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 |
3,209.0 |
3,192.0 |
-17.0 |
-0.5% |
3,275.0 |
High |
3,223.0 |
3,216.0 |
-7.0 |
-0.2% |
3,277.0 |
Low |
3,165.0 |
3,168.0 |
3.0 |
0.1% |
3,086.0 |
Close |
3,194.0 |
3,178.0 |
-16.0 |
-0.5% |
3,119.0 |
Range |
58.0 |
48.0 |
-10.0 |
-17.2% |
191.0 |
ATR |
67.8 |
66.4 |
-1.4 |
-2.1% |
0.0 |
Volume |
1,073,520 |
1,073,520 |
0 |
0.0% |
5,576,079 |
|
Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,331.3 |
3,302.7 |
3,204.4 |
|
R3 |
3,283.3 |
3,254.7 |
3,191.2 |
|
R2 |
3,235.3 |
3,235.3 |
3,186.8 |
|
R1 |
3,206.7 |
3,206.7 |
3,182.4 |
3,197.0 |
PP |
3,187.3 |
3,187.3 |
3,187.3 |
3,182.5 |
S1 |
3,158.7 |
3,158.7 |
3,173.6 |
3,149.0 |
S2 |
3,139.3 |
3,139.3 |
3,169.2 |
|
S3 |
3,091.3 |
3,110.7 |
3,164.8 |
|
S4 |
3,043.3 |
3,062.7 |
3,151.6 |
|
|
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% |
61.6 |
1.9% |
63% |
False |
False |
943,299 |
10 |
3,315.0 |
3,086.0 |
229.0 |
7.2% |
68.3 |
2.1% |
40% |
False |
False |
1,048,401 |
20 |
3,385.0 |
3,086.0 |
299.0 |
9.4% |
68.5 |
2.2% |
31% |
False |
False |
788,131 |
40 |
3,385.0 |
3,086.0 |
299.0 |
9.4% |
61.1 |
1.9% |
31% |
False |
False |
396,889 |
60 |
3,430.0 |
3,086.0 |
344.0 |
10.8% |
58.5 |
1.8% |
27% |
False |
False |
265,009 |
80 |
3,430.0 |
3,026.0 |
404.0 |
12.7% |
59.2 |
1.9% |
38% |
False |
False |
200,543 |
100 |
3,430.0 |
2,665.0 |
765.0 |
24.1% |
53.7 |
1.7% |
67% |
False |
False |
162,310 |
120 |
3,430.0 |
2,665.0 |
765.0 |
24.1% |
49.3 |
1.6% |
67% |
False |
False |
137,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,420.0 |
2.618 |
3,341.7 |
1.618 |
3,293.7 |
1.000 |
3,264.0 |
0.618 |
3,245.7 |
HIGH |
3,216.0 |
0.618 |
3,197.7 |
0.500 |
3,192.0 |
0.382 |
3,186.3 |
LOW |
3,168.0 |
0.618 |
3,138.3 |
1.000 |
3,120.0 |
1.618 |
3,090.3 |
2.618 |
3,042.3 |
4.250 |
2,964.0 |
|
|
Fisher Pivots for day following 01-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3,192.0 |
3,199.0 |
PP |
3,187.3 |
3,192.0 |
S1 |
3,182.7 |
3,185.0 |
|