Trading Metrics calculated at close of trading on 29-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
10,717.21 |
10,870.04 |
152.83 |
1.4% |
10,889.71 |
High |
10,948.75 |
10,890.56 |
-58.19 |
-0.5% |
11,171.50 |
Low |
10,600.35 |
10,643.92 |
43.57 |
0.4% |
10,146.79 |
Close |
10,869.94 |
10,758.54 |
-111.40 |
-1.0% |
10,717.56 |
Range |
348.40 |
246.64 |
-101.76 |
-29.2% |
1,024.71 |
ATR |
432.19 |
418.94 |
-13.25 |
-3.1% |
0.00 |
Volume |
19,858 |
22,453 |
2,595 |
13.1% |
165,314 |
|
Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,504.26 |
11,378.04 |
10,894.19 |
|
R3 |
11,257.62 |
11,131.40 |
10,826.37 |
|
R2 |
11,010.98 |
11,010.98 |
10,803.76 |
|
R1 |
10,884.76 |
10,884.76 |
10,781.15 |
10,824.55 |
PP |
10,764.34 |
10,764.34 |
10,764.34 |
10,734.24 |
S1 |
10,638.12 |
10,638.12 |
10,735.93 |
10,577.91 |
S2 |
10,517.70 |
10,517.70 |
10,713.32 |
|
S3 |
10,271.06 |
10,391.48 |
10,690.71 |
|
S4 |
10,024.42 |
10,144.84 |
10,622.89 |
|
|
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 |
7.5% |
350.88 |
3.3% |
76% |
False |
False |
24,391 |
10 |
11,171.50 |
10,146.79 |
1,024.71 |
9.5% |
369.38 |
3.4% |
60% |
False |
False |
28,312 |
20 |
12,060.58 |
9,858.94 |
2,201.64 |
20.5% |
456.15 |
4.2% |
41% |
False |
False |
35,513 |
40 |
12,476.88 |
9,858.94 |
2,617.94 |
24.3% |
454.84 |
4.2% |
34% |
False |
False |
36,479 |
60 |
12,476.88 |
9,037.31 |
3,439.57 |
32.0% |
428.51 |
4.0% |
50% |
False |
False |
37,918 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
33.7% |
401.85 |
3.7% |
53% |
False |
False |
37,138 |
100 |
12,476.88 |
8,489.76 |
3,987.12 |
37.1% |
420.88 |
3.9% |
57% |
False |
False |
40,895 |
120 |
12,476.88 |
6,485.16 |
5,991.72 |
55.7% |
441.53 |
4.1% |
71% |
False |
False |
46,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,938.78 |
2.618 |
11,536.26 |
1.618 |
11,289.62 |
1.000 |
11,137.20 |
0.618 |
11,042.98 |
HIGH |
10,890.56 |
0.618 |
10,796.34 |
0.500 |
10,767.24 |
0.382 |
10,738.14 |
LOW |
10,643.92 |
0.618 |
10,491.50 |
1.000 |
10,397.28 |
1.618 |
10,244.86 |
2.618 |
9,998.22 |
4.250 |
9,595.70 |
|
|
Fisher Pivots for day following 29-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,767.24 |
10,758.14 |
PP |
10,764.34 |
10,757.73 |
S1 |
10,761.44 |
10,757.33 |
|