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 |
354.8380 |
362.6660 |
7.8280 |
2.2% |
379.9400 |
High |
367.6240 |
363.9780 |
-3.6460 |
-1.0% |
387.5730 |
Low |
347.0070 |
350.8750 |
3.8680 |
1.1% |
315.3600 |
Close |
362.7320 |
357.8470 |
-4.8850 |
-1.3% |
354.9010 |
Range |
20.6170 |
13.1030 |
-7.5140 |
-36.4% |
72.2130 |
ATR |
29.5143 |
28.3421 |
-1.1722 |
-4.0% |
0.0000 |
Volume |
340,071 |
574,456 |
234,385 |
68.9% |
3,247,695 |
|
Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396.8757 |
390.4643 |
365.0537 |
|
R3 |
383.7727 |
377.3613 |
361.4503 |
|
R2 |
370.6697 |
370.6697 |
360.2492 |
|
R1 |
364.2583 |
364.2583 |
359.0481 |
360.9125 |
PP |
357.5667 |
357.5667 |
357.5667 |
355.8938 |
S1 |
351.1553 |
351.1553 |
356.6459 |
347.8095 |
S2 |
344.4637 |
344.4637 |
355.4448 |
|
S3 |
331.3607 |
338.0523 |
354.2437 |
|
S4 |
318.2577 |
324.9493 |
350.6404 |
|
|
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 |
14.6% |
23.2094 |
6.5% |
81% |
False |
False |
545,153 |
10 |
394.0820 |
315.3600 |
78.7220 |
22.0% |
25.0677 |
7.0% |
54% |
False |
False |
590,445 |
20 |
488.1230 |
315.3600 |
172.7630 |
48.3% |
31.6970 |
8.9% |
25% |
False |
False |
846,938 |
40 |
488.1230 |
315.3600 |
172.7630 |
48.3% |
29.2246 |
8.2% |
25% |
False |
False |
892,263 |
60 |
488.1230 |
230.2340 |
257.8890 |
72.1% |
25.4822 |
7.1% |
49% |
False |
False |
855,137 |
80 |
488.1230 |
216.4670 |
271.6560 |
75.9% |
21.8221 |
6.1% |
52% |
False |
False |
789,995 |
100 |
488.1230 |
183.9150 |
304.2080 |
85.0% |
19.9880 |
5.6% |
57% |
False |
False |
781,699 |
120 |
488.1230 |
148.6190 |
339.5040 |
94.9% |
19.0921 |
5.3% |
62% |
False |
False |
828,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
419.6658 |
2.618 |
398.2817 |
1.618 |
385.1787 |
1.000 |
377.0810 |
0.618 |
372.0757 |
HIGH |
363.9780 |
0.618 |
358.9727 |
0.500 |
357.4265 |
0.382 |
355.8803 |
LOW |
350.8750 |
0.618 |
342.7773 |
1.000 |
337.7720 |
1.618 |
329.6743 |
2.618 |
316.5713 |
4.250 |
295.1873 |
|
|
Fisher Pivots for day following 29-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
357.7068 |
356.1827 |
PP |
357.5667 |
354.5183 |
S1 |
357.4265 |
352.8540 |
|