| 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 |
12,549.5 |
12,883.0 |
333.5 |
2.7% |
13,134.5 |
| High |
12,866.5 |
12,930.5 |
64.0 |
0.5% |
13,136.5 |
| Low |
12,543.0 |
12,716.0 |
173.0 |
1.4% |
12,316.0 |
| Close |
12,849.0 |
12,797.0 |
-52.0 |
-0.4% |
12,421.5 |
| Range |
323.5 |
214.5 |
-109.0 |
-33.7% |
820.5 |
| ATR |
278.5 |
273.9 |
-4.6 |
-1.6% |
0.0 |
| Volume |
74,379 |
63,873 |
-10,506 |
-14.1% |
484,523 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,458.0 |
13,342.0 |
12,915.0 |
|
| R3 |
13,243.5 |
13,127.5 |
12,856.0 |
|
| R2 |
13,029.0 |
13,029.0 |
12,836.3 |
|
| R1 |
12,913.0 |
12,913.0 |
12,816.7 |
12,863.8 |
| PP |
12,814.5 |
12,814.5 |
12,814.5 |
12,789.9 |
| S1 |
12,698.5 |
12,698.5 |
12,777.3 |
12,649.3 |
| S2 |
12,600.0 |
12,600.0 |
12,757.7 |
|
| S3 |
12,385.5 |
12,484.0 |
12,738.0 |
|
| S4 |
12,171.0 |
12,269.5 |
12,679.0 |
|
|
| 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 |
12,930.5 |
12,316.0 |
614.5 |
4.8% |
291.4 |
2.3% |
78% |
True |
False |
82,574 |
| 10 |
13,261.0 |
12,316.0 |
945.0 |
7.4% |
279.0 |
2.2% |
51% |
False |
False |
77,819 |
| 20 |
13,435.0 |
12,316.0 |
1,119.0 |
8.7% |
276.3 |
2.2% |
43% |
False |
False |
42,132 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.7% |
226.5 |
1.8% |
43% |
False |
False |
21,102 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.6% |
214.3 |
1.7% |
48% |
False |
False |
14,100 |
| 80 |
13,435.0 |
11,610.0 |
1,825.0 |
14.3% |
219.3 |
1.7% |
65% |
False |
False |
10,589 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
25.3% |
196.3 |
1.5% |
80% |
False |
False |
8,476 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.3% |
174.6 |
1.4% |
80% |
False |
False |
7,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,842.1 |
|
2.618 |
13,492.1 |
|
1.618 |
13,277.6 |
|
1.000 |
13,145.0 |
|
0.618 |
13,063.1 |
|
HIGH |
12,930.5 |
|
0.618 |
12,848.6 |
|
0.500 |
12,823.3 |
|
0.382 |
12,797.9 |
|
LOW |
12,716.0 |
|
0.618 |
12,583.4 |
|
1.000 |
12,501.5 |
|
1.618 |
12,368.9 |
|
2.618 |
12,154.4 |
|
4.250 |
11,804.4 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,823.3 |
12,739.1 |
| PP |
12,814.5 |
12,681.2 |
| S1 |
12,805.8 |
12,623.3 |
|