| 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 |
1,886.4 |
1,903.2 |
16.8 |
0.9% |
1,957.3 |
| High |
1,904.8 |
1,908.2 |
3.4 |
0.2% |
1,962.9 |
| Low |
1,880.8 |
1,885.8 |
5.0 |
0.3% |
1,851.0 |
| Close |
1,903.2 |
1,895.5 |
-7.7 |
-0.4% |
1,866.3 |
| Range |
24.0 |
22.4 |
-1.6 |
-6.7% |
111.9 |
| ATR |
36.4 |
35.4 |
-1.0 |
-2.7% |
0.0 |
| Volume |
217,795 |
259,868 |
42,073 |
19.3% |
1,656,832 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,963.7 |
1,952.0 |
1,907.8 |
|
| R3 |
1,941.3 |
1,929.6 |
1,901.7 |
|
| R2 |
1,918.9 |
1,918.9 |
1,899.6 |
|
| R1 |
1,907.2 |
1,907.2 |
1,897.6 |
1,901.9 |
| PP |
1,896.5 |
1,896.5 |
1,896.5 |
1,893.8 |
| S1 |
1,884.8 |
1,884.8 |
1,893.4 |
1,879.5 |
| S2 |
1,874.1 |
1,874.1 |
1,891.4 |
|
| S3 |
1,851.7 |
1,862.4 |
1,889.3 |
|
| S4 |
1,829.3 |
1,840.0 |
1,883.2 |
|
|
| 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 |
1,908.2 |
1,851.0 |
57.2 |
3.0% |
27.7 |
1.5% |
78% |
True |
False |
257,894 |
| 10 |
1,969.3 |
1,851.0 |
118.3 |
6.2% |
34.5 |
1.8% |
38% |
False |
False |
281,962 |
| 20 |
1,983.8 |
1,851.0 |
132.8 |
7.0% |
32.4 |
1.7% |
34% |
False |
False |
280,895 |
| 40 |
2,089.2 |
1,851.0 |
238.2 |
12.6% |
42.2 |
2.2% |
19% |
False |
False |
316,235 |
| 60 |
2,089.2 |
1,819.3 |
269.9 |
14.2% |
38.6 |
2.0% |
28% |
False |
False |
244,367 |
| 80 |
2,089.2 |
1,715.9 |
373.3 |
19.7% |
35.5 |
1.9% |
48% |
False |
False |
185,141 |
| 100 |
2,089.2 |
1,690.1 |
399.1 |
21.1% |
34.1 |
1.8% |
51% |
False |
False |
149,251 |
| 120 |
2,089.2 |
1,670.3 |
418.9 |
22.1% |
34.4 |
1.8% |
54% |
False |
False |
125,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,003.4 |
|
2.618 |
1,966.8 |
|
1.618 |
1,944.4 |
|
1.000 |
1,930.6 |
|
0.618 |
1,922.0 |
|
HIGH |
1,908.2 |
|
0.618 |
1,899.6 |
|
0.500 |
1,897.0 |
|
0.382 |
1,894.4 |
|
LOW |
1,885.8 |
|
0.618 |
1,872.0 |
|
1.000 |
1,863.4 |
|
1.618 |
1,849.6 |
|
2.618 |
1,827.2 |
|
4.250 |
1,790.6 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,897.0 |
1,890.2 |
| PP |
1,896.5 |
1,884.9 |
| S1 |
1,896.0 |
1,879.7 |
|