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 |
12,883.0 |
12,835.0 |
-48.0 |
-0.4% |
13,134.5 |
High |
12,930.5 |
12,883.0 |
-47.5 |
-0.4% |
13,136.5 |
Low |
12,716.0 |
12,667.0 |
-49.0 |
-0.4% |
12,316.0 |
Close |
12,797.0 |
12,779.0 |
-18.0 |
-0.1% |
12,421.5 |
Range |
214.5 |
216.0 |
1.5 |
0.7% |
820.5 |
ATR |
273.9 |
269.8 |
-4.1 |
-1.5% |
0.0 |
Volume |
63,873 |
74,759 |
10,886 |
17.0% |
484,523 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,424.3 |
13,317.7 |
12,897.8 |
|
R3 |
13,208.3 |
13,101.7 |
12,838.4 |
|
R2 |
12,992.3 |
12,992.3 |
12,818.6 |
|
R1 |
12,885.7 |
12,885.7 |
12,798.8 |
12,831.0 |
PP |
12,776.3 |
12,776.3 |
12,776.3 |
12,749.0 |
S1 |
12,669.7 |
12,669.7 |
12,759.2 |
12,615.0 |
S2 |
12,560.3 |
12,560.3 |
12,739.4 |
|
S3 |
12,344.3 |
12,453.7 |
12,719.6 |
|
S4 |
12,128.3 |
12,237.7 |
12,660.2 |
|
|
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% |
274.0 |
2.1% |
75% |
False |
False |
81,148 |
10 |
13,244.5 |
12,316.0 |
928.5 |
7.3% |
289.8 |
2.3% |
50% |
False |
False |
82,412 |
20 |
13,435.0 |
12,316.0 |
1,119.0 |
8.8% |
271.0 |
2.1% |
41% |
False |
False |
45,834 |
40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.8% |
228.8 |
1.8% |
41% |
False |
False |
22,969 |
60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.6% |
216.1 |
1.7% |
47% |
False |
False |
15,344 |
80 |
13,435.0 |
11,610.0 |
1,825.0 |
14.3% |
221.1 |
1.7% |
64% |
False |
False |
11,524 |
100 |
13,435.0 |
10,193.0 |
3,242.0 |
25.4% |
198.5 |
1.6% |
80% |
False |
False |
9,224 |
120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.4% |
175.6 |
1.4% |
80% |
False |
False |
7,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,801.0 |
2.618 |
13,448.5 |
1.618 |
13,232.5 |
1.000 |
13,099.0 |
0.618 |
13,016.5 |
HIGH |
12,883.0 |
0.618 |
12,800.5 |
0.500 |
12,775.0 |
0.382 |
12,749.5 |
LOW |
12,667.0 |
0.618 |
12,533.5 |
1.000 |
12,451.0 |
1.618 |
12,317.5 |
2.618 |
12,101.5 |
4.250 |
11,749.0 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
12,777.7 |
12,764.9 |
PP |
12,776.3 |
12,750.8 |
S1 |
12,775.0 |
12,736.8 |
|