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 |
357.8470 |
356.6890 |
-1.1580 |
-0.3% |
379.9400 |
High |
360.6020 |
369.0000 |
8.3980 |
2.3% |
387.5730 |
Low |
351.9910 |
345.7920 |
-6.1990 |
-1.8% |
315.3600 |
Close |
356.6530 |
351.5730 |
-5.0800 |
-1.4% |
354.9010 |
Range |
8.6110 |
23.2080 |
14.5970 |
169.5% |
72.2130 |
ATR |
26.9327 |
26.6666 |
-0.2660 |
-1.0% |
0.0000 |
Volume |
372,453 |
499,920 |
127,467 |
34.2% |
3,247,695 |
|
Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425.0790 |
411.5340 |
364.3374 |
|
R3 |
401.8710 |
388.3260 |
357.9552 |
|
R2 |
378.6630 |
378.6630 |
355.8278 |
|
R1 |
365.1180 |
365.1180 |
353.7004 |
360.2865 |
PP |
355.4550 |
355.4550 |
355.4550 |
353.0393 |
S1 |
341.9100 |
341.9100 |
349.4456 |
337.0785 |
S2 |
332.2470 |
332.2470 |
347.3182 |
|
S3 |
309.0390 |
318.7020 |
345.1908 |
|
S4 |
285.8310 |
295.4940 |
338.8086 |
|
|
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 |
369.0000 |
338.0840 |
30.9160 |
8.8% |
17.0568 |
4.9% |
44% |
True |
False |
458,215 |
10 |
394.0090 |
315.3600 |
78.6490 |
22.4% |
23.4491 |
6.7% |
46% |
False |
False |
549,807 |
20 |
449.9640 |
315.3600 |
134.6040 |
38.3% |
27.1593 |
7.7% |
27% |
False |
False |
728,123 |
40 |
488.1230 |
315.3600 |
172.7630 |
49.1% |
29.0903 |
8.3% |
21% |
False |
False |
850,728 |
60 |
488.1230 |
230.2340 |
257.8890 |
73.4% |
25.6784 |
7.3% |
47% |
False |
False |
851,779 |
80 |
488.1230 |
216.4670 |
271.6560 |
77.3% |
21.9982 |
6.3% |
50% |
False |
False |
787,760 |
100 |
488.1230 |
191.8810 |
296.2420 |
84.3% |
20.1041 |
5.7% |
54% |
False |
False |
777,228 |
120 |
488.1230 |
148.6190 |
339.5040 |
96.6% |
19.2587 |
5.5% |
60% |
False |
False |
819,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
467.6340 |
2.618 |
429.7585 |
1.618 |
406.5505 |
1.000 |
392.2080 |
0.618 |
383.3425 |
HIGH |
369.0000 |
0.618 |
360.1345 |
0.500 |
357.3960 |
0.382 |
354.6575 |
LOW |
345.7920 |
0.618 |
331.4495 |
1.000 |
322.5840 |
1.618 |
308.2415 |
2.618 |
285.0335 |
4.250 |
247.1580 |
|
|
Fisher Pivots for day following 01-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
357.3960 |
357.3960 |
PP |
355.4550 |
355.4550 |
S1 |
353.5140 |
353.5140 |
|