| 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 |
1,468.5 |
1,507.1 |
38.6 |
2.6% |
1,534.8 |
| High |
1,510.9 |
1,513.9 |
3.0 |
0.2% |
1,538.5 |
| Low |
1,468.5 |
1,486.2 |
17.7 |
1.2% |
1,426.2 |
| Close |
1,506.5 |
1,507.0 |
0.5 |
0.0% |
1,467.2 |
| Range |
42.4 |
27.7 |
-14.7 |
-34.7% |
112.3 |
| ATR |
40.5 |
39.6 |
-0.9 |
-2.3% |
0.0 |
| Volume |
154,283 |
139,445 |
-14,838 |
-9.6% |
964,541 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,585.5 |
1,573.9 |
1,522.2 |
|
| R3 |
1,557.8 |
1,546.2 |
1,514.6 |
|
| R2 |
1,530.1 |
1,530.1 |
1,512.1 |
|
| R1 |
1,518.5 |
1,518.5 |
1,509.5 |
1,510.5 |
| PP |
1,502.4 |
1,502.4 |
1,502.4 |
1,498.3 |
| S1 |
1,490.8 |
1,490.8 |
1,504.5 |
1,482.8 |
| S2 |
1,474.7 |
1,474.7 |
1,501.9 |
|
| S3 |
1,447.0 |
1,463.1 |
1,499.4 |
|
| S4 |
1,419.3 |
1,435.4 |
1,491.8 |
|
|
| 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 |
1,513.9 |
1,426.2 |
87.7 |
5.8% |
43.2 |
2.9% |
92% |
True |
False |
173,299 |
| 10 |
1,569.6 |
1,426.2 |
143.4 |
9.5% |
43.4 |
2.9% |
56% |
False |
False |
181,141 |
| 20 |
1,592.0 |
1,426.2 |
165.8 |
11.0% |
43.9 |
2.9% |
49% |
False |
False |
133,818 |
| 40 |
1,601.5 |
1,426.2 |
175.3 |
11.6% |
34.0 |
2.3% |
46% |
False |
False |
66,964 |
| 60 |
1,601.5 |
1,372.2 |
229.3 |
15.2% |
33.7 |
2.2% |
59% |
False |
False |
44,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,631.6 |
|
2.618 |
1,586.4 |
|
1.618 |
1,558.7 |
|
1.000 |
1,541.6 |
|
0.618 |
1,531.0 |
|
HIGH |
1,513.9 |
|
0.618 |
1,503.3 |
|
0.500 |
1,500.1 |
|
0.382 |
1,496.8 |
|
LOW |
1,486.2 |
|
0.618 |
1,469.1 |
|
1.000 |
1,458.5 |
|
1.618 |
1,441.4 |
|
2.618 |
1,413.7 |
|
4.250 |
1,368.5 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,504.7 |
1,495.1 |
| PP |
1,502.4 |
1,483.2 |
| S1 |
1,500.1 |
1,471.3 |
|