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 |
3,229.0 |
3,209.0 |
-20.0 |
-0.6% |
3,275.0 |
High |
3,233.0 |
3,223.0 |
-10.0 |
-0.3% |
3,277.0 |
Low |
3,187.0 |
3,165.0 |
-22.0 |
-0.7% |
3,086.0 |
Close |
3,203.0 |
3,194.0 |
-9.0 |
-0.3% |
3,119.0 |
Range |
46.0 |
58.0 |
12.0 |
26.1% |
191.0 |
ATR |
68.5 |
67.8 |
-0.8 |
-1.1% |
0.0 |
Volume |
631,237 |
1,073,520 |
442,283 |
70.1% |
5,576,079 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,368.0 |
3,339.0 |
3,225.9 |
|
R3 |
3,310.0 |
3,281.0 |
3,210.0 |
|
R2 |
3,252.0 |
3,252.0 |
3,204.6 |
|
R1 |
3,223.0 |
3,223.0 |
3,199.3 |
3,208.5 |
PP |
3,194.0 |
3,194.0 |
3,194.0 |
3,186.8 |
S1 |
3,165.0 |
3,165.0 |
3,188.7 |
3,150.5 |
S2 |
3,136.0 |
3,136.0 |
3,183.4 |
|
S3 |
3,078.0 |
3,107.0 |
3,178.1 |
|
S4 |
3,020.0 |
3,049.0 |
3,162.1 |
|
|
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% |
62.8 |
2.0% |
73% |
False |
False |
947,677 |
10 |
3,315.0 |
3,086.0 |
229.0 |
7.2% |
67.7 |
2.1% |
47% |
False |
False |
1,022,659 |
20 |
3,385.0 |
3,086.0 |
299.0 |
9.4% |
69.8 |
2.2% |
36% |
False |
False |
735,060 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.4% |
60.8 |
1.9% |
36% |
False |
False |
370,069 |
60 |
3,430.0 |
3,086.0 |
344.0 |
10.8% |
58.4 |
1.8% |
31% |
False |
False |
247,284 |
80 |
3,430.0 |
3,026.0 |
404.0 |
12.6% |
59.4 |
1.9% |
42% |
False |
False |
187,213 |
100 |
3,430.0 |
2,665.0 |
765.0 |
24.0% |
53.2 |
1.7% |
69% |
False |
False |
151,600 |
120 |
3,430.0 |
2,665.0 |
765.0 |
24.0% |
48.9 |
1.5% |
69% |
False |
False |
128,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,469.5 |
2.618 |
3,374.8 |
1.618 |
3,316.8 |
1.000 |
3,281.0 |
0.618 |
3,258.8 |
HIGH |
3,223.0 |
0.618 |
3,200.8 |
0.500 |
3,194.0 |
0.382 |
3,187.2 |
LOW |
3,165.0 |
0.618 |
3,129.2 |
1.000 |
3,107.0 |
1.618 |
3,071.2 |
2.618 |
3,013.2 |
4.250 |
2,918.5 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,194.0 |
3,193.7 |
PP |
3,194.0 |
3,193.3 |
S1 |
3,194.0 |
3,193.0 |
|