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 |
5,851.5 |
5,936.0 |
84.5 |
1.4% |
5,969.0 |
High |
5,925.5 |
5,936.0 |
10.5 |
0.2% |
5,980.0 |
Low |
5,844.0 |
5,830.0 |
-14.0 |
-0.2% |
5,739.5 |
Close |
5,913.5 |
5,871.0 |
-42.5 |
-0.7% |
5,802.5 |
Range |
81.5 |
106.0 |
24.5 |
30.1% |
240.5 |
ATR |
106.3 |
106.3 |
0.0 |
0.0% |
0.0 |
Volume |
90,920 |
97,090 |
6,170 |
6.8% |
564,558 |
|
Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,197.0 |
6,140.0 |
5,929.5 |
|
R3 |
6,091.0 |
6,034.0 |
5,900.0 |
|
R2 |
5,985.0 |
5,985.0 |
5,890.5 |
|
R1 |
5,928.0 |
5,928.0 |
5,880.5 |
5,903.5 |
PP |
5,879.0 |
5,879.0 |
5,879.0 |
5,867.0 |
S1 |
5,822.0 |
5,822.0 |
5,861.5 |
5,797.5 |
S2 |
5,773.0 |
5,773.0 |
5,851.5 |
|
S3 |
5,667.0 |
5,716.0 |
5,842.0 |
|
S4 |
5,561.0 |
5,610.0 |
5,812.5 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,562.0 |
6,423.0 |
5,935.0 |
|
R3 |
6,321.5 |
6,182.5 |
5,868.5 |
|
R2 |
6,081.0 |
6,081.0 |
5,846.5 |
|
R1 |
5,942.0 |
5,942.0 |
5,824.5 |
5,891.0 |
PP |
5,840.5 |
5,840.5 |
5,840.5 |
5,815.5 |
S1 |
5,701.5 |
5,701.5 |
5,780.5 |
5,651.0 |
S2 |
5,600.0 |
5,600.0 |
5,758.5 |
|
S3 |
5,359.5 |
5,461.0 |
5,736.5 |
|
S4 |
5,119.0 |
5,220.5 |
5,670.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,945.5 |
5,739.5 |
206.0 |
3.5% |
104.0 |
1.8% |
64% |
False |
False |
98,511 |
10 |
6,090.5 |
5,739.5 |
351.0 |
6.0% |
110.0 |
1.9% |
37% |
False |
False |
109,720 |
20 |
6,097.5 |
5,739.5 |
358.0 |
6.1% |
109.0 |
1.9% |
37% |
False |
False |
99,437 |
40 |
6,228.0 |
5,739.5 |
488.5 |
8.3% |
79.0 |
1.3% |
27% |
False |
False |
49,891 |
60 |
6,240.5 |
5,739.5 |
501.0 |
8.5% |
57.5 |
1.0% |
26% |
False |
False |
33,264 |
80 |
6,322.5 |
5,739.5 |
583.0 |
9.9% |
50.5 |
0.9% |
23% |
False |
False |
24,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,386.5 |
2.618 |
6,213.5 |
1.618 |
6,107.5 |
1.000 |
6,042.0 |
0.618 |
6,001.5 |
HIGH |
5,936.0 |
0.618 |
5,895.5 |
0.500 |
5,883.0 |
0.382 |
5,870.5 |
LOW |
5,830.0 |
0.618 |
5,764.5 |
1.000 |
5,724.0 |
1.618 |
5,658.5 |
2.618 |
5,552.5 |
4.250 |
5,379.5 |
|
|
Fisher Pivots for day following 29-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
5,883.0 |
5,860.0 |
PP |
5,879.0 |
5,849.0 |
S1 |
5,875.0 |
5,838.0 |
|