| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,450.3 |
1,468.5 |
18.2 |
1.3% |
1,534.8 |
| High |
1,474.2 |
1,510.9 |
36.7 |
2.5% |
1,538.5 |
| Low |
1,428.7 |
1,468.5 |
39.8 |
2.8% |
1,426.2 |
| Close |
1,467.2 |
1,506.5 |
39.3 |
2.7% |
1,467.2 |
| Range |
45.5 |
42.4 |
-3.1 |
-6.8% |
112.3 |
| ATR |
40.3 |
40.5 |
0.2 |
0.6% |
0.0 |
| Volume |
162,835 |
154,283 |
-8,552 |
-5.3% |
964,541 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.5 |
1,606.9 |
1,529.8 |
|
| R3 |
1,580.1 |
1,564.5 |
1,518.2 |
|
| R2 |
1,537.7 |
1,537.7 |
1,514.3 |
|
| R1 |
1,522.1 |
1,522.1 |
1,510.4 |
1,529.9 |
| PP |
1,495.3 |
1,495.3 |
1,495.3 |
1,499.2 |
| S1 |
1,479.7 |
1,479.7 |
1,502.6 |
1,487.5 |
| S2 |
1,452.9 |
1,452.9 |
1,498.7 |
|
| S3 |
1,410.5 |
1,437.3 |
1,494.8 |
|
| S4 |
1,368.1 |
1,394.9 |
1,483.2 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,814.2 |
1,753.0 |
1,529.0 |
|
| R3 |
1,701.9 |
1,640.7 |
1,498.1 |
|
| R2 |
1,589.6 |
1,589.6 |
1,487.8 |
|
| R1 |
1,528.4 |
1,528.4 |
1,477.5 |
1,502.9 |
| PP |
1,477.3 |
1,477.3 |
1,477.3 |
1,464.5 |
| S1 |
1,416.1 |
1,416.1 |
1,456.9 |
1,390.6 |
| S2 |
1,365.0 |
1,365.0 |
1,446.6 |
|
| S3 |
1,252.7 |
1,303.8 |
1,436.3 |
|
| S4 |
1,140.4 |
1,191.5 |
1,405.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,510.9 |
1,426.2 |
84.7 |
5.6% |
43.2 |
2.9% |
95% |
True |
False |
176,030 |
| 10 |
1,569.6 |
1,426.2 |
143.4 |
9.5% |
42.6 |
2.8% |
56% |
False |
False |
189,841 |
| 20 |
1,592.0 |
1,426.2 |
165.8 |
11.0% |
44.0 |
2.9% |
48% |
False |
False |
126,853 |
| 40 |
1,601.5 |
1,426.2 |
175.3 |
11.6% |
34.1 |
2.3% |
46% |
False |
False |
63,479 |
| 60 |
1,601.5 |
1,372.2 |
229.3 |
15.2% |
34.1 |
2.3% |
59% |
False |
False |
42,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,691.1 |
|
2.618 |
1,621.9 |
|
1.618 |
1,579.5 |
|
1.000 |
1,553.3 |
|
0.618 |
1,537.1 |
|
HIGH |
1,510.9 |
|
0.618 |
1,494.7 |
|
0.500 |
1,489.7 |
|
0.382 |
1,484.7 |
|
LOW |
1,468.5 |
|
0.618 |
1,442.3 |
|
1.000 |
1,426.1 |
|
1.618 |
1,399.9 |
|
2.618 |
1,357.5 |
|
4.250 |
1,288.3 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,500.9 |
1,493.9 |
| PP |
1,495.3 |
1,481.2 |
| S1 |
1,489.7 |
1,468.6 |
|