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 |
5,936.0 |
5,875.0 |
-61.0 |
-1.0% |
5,969.0 |
High |
5,936.0 |
5,904.0 |
-32.0 |
-0.5% |
5,980.0 |
Low |
5,830.0 |
5,816.0 |
-14.0 |
-0.2% |
5,739.5 |
Close |
5,871.0 |
5,841.5 |
-29.5 |
-0.5% |
5,802.5 |
Range |
106.0 |
88.0 |
-18.0 |
-17.0% |
240.5 |
ATR |
106.3 |
105.0 |
-1.3 |
-1.2% |
0.0 |
Volume |
97,090 |
109,087 |
11,997 |
12.4% |
564,558 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,118.0 |
6,067.5 |
5,890.0 |
|
R3 |
6,030.0 |
5,979.5 |
5,865.5 |
|
R2 |
5,942.0 |
5,942.0 |
5,857.5 |
|
R1 |
5,891.5 |
5,891.5 |
5,849.5 |
5,873.0 |
PP |
5,854.0 |
5,854.0 |
5,854.0 |
5,844.5 |
S1 |
5,803.5 |
5,803.5 |
5,833.5 |
5,785.0 |
S2 |
5,766.0 |
5,766.0 |
5,825.5 |
|
S3 |
5,678.0 |
5,715.5 |
5,817.5 |
|
S4 |
5,590.0 |
5,627.5 |
5,793.0 |
|
|
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 |
5,936.0 |
5,739.5 |
196.5 |
3.4% |
96.0 |
1.6% |
52% |
False |
False |
96,765 |
10 |
6,052.0 |
5,739.5 |
312.5 |
5.3% |
112.0 |
1.9% |
33% |
False |
False |
105,913 |
20 |
6,097.5 |
5,739.5 |
358.0 |
6.1% |
110.5 |
1.9% |
28% |
False |
False |
104,887 |
40 |
6,228.0 |
5,739.5 |
488.5 |
8.4% |
80.5 |
1.4% |
21% |
False |
False |
52,618 |
60 |
6,240.5 |
5,739.5 |
501.0 |
8.6% |
59.0 |
1.0% |
20% |
False |
False |
35,082 |
80 |
6,264.5 |
5,739.5 |
525.0 |
9.0% |
50.5 |
0.9% |
19% |
False |
False |
26,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,278.0 |
2.618 |
6,134.5 |
1.618 |
6,046.5 |
1.000 |
5,992.0 |
0.618 |
5,958.5 |
HIGH |
5,904.0 |
0.618 |
5,870.5 |
0.500 |
5,860.0 |
0.382 |
5,849.5 |
LOW |
5,816.0 |
0.618 |
5,761.5 |
1.000 |
5,728.0 |
1.618 |
5,673.5 |
2.618 |
5,585.5 |
4.250 |
5,442.0 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
5,860.0 |
5,876.0 |
PP |
5,854.0 |
5,864.5 |
S1 |
5,847.5 |
5,853.0 |
|