| 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 |
11,321.00 |
11,375.00 |
54.00 |
0.5% |
10,920.00 |
| High |
11,526.00 |
11,599.25 |
73.25 |
0.6% |
11,222.00 |
| Low |
11,167.00 |
11,375.00 |
208.00 |
1.9% |
10,656.50 |
| Close |
11,407.25 |
11,574.75 |
167.50 |
1.5% |
11,136.50 |
| Range |
359.00 |
224.25 |
-134.75 |
-37.5% |
565.50 |
| ATR |
328.29 |
320.86 |
-7.43 |
-2.3% |
0.00 |
| Volume |
647,968 |
580,589 |
-67,379 |
-10.4% |
3,350,326 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,189.00 |
12,106.25 |
11,698.00 |
|
| R3 |
11,964.75 |
11,882.00 |
11,636.50 |
|
| R2 |
11,740.50 |
11,740.50 |
11,615.75 |
|
| R1 |
11,657.75 |
11,657.75 |
11,595.25 |
11,699.00 |
| PP |
11,516.25 |
11,516.25 |
11,516.25 |
11,537.00 |
| S1 |
11,433.50 |
11,433.50 |
11,554.25 |
11,475.00 |
| S2 |
11,292.00 |
11,292.00 |
11,533.75 |
|
| S3 |
11,067.75 |
11,209.25 |
11,513.00 |
|
| S4 |
10,843.50 |
10,985.00 |
11,451.50 |
|
|
| 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 |
11,599.25 |
10,813.75 |
785.50 |
6.8% |
271.75 |
2.3% |
97% |
True |
False |
568,333 |
| 10 |
11,599.25 |
10,656.50 |
942.75 |
8.1% |
321.50 |
2.8% |
97% |
True |
False |
639,154 |
| 20 |
12,423.50 |
10,656.50 |
1,767.00 |
15.3% |
394.00 |
3.4% |
52% |
False |
False |
470,361 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.5% |
299.50 |
2.6% |
51% |
False |
False |
235,751 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
18.7% |
284.25 |
2.5% |
60% |
False |
False |
157,393 |
| 80 |
12,448.75 |
9,390.50 |
3,058.25 |
26.4% |
276.00 |
2.4% |
71% |
False |
False |
118,116 |
| 100 |
12,448.75 |
8,829.25 |
3,619.50 |
31.3% |
255.25 |
2.2% |
76% |
False |
False |
94,499 |
| 120 |
12,448.75 |
8,348.50 |
4,100.25 |
35.4% |
244.50 |
2.1% |
79% |
False |
False |
78,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,552.25 |
|
2.618 |
12,186.25 |
|
1.618 |
11,962.00 |
|
1.000 |
11,823.50 |
|
0.618 |
11,737.75 |
|
HIGH |
11,599.25 |
|
0.618 |
11,513.50 |
|
0.500 |
11,487.00 |
|
0.382 |
11,460.75 |
|
LOW |
11,375.00 |
|
0.618 |
11,236.50 |
|
1.000 |
11,150.75 |
|
1.618 |
11,012.25 |
|
2.618 |
10,788.00 |
|
4.250 |
10,422.00 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,545.50 |
11,511.00 |
| PP |
11,516.25 |
11,447.00 |
| S1 |
11,487.00 |
11,383.00 |
|