752.75 |
13,259.86 |
11,281.15 |
|
| R3 |
12,728.04 |
12,235.15 |
10,999.36 |
|
| R2 |
11,703.33 |
11,703.33 |
10,905.42 |
|
| R1 |
11,210.44 |
11,210.44 |
10,811.49 |
10,944.53 |
| PP |
10,678.62 |
10,678.62 |
10,678.62 |
10,545.66 |
| S1 |
10,185.73 |
10,185.73 |
10,623.63 |
9,919.82 |
| S2 |
9,653.91 |
9,653.91 |
10,529.70 |
|
| S3 |
8,629.20 |
9,161.02 |
10,435.76 |
|
| S4 |
7,604.49 |
8,136.31 |
10,153.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,948.75 |
10,146.79 |
801.96 |
7.4% |
335.04 |
3.1% |
90% |
True |
False |
24,071 |
| 10 |
11,171.50 |
10,146.79 |
1,024.71 |
9.4% |
375.59 |
3.5% |
71% |
False |
False |
29,261 |
| 20 |
12,060.58 |
9,858.94 |
2,201.64 |
20.3% |
460.87 |
4.2% |
46% |
False |
False |
35,443 |
| 40 |
12,476.88 |
9,858.94 |
2,617.94 |
24.1% |
484.67 |
4.5% |
39% |
False |
False |
37,108 |
| 60 |
12,476.88 |
8,934.94 |
3,541.94 |
32.6% |
431.37 |
4.0% |
55% |
False |
False |
38,013 |
| 80 |
12,476.88 |
8,848.18 |
3,628.70 |
33.4% |
403.74 |
3.7% |
56% |
False |
False |
37,137 |
| 100 |
12,476.88 |
8,201.24 |
4,275.64 |
39.3% |
436.54 |
4.0% |
62% |
False |
False |
41,939 |
| 120 |
12,476.88 |
6,485.16 |
5,991.72 |
55.1% |
444.51 |
4.1% |
73% |
False |
False |
46,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,429.45 |
|
2.618 |
11,860.86 |
|
1.618 |
11,512.46 |
|
1.000 |
11,297.15 |
|
0.618 |
11,164.06 |
|
HIGH |
10,948.75 |
|
0.618 |
10,815.66 |
|
0.500 |
10,774.55 |
|
0.382 |
10,733.44 |
|
LOW |
10,600.35 |
|
0.618 |
10,385.04 |
|
1.000 |
10,251.95 |
|
1.618 |
10,036.64 |
|
2.618 |
9,688.24 |
|
4.250 |
9,119.65 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,838.14 |
10,772.13 |
| PP |
10,806.35 |
10,674.31 |
| S1 |
10,774.55 |
10,576.50 |
|