| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
12,835.0 |
12,777.0 |
-58.0 |
-0.5% |
13,134.5 |
| High |
12,883.0 |
12,842.5 |
-40.5 |
-0.3% |
13,136.5 |
| Low |
12,667.0 |
12,650.0 |
-17.0 |
-0.1% |
12,316.0 |
| Close |
12,779.0 |
12,692.5 |
-86.5 |
-0.7% |
12,421.5 |
| Range |
216.0 |
192.5 |
-23.5 |
-10.9% |
820.5 |
| ATR |
269.8 |
264.2 |
-5.5 |
-2.0% |
0.0 |
| Volume |
74,759 |
74,759 |
0 |
0.0% |
484,523 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,305.8 |
13,191.7 |
12,798.4 |
|
| R3 |
13,113.3 |
12,999.2 |
12,745.4 |
|
| R2 |
12,920.8 |
12,920.8 |
12,727.8 |
|
| R1 |
12,806.7 |
12,806.7 |
12,710.1 |
12,767.5 |
| PP |
12,728.3 |
12,728.3 |
12,728.3 |
12,708.8 |
| S1 |
12,614.2 |
12,614.2 |
12,674.9 |
12,575.0 |
| S2 |
12,535.8 |
12,535.8 |
12,657.2 |
|
| S3 |
12,343.3 |
12,421.7 |
12,639.6 |
|
| S4 |
12,150.8 |
12,229.2 |
12,586.6 |
|
|
| 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% |
264.6 |
2.1% |
61% |
False |
False |
77,310 |
| 10 |
13,244.5 |
12,316.0 |
928.5 |
7.3% |
287.5 |
2.3% |
41% |
False |
False |
85,502 |
| 20 |
13,320.0 |
12,316.0 |
1,004.0 |
7.9% |
254.7 |
2.0% |
38% |
False |
False |
49,552 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
8.8% |
227.8 |
1.8% |
34% |
False |
False |
24,836 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.7% |
215.2 |
1.7% |
40% |
False |
False |
16,589 |
| 80 |
13,435.0 |
11,610.0 |
1,825.0 |
14.4% |
219.4 |
1.7% |
59% |
False |
False |
12,458 |
| 100 |
13,435.0 |
10,419.0 |
3,016.0 |
23.8% |
199.5 |
1.6% |
75% |
False |
False |
9,971 |
| 120 |
13,435.0 |
10,193.0 |
3,242.0 |
25.5% |
175.5 |
1.4% |
77% |
False |
False |
8,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,660.6 |
|
2.618 |
13,346.5 |
|
1.618 |
13,154.0 |
|
1.000 |
13,035.0 |
|
0.618 |
12,961.5 |
|
HIGH |
12,842.5 |
|
0.618 |
12,769.0 |
|
0.500 |
12,746.3 |
|
0.382 |
12,723.5 |
|
LOW |
12,650.0 |
|
0.618 |
12,531.0 |
|
1.000 |
12,457.5 |
|
1.618 |
12,338.5 |
|
2.618 |
12,146.0 |
|
4.250 |
11,831.9 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,746.3 |
12,790.3 |
| PP |
12,728.3 |
12,757.7 |
| S1 |
12,710.4 |
12,725.1 |
|