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 |
345.8790 |
354.8380 |
8.9590 |
2.6% |
379.9400 |
High |
357.8290 |
367.6240 |
9.7950 |
2.7% |
387.5730 |
Low |
338.0840 |
347.0070 |
8.9230 |
2.6% |
315.3600 |
Close |
354.9010 |
362.7320 |
7.8310 |
2.2% |
354.9010 |
Range |
19.7450 |
20.6170 |
0.8720 |
4.4% |
72.2130 |
ATR |
30.1987 |
29.5143 |
-0.6844 |
-2.3% |
0.0000 |
Volume |
504,179 |
340,071 |
-164,108 |
-32.5% |
3,247,695 |
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
420.9720 |
412.4690 |
374.0714 |
|
R3 |
400.3550 |
391.8520 |
368.4017 |
|
R2 |
379.7380 |
379.7380 |
366.5118 |
|
R1 |
371.2350 |
371.2350 |
364.6219 |
375.4865 |
PP |
359.1210 |
359.1210 |
359.1210 |
361.2468 |
S1 |
350.6180 |
350.6180 |
360.8421 |
354.8695 |
S2 |
338.5040 |
338.5040 |
358.9522 |
|
S3 |
317.8870 |
330.0010 |
357.0623 |
|
S4 |
297.2700 |
309.3840 |
351.3927 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
569.2503 |
534.2887 |
394.6182 |
|
R3 |
497.0373 |
462.0757 |
374.7596 |
|
R2 |
424.8243 |
424.8243 |
368.1401 |
|
R1 |
389.8627 |
389.8627 |
361.5205 |
371.2370 |
PP |
352.6113 |
352.6113 |
352.6113 |
343.2985 |
S1 |
317.6497 |
317.6497 |
348.2815 |
299.0240 |
S2 |
280.3983 |
280.3983 |
341.6620 |
|
S3 |
208.1853 |
245.4367 |
335.0424 |
|
S4 |
135.9723 |
173.2237 |
315.1839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
367.6240 |
315.3600 |
52.2640 |
14.4% |
23.2678 |
6.4% |
91% |
True |
False |
539,591 |
10 |
394.0820 |
315.3600 |
78.7220 |
21.7% |
25.6851 |
7.1% |
60% |
False |
False |
598,306 |
20 |
488.1230 |
315.3600 |
172.7630 |
47.6% |
33.4304 |
9.2% |
27% |
False |
False |
855,776 |
40 |
488.1230 |
315.3600 |
172.7630 |
47.6% |
31.0006 |
8.5% |
27% |
False |
False |
918,218 |
60 |
488.1230 |
223.4880 |
264.6350 |
73.0% |
25.5462 |
7.0% |
53% |
False |
False |
857,726 |
80 |
488.1230 |
216.4670 |
271.6560 |
74.9% |
21.7863 |
6.0% |
54% |
False |
False |
790,975 |
100 |
488.1230 |
176.6020 |
311.5210 |
85.9% |
20.2405 |
5.6% |
60% |
False |
False |
789,514 |
120 |
488.1230 |
148.6190 |
339.5040 |
93.6% |
19.1067 |
5.3% |
63% |
False |
False |
834,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
455.2463 |
2.618 |
421.5993 |
1.618 |
400.9823 |
1.000 |
388.2410 |
0.618 |
380.3653 |
HIGH |
367.6240 |
0.618 |
359.7483 |
0.500 |
357.3155 |
0.382 |
354.8827 |
LOW |
347.0070 |
0.618 |
334.2657 |
1.000 |
326.3900 |
1.618 |
313.6487 |
2.618 |
293.0317 |
4.250 |
259.3848 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
360.9265 |
355.9512 |
PP |
359.1210 |
349.1703 |
S1 |
357.3155 |
342.3895 |
|