| 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 |
10,914.25 |
11,145.00 |
230.75 |
2.1% |
10,920.00 |
| High |
11,166.25 |
11,404.00 |
237.75 |
2.1% |
11,222.00 |
| Low |
10,813.75 |
11,140.25 |
326.50 |
3.0% |
10,656.50 |
| Close |
11,136.50 |
11,394.75 |
258.25 |
2.3% |
11,136.50 |
| Range |
352.50 |
263.75 |
-88.75 |
-25.2% |
565.50 |
| ATR |
344.23 |
338.75 |
-5.48 |
-1.6% |
0.00 |
| Volume |
600,725 |
568,217 |
-32,508 |
-5.4% |
3,350,326 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,104.25 |
12,013.25 |
11,539.75 |
|
| R3 |
11,840.50 |
11,749.50 |
11,467.25 |
|
| R2 |
11,576.75 |
11,576.75 |
11,443.00 |
|
| R1 |
11,485.75 |
11,485.75 |
11,419.00 |
11,531.25 |
| PP |
11,313.00 |
11,313.00 |
11,313.00 |
11,335.75 |
| S1 |
11,222.00 |
11,222.00 |
11,370.50 |
11,267.50 |
| S2 |
11,049.25 |
11,049.25 |
11,346.50 |
|
| S3 |
10,785.50 |
10,958.25 |
11,322.25 |
|
| S4 |
10,521.75 |
10,694.50 |
11,249.75 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,701.50 |
12,484.50 |
11,447.50 |
|
| R3 |
12,136.00 |
11,919.00 |
11,292.00 |
|
| R2 |
11,570.50 |
11,570.50 |
11,240.25 |
|
| R1 |
11,353.50 |
11,353.50 |
11,188.25 |
11,462.00 |
| PP |
11,005.00 |
11,005.00 |
11,005.00 |
11,059.25 |
| S1 |
10,788.00 |
10,788.00 |
11,084.75 |
10,896.50 |
| S2 |
10,439.50 |
10,439.50 |
11,032.75 |
|
| S3 |
9,874.00 |
10,222.50 |
10,981.00 |
|
| S4 |
9,308.50 |
9,657.00 |
10,825.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,404.00 |
10,660.25 |
743.75 |
6.5% |
339.50 |
3.0% |
99% |
True |
False |
638,111 |
| 10 |
11,539.00 |
10,656.50 |
882.50 |
7.7% |
342.00 |
3.0% |
84% |
False |
False |
666,925 |
| 20 |
12,448.75 |
10,656.50 |
1,792.25 |
15.7% |
391.75 |
3.4% |
41% |
False |
False |
387,150 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.7% |
290.75 |
2.6% |
41% |
False |
False |
193,974 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
19.0% |
282.75 |
2.5% |
51% |
False |
False |
129,532 |
| 80 |
12,448.75 |
9,390.50 |
3,058.25 |
26.8% |
273.25 |
2.4% |
66% |
False |
False |
97,214 |
| 100 |
12,448.75 |
8,829.25 |
3,619.50 |
31.8% |
250.00 |
2.2% |
71% |
False |
False |
77,772 |
| 120 |
12,448.75 |
7,960.25 |
4,488.50 |
39.4% |
244.00 |
2.1% |
77% |
False |
False |
64,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,525.00 |
|
2.618 |
12,094.50 |
|
1.618 |
11,830.75 |
|
1.000 |
11,667.75 |
|
0.618 |
11,567.00 |
|
HIGH |
11,404.00 |
|
0.618 |
11,303.25 |
|
0.500 |
11,272.00 |
|
0.382 |
11,241.00 |
|
LOW |
11,140.25 |
|
0.618 |
10,977.25 |
|
1.000 |
10,876.50 |
|
1.618 |
10,713.50 |
|
2.618 |
10,449.75 |
|
4.250 |
10,019.25 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,354.00 |
11,274.00 |
| PP |
11,313.00 |
11,153.00 |
| S1 |
11,272.00 |
11,032.00 |
|