Trading Metrics calculated at close of trading on 30-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
10,870.04 |
10,758.54 |
-111.50 |
-1.0% |
10,889.71 |
High |
10,890.56 |
10,861.41 |
-29.15 |
-0.3% |
11,171.50 |
Low |
10,643.92 |
10,665.76 |
21.84 |
0.2% |
10,146.79 |
Close |
10,758.54 |
10,710.08 |
-48.46 |
-0.5% |
10,717.56 |
Range |
246.64 |
195.65 |
-50.99 |
-20.7% |
1,024.71 |
ATR |
418.94 |
402.99 |
-15.95 |
-3.8% |
0.00 |
Volume |
22,453 |
18,080 |
-4,373 |
-19.5% |
165,314 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,332.70 |
11,217.04 |
10,817.69 |
|
R3 |
11,137.05 |
11,021.39 |
10,763.88 |
|
R2 |
10,941.40 |
10,941.40 |
10,745.95 |
|
R1 |
10,825.74 |
10,825.74 |
10,728.01 |
10,785.75 |
PP |
10,745.75 |
10,745.75 |
10,745.75 |
10,725.75 |
S1 |
10,630.09 |
10,630.09 |
10,692.15 |
10,590.10 |
S2 |
10,550.10 |
10,550.10 |
10,674.21 |
|
S3 |
10,354.45 |
10,434.44 |
10,656.28 |
|
S4 |
10,158.80 |
10,238.79 |
10,602.47 |
|
|
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 |
10,204.25 |
744.50 |
7.0% |
304.33 |
2.8% |
68% |
False |
False |
23,163 |
10 |
11,171.50 |
10,146.79 |
1,024.71 |
9.6% |
346.38 |
3.2% |
55% |
False |
False |
26,979 |
20 |
12,056.17 |
9,858.94 |
2,197.23 |
20.5% |
440.64 |
4.1% |
39% |
False |
False |
34,625 |
40 |
12,476.88 |
9,858.94 |
2,617.94 |
24.4% |
450.57 |
4.2% |
33% |
False |
False |
36,132 |
60 |
12,476.88 |
9,037.31 |
3,439.57 |
32.1% |
428.98 |
4.0% |
49% |
False |
False |
37,864 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
33.9% |
400.82 |
3.7% |
51% |
False |
False |
37,003 |
100 |
12,476.88 |
8,647.02 |
3,829.86 |
35.8% |
418.01 |
3.9% |
54% |
False |
False |
40,523 |
120 |
12,476.88 |
6,485.16 |
5,991.72 |
55.9% |
441.42 |
4.1% |
71% |
False |
False |
46,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,692.92 |
2.618 |
11,373.62 |
1.618 |
11,177.97 |
1.000 |
11,057.06 |
0.618 |
10,982.32 |
HIGH |
10,861.41 |
0.618 |
10,786.67 |
0.500 |
10,763.59 |
0.382 |
10,740.50 |
LOW |
10,665.76 |
0.618 |
10,544.85 |
1.000 |
10,470.11 |
1.618 |
10,349.20 |
2.618 |
10,153.55 |
4.250 |
9,834.25 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,763.59 |
10,774.55 |
PP |
10,745.75 |
10,753.06 |
S1 |
10,727.92 |
10,731.57 |
|