| 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 |
12,641.0 |
12,549.5 |
-91.5 |
-0.7% |
13,134.5 |
| High |
12,692.5 |
12,866.5 |
174.0 |
1.4% |
13,136.5 |
| Low |
12,316.0 |
12,543.0 |
227.0 |
1.8% |
12,316.0 |
| Close |
12,421.5 |
12,849.0 |
427.5 |
3.4% |
12,421.5 |
| Range |
376.5 |
323.5 |
-53.0 |
-14.1% |
820.5 |
| ATR |
265.6 |
278.5 |
12.8 |
4.8% |
0.0 |
| Volume |
98,784 |
74,379 |
-24,405 |
-24.7% |
484,523 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,723.3 |
13,609.7 |
13,026.9 |
|
| R3 |
13,399.8 |
13,286.2 |
12,938.0 |
|
| R2 |
13,076.3 |
13,076.3 |
12,908.3 |
|
| R1 |
12,962.7 |
12,962.7 |
12,878.7 |
13,019.5 |
| PP |
12,752.8 |
12,752.8 |
12,752.8 |
12,781.3 |
| S1 |
12,639.2 |
12,639.2 |
12,819.3 |
12,696.0 |
| S2 |
12,429.3 |
12,429.3 |
12,789.7 |
|
| S3 |
12,105.8 |
12,315.7 |
12,760.0 |
|
| S4 |
11,782.3 |
11,992.2 |
12,671.1 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,086.2 |
14,574.3 |
12,872.8 |
|
| R3 |
14,265.7 |
13,753.8 |
12,647.1 |
|
| R2 |
13,445.2 |
13,445.2 |
12,571.9 |
|
| R1 |
12,933.3 |
12,933.3 |
12,496.7 |
12,779.0 |
| PP |
12,624.7 |
12,624.7 |
12,624.7 |
12,547.5 |
| S1 |
12,112.8 |
12,112.8 |
12,346.3 |
11,958.5 |
| S2 |
11,804.2 |
11,804.2 |
12,271.1 |
|
| S3 |
10,983.7 |
11,292.3 |
12,195.9 |
|
| S4 |
10,163.2 |
10,471.8 |
11,970.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,866.5 |
12,316.0 |
550.5 |
4.3% |
277.0 |
2.2% |
97% |
True |
False |
86,219 |
| 10 |
13,261.0 |
12,316.0 |
945.0 |
7.4% |
270.2 |
2.1% |
56% |
False |
False |
75,447 |
| 20 |
13,435.0 |
12,316.0 |
1,119.0 |
8.7% |
278.7 |
2.2% |
48% |
False |
False |
38,942 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.7% |
225.0 |
1.8% |
48% |
False |
False |
19,506 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.6% |
212.4 |
1.7% |
52% |
False |
False |
13,036 |
| 80 |
13,435.0 |
11,610.0 |
1,825.0 |
14.2% |
219.8 |
1.7% |
68% |
False |
False |
9,791 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
25.2% |
194.2 |
1.5% |
82% |
False |
False |
7,838 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.2% |
174.1 |
1.4% |
82% |
False |
False |
6,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,241.4 |
|
2.618 |
13,713.4 |
|
1.618 |
13,389.9 |
|
1.000 |
13,190.0 |
|
0.618 |
13,066.4 |
|
HIGH |
12,866.5 |
|
0.618 |
12,742.9 |
|
0.500 |
12,704.8 |
|
0.382 |
12,666.6 |
|
LOW |
12,543.0 |
|
0.618 |
12,343.1 |
|
1.000 |
12,219.5 |
|
1.618 |
12,019.6 |
|
2.618 |
11,696.1 |
|
4.250 |
11,168.1 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,800.9 |
12,763.1 |
| PP |
12,752.8 |
12,677.2 |
| S1 |
12,704.8 |
12,591.3 |
|