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 |
3,156.0 |
3,229.0 |
73.0 |
2.3% |
3,275.0 |
High |
3,221.0 |
3,233.0 |
12.0 |
0.4% |
3,277.0 |
Low |
3,153.0 |
3,187.0 |
34.0 |
1.1% |
3,086.0 |
Close |
3,218.0 |
3,203.0 |
-15.0 |
-0.5% |
3,119.0 |
Range |
68.0 |
46.0 |
-22.0 |
-32.4% |
191.0 |
ATR |
70.3 |
68.5 |
-1.7 |
-2.5% |
0.0 |
Volume |
842,590 |
631,237 |
-211,353 |
-25.1% |
5,576,079 |
|
Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,345.7 |
3,320.3 |
3,228.3 |
|
R3 |
3,299.7 |
3,274.3 |
3,215.7 |
|
R2 |
3,253.7 |
3,253.7 |
3,211.4 |
|
R1 |
3,228.3 |
3,228.3 |
3,207.2 |
3,218.0 |
PP |
3,207.7 |
3,207.7 |
3,207.7 |
3,202.5 |
S1 |
3,182.3 |
3,182.3 |
3,198.8 |
3,172.0 |
S2 |
3,161.7 |
3,161.7 |
3,194.6 |
|
S3 |
3,115.7 |
3,136.3 |
3,190.4 |
|
S4 |
3,069.7 |
3,090.3 |
3,177.7 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,733.7 |
3,617.3 |
3,224.1 |
|
R3 |
3,542.7 |
3,426.3 |
3,171.5 |
|
R2 |
3,351.7 |
3,351.7 |
3,154.0 |
|
R1 |
3,235.3 |
3,235.3 |
3,136.5 |
3,198.0 |
PP |
3,160.7 |
3,160.7 |
3,160.7 |
3,142.0 |
S1 |
3,044.3 |
3,044.3 |
3,101.5 |
3,007.0 |
S2 |
2,969.7 |
2,969.7 |
3,084.0 |
|
S3 |
2,778.7 |
2,853.3 |
3,066.5 |
|
S4 |
2,587.7 |
2,662.3 |
3,014.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,233.0 |
3,086.0 |
147.0 |
4.6% |
65.8 |
2.1% |
80% |
True |
False |
912,174 |
10 |
3,337.0 |
3,086.0 |
251.0 |
7.8% |
65.9 |
2.1% |
47% |
False |
False |
1,010,580 |
20 |
3,385.0 |
3,086.0 |
299.0 |
9.3% |
69.8 |
2.2% |
39% |
False |
False |
681,475 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.3% |
60.3 |
1.9% |
39% |
False |
False |
343,435 |
60 |
3,430.0 |
3,086.0 |
344.0 |
10.7% |
58.1 |
1.8% |
34% |
False |
False |
229,394 |
80 |
3,430.0 |
3,026.0 |
404.0 |
12.6% |
59.0 |
1.8% |
44% |
False |
False |
173,875 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.9% |
52.8 |
1.6% |
70% |
False |
False |
140,886 |
120 |
3,430.0 |
2,665.0 |
765.0 |
23.9% |
48.8 |
1.5% |
70% |
False |
False |
119,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,428.5 |
2.618 |
3,353.4 |
1.618 |
3,307.4 |
1.000 |
3,279.0 |
0.618 |
3,261.4 |
HIGH |
3,233.0 |
0.618 |
3,215.4 |
0.500 |
3,210.0 |
0.382 |
3,204.6 |
LOW |
3,187.0 |
0.618 |
3,158.6 |
1.000 |
3,141.0 |
1.618 |
3,112.6 |
2.618 |
3,066.6 |
4.250 |
2,991.5 |
|
|
Fisher Pivots for day following 29-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,210.0 |
3,188.5 |
PP |
3,207.7 |
3,174.0 |
S1 |
3,205.3 |
3,159.5 |
|