| 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 |
1,862.7 |
1,886.4 |
23.7 |
1.3% |
1,957.3 |
| High |
1,888.2 |
1,904.8 |
16.6 |
0.9% |
1,962.9 |
| Low |
1,851.1 |
1,880.8 |
29.7 |
1.6% |
1,851.0 |
| Close |
1,882.3 |
1,903.2 |
20.9 |
1.1% |
1,866.3 |
| Range |
37.1 |
24.0 |
-13.1 |
-35.3% |
111.9 |
| ATR |
37.4 |
36.4 |
-1.0 |
-2.6% |
0.0 |
| Volume |
235,915 |
217,795 |
-18,120 |
-7.7% |
1,656,832 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,968.3 |
1,959.7 |
1,916.4 |
|
| R3 |
1,944.3 |
1,935.7 |
1,909.8 |
|
| R2 |
1,920.3 |
1,920.3 |
1,907.6 |
|
| R1 |
1,911.7 |
1,911.7 |
1,905.4 |
1,916.0 |
| PP |
1,896.3 |
1,896.3 |
1,896.3 |
1,898.4 |
| S1 |
1,887.7 |
1,887.7 |
1,901.0 |
1,892.0 |
| S2 |
1,872.3 |
1,872.3 |
1,898.8 |
|
| S3 |
1,848.3 |
1,863.7 |
1,896.6 |
|
| S4 |
1,824.3 |
1,839.7 |
1,890.0 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.1 |
2,159.6 |
1,927.8 |
|
| R3 |
2,117.2 |
2,047.7 |
1,897.1 |
|
| R2 |
2,005.3 |
2,005.3 |
1,886.8 |
|
| R1 |
1,935.8 |
1,935.8 |
1,876.6 |
1,914.6 |
| PP |
1,893.4 |
1,893.4 |
1,893.4 |
1,882.8 |
| S1 |
1,823.9 |
1,823.9 |
1,856.0 |
1,802.7 |
| S2 |
1,781.5 |
1,781.5 |
1,845.8 |
|
| S3 |
1,669.6 |
1,712.0 |
1,835.5 |
|
| S4 |
1,557.7 |
1,600.1 |
1,804.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,909.9 |
1,851.0 |
58.9 |
3.1% |
34.0 |
1.8% |
89% |
False |
False |
288,232 |
| 10 |
1,983.8 |
1,851.0 |
132.8 |
7.0% |
34.9 |
1.8% |
39% |
False |
False |
285,814 |
| 20 |
2,001.2 |
1,851.0 |
150.2 |
7.9% |
32.9 |
1.7% |
35% |
False |
False |
283,146 |
| 40 |
2,089.2 |
1,851.0 |
238.2 |
12.5% |
43.0 |
2.3% |
22% |
False |
False |
316,599 |
| 60 |
2,089.2 |
1,804.8 |
284.4 |
14.9% |
38.7 |
2.0% |
35% |
False |
False |
240,344 |
| 80 |
2,089.2 |
1,700.1 |
389.1 |
20.4% |
35.5 |
1.9% |
52% |
False |
False |
181,953 |
| 100 |
2,089.2 |
1,690.1 |
399.1 |
21.0% |
34.1 |
1.8% |
53% |
False |
False |
146,733 |
| 120 |
2,089.2 |
1,670.3 |
418.9 |
22.0% |
34.8 |
1.8% |
56% |
False |
False |
122,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,006.8 |
|
2.618 |
1,967.6 |
|
1.618 |
1,943.6 |
|
1.000 |
1,928.8 |
|
0.618 |
1,919.6 |
|
HIGH |
1,904.8 |
|
0.618 |
1,895.6 |
|
0.500 |
1,892.8 |
|
0.382 |
1,890.0 |
|
LOW |
1,880.8 |
|
0.618 |
1,866.0 |
|
1.000 |
1,856.8 |
|
1.618 |
1,842.0 |
|
2.618 |
1,818.0 |
|
4.250 |
1,778.8 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,899.7 |
1,894.8 |
| PP |
1,896.3 |
1,886.4 |
| S1 |
1,892.8 |
1,878.0 |
|