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 |
362.6660 |
357.8470 |
-4.8190 |
-1.3% |
379.9400 |
High |
363.9780 |
360.6020 |
-3.3760 |
-0.9% |
387.5730 |
Low |
350.8750 |
351.9910 |
1.1160 |
0.3% |
315.3600 |
Close |
357.8470 |
356.6530 |
-1.1940 |
-0.3% |
354.9010 |
Range |
13.1030 |
8.6110 |
-4.4920 |
-34.3% |
72.2130 |
ATR |
28.3421 |
26.9327 |
-1.4094 |
-5.0% |
0.0000 |
Volume |
574,456 |
372,453 |
-202,003 |
-35.2% |
3,247,695 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
382.2483 |
378.0617 |
361.3891 |
|
R3 |
373.6373 |
369.4507 |
359.0210 |
|
R2 |
365.0263 |
365.0263 |
358.2317 |
|
R1 |
360.8397 |
360.8397 |
357.4423 |
358.6275 |
PP |
356.4153 |
356.4153 |
356.4153 |
355.3093 |
S1 |
352.2287 |
352.2287 |
355.8637 |
350.0165 |
S2 |
347.8043 |
347.8043 |
355.0743 |
|
S3 |
339.1933 |
343.6177 |
354.2850 |
|
S4 |
330.5823 |
335.0067 |
351.9170 |
|
|
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 |
317.1550 |
50.4690 |
14.2% |
18.7276 |
5.3% |
78% |
False |
False |
502,380 |
10 |
394.0820 |
315.3600 |
78.7220 |
22.1% |
24.1685 |
6.8% |
52% |
False |
False |
572,065 |
20 |
488.1230 |
315.3600 |
172.7630 |
48.4% |
29.3383 |
8.2% |
24% |
False |
False |
795,263 |
40 |
488.1230 |
315.3600 |
172.7630 |
48.4% |
28.9157 |
8.1% |
24% |
False |
False |
867,667 |
60 |
488.1230 |
230.2340 |
257.8890 |
72.3% |
25.4824 |
7.1% |
49% |
False |
False |
853,275 |
80 |
488.1230 |
216.4670 |
271.6560 |
76.2% |
21.8042 |
6.1% |
52% |
False |
False |
788,544 |
100 |
488.1230 |
186.9380 |
301.1850 |
84.4% |
19.9921 |
5.6% |
56% |
False |
False |
778,070 |
120 |
488.1230 |
148.6190 |
339.5040 |
95.2% |
19.1123 |
5.4% |
61% |
False |
False |
821,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
397.1988 |
2.618 |
383.1456 |
1.618 |
374.5346 |
1.000 |
369.2130 |
0.618 |
365.9236 |
HIGH |
360.6020 |
0.618 |
357.3126 |
0.500 |
356.2965 |
0.382 |
355.2804 |
LOW |
351.9910 |
0.618 |
346.6694 |
1.000 |
343.3800 |
1.618 |
338.0584 |
2.618 |
329.4474 |
4.250 |
315.3943 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
356.5342 |
357.3155 |
PP |
356.4153 |
357.0947 |
S1 |
356.2965 |
356.8738 |
|