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 |
10,758.54 |
10,710.08 |
-48.46 |
-0.5% |
10,889.71 |
High |
10,861.41 |
10,917.62 |
56.21 |
0.5% |
11,171.50 |
Low |
10,665.76 |
10,462.73 |
-203.03 |
-1.9% |
10,146.79 |
Close |
10,710.08 |
10,607.16 |
-102.92 |
-1.0% |
10,717.56 |
Range |
195.65 |
454.89 |
259.24 |
132.5% |
1,024.71 |
ATR |
402.99 |
406.70 |
3.71 |
0.9% |
0.00 |
Volume |
18,080 |
36,776 |
18,696 |
103.4% |
165,314 |
|
Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,027.17 |
11,772.06 |
10,857.35 |
|
R3 |
11,572.28 |
11,317.17 |
10,732.25 |
|
R2 |
11,117.39 |
11,117.39 |
10,690.56 |
|
R1 |
10,862.28 |
10,862.28 |
10,648.86 |
10,762.39 |
PP |
10,662.50 |
10,662.50 |
10,662.50 |
10,612.56 |
S1 |
10,407.39 |
10,407.39 |
10,565.46 |
10,307.50 |
S2 |
10,207.61 |
10,207.61 |
10,523.76 |
|
S3 |
9,752.72 |
9,952.50 |
10,482.07 |
|
S4 |
9,297.83 |
9,497.61 |
10,356.97 |
|
|
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 |
10,462.73 |
486.02 |
4.6% |
293.71 |
2.8% |
30% |
False |
True |
24,931 |
10 |
11,171.50 |
10,146.79 |
1,024.71 |
9.7% |
363.13 |
3.4% |
45% |
False |
False |
28,216 |
20 |
11,451.58 |
9,858.94 |
1,592.64 |
15.0% |
421.65 |
4.0% |
47% |
False |
False |
33,827 |
40 |
12,476.88 |
9,858.94 |
2,617.94 |
24.7% |
446.55 |
4.2% |
29% |
False |
False |
36,228 |
60 |
12,476.88 |
9,037.31 |
3,439.57 |
32.4% |
432.56 |
4.1% |
46% |
False |
False |
38,012 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
34.2% |
402.96 |
3.8% |
48% |
False |
False |
36,997 |
100 |
12,476.88 |
8,647.02 |
3,829.86 |
36.1% |
416.72 |
3.9% |
51% |
False |
False |
40,375 |
120 |
12,476.88 |
6,485.16 |
5,991.72 |
56.5% |
443.20 |
4.2% |
69% |
False |
False |
46,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,850.90 |
2.618 |
12,108.52 |
1.618 |
11,653.63 |
1.000 |
11,372.51 |
0.618 |
11,198.74 |
HIGH |
10,917.62 |
0.618 |
10,743.85 |
0.500 |
10,690.18 |
0.382 |
10,636.50 |
LOW |
10,462.73 |
0.618 |
10,181.61 |
1.000 |
10,007.84 |
1.618 |
9,726.72 |
2.618 |
9,271.83 |
4.250 |
8,529.45 |
|
|
Fisher Pivots for day following 01-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
10,690.18 |
10,690.18 |
PP |
10,662.50 |
10,662.50 |
S1 |
10,634.83 |
10,634.83 |
|