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 |
26,772 |
27,060 |
288 |
1.1% |
27,568 |
High |
27,123 |
27,600 |
477 |
1.8% |
27,663 |
Low |
26,424 |
27,060 |
636 |
2.4% |
26,407 |
Close |
27,043 |
27,482 |
439 |
1.6% |
27,043 |
Range |
699 |
540 |
-159 |
-22.7% |
1,256 |
ATR |
572 |
571 |
-1 |
-0.2% |
0 |
Volume |
213,697 |
181,940 |
-31,757 |
-14.9% |
1,167,820 |
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,001 |
28,781 |
27,779 |
|
R3 |
28,461 |
28,241 |
27,631 |
|
R2 |
27,921 |
27,921 |
27,581 |
|
R1 |
27,701 |
27,701 |
27,532 |
27,811 |
PP |
27,381 |
27,381 |
27,381 |
27,436 |
S1 |
27,161 |
27,161 |
27,433 |
27,271 |
S2 |
26,841 |
26,841 |
27,383 |
|
S3 |
26,301 |
26,621 |
27,334 |
|
S4 |
25,761 |
26,081 |
27,185 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,806 |
30,180 |
27,734 |
|
R3 |
29,550 |
28,924 |
27,389 |
|
R2 |
28,294 |
28,294 |
27,273 |
|
R1 |
27,668 |
27,668 |
27,158 |
27,353 |
PP |
27,038 |
27,038 |
27,038 |
26,880 |
S1 |
26,412 |
26,412 |
26,928 |
26,097 |
S2 |
25,782 |
25,782 |
26,813 |
|
S3 |
24,526 |
25,156 |
26,698 |
|
S4 |
23,270 |
23,900 |
26,352 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,600 |
26,407 |
1,193 |
4.3% |
592 |
2.2% |
90% |
True |
False |
217,094 |
10 |
28,251 |
26,407 |
1,844 |
6.7% |
584 |
2.1% |
58% |
False |
False |
210,165 |
20 |
29,050 |
26,407 |
2,643 |
9.6% |
636 |
2.3% |
41% |
False |
False |
123,824 |
40 |
29,050 |
26,080 |
2,970 |
10.8% |
486 |
1.8% |
47% |
False |
False |
61,991 |
60 |
29,050 |
25,184 |
3,866 |
14.1% |
475 |
1.7% |
59% |
False |
False |
41,367 |
80 |
29,050 |
24,350 |
4,700 |
17.1% |
544 |
2.0% |
67% |
False |
False |
31,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,895 |
2.618 |
29,014 |
1.618 |
28,474 |
1.000 |
28,140 |
0.618 |
27,934 |
HIGH |
27,600 |
0.618 |
27,394 |
0.500 |
27,330 |
0.382 |
27,266 |
LOW |
27,060 |
0.618 |
26,726 |
1.000 |
26,520 |
1.618 |
26,186 |
2.618 |
25,646 |
4.250 |
24,765 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,431 |
27,323 |
PP |
27,381 |
27,163 |
S1 |
27,330 |
27,004 |
|