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 |
1,867.72 |
1,860.37 |
-7.35 |
-0.4% |
1,949.58 |
High |
1,873.86 |
1,882.30 |
8.44 |
0.5% |
1,954.28 |
Low |
1,854.94 |
1,850.83 |
-4.11 |
-0.2% |
1,849.22 |
Close |
1,860.32 |
1,881.21 |
20.89 |
1.1% |
1,860.32 |
Range |
18.92 |
31.47 |
12.55 |
66.3% |
105.06 |
ATR |
30.71 |
30.77 |
0.05 |
0.2% |
0.00 |
Volume |
6,427 |
6,516 |
89 |
1.4% |
32,959 |
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.86 |
1,955.00 |
1,898.52 |
|
R3 |
1,934.39 |
1,923.53 |
1,889.86 |
|
R2 |
1,902.92 |
1,902.92 |
1,886.98 |
|
R1 |
1,892.06 |
1,892.06 |
1,884.09 |
1,897.49 |
PP |
1,871.45 |
1,871.45 |
1,871.45 |
1,874.16 |
S1 |
1,860.59 |
1,860.59 |
1,878.33 |
1,866.02 |
S2 |
1,839.98 |
1,839.98 |
1,875.44 |
|
S3 |
1,808.51 |
1,829.12 |
1,872.56 |
|
S4 |
1,777.04 |
1,797.65 |
1,863.90 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,203.12 |
2,136.78 |
1,918.10 |
|
R3 |
2,098.06 |
2,031.72 |
1,889.21 |
|
R2 |
1,993.00 |
1,993.00 |
1,879.58 |
|
R1 |
1,926.66 |
1,926.66 |
1,869.95 |
1,907.30 |
PP |
1,887.94 |
1,887.94 |
1,887.94 |
1,878.26 |
S1 |
1,821.60 |
1,821.60 |
1,850.69 |
1,802.24 |
S2 |
1,782.88 |
1,782.88 |
1,841.06 |
|
S3 |
1,677.82 |
1,716.54 |
1,831.43 |
|
S4 |
1,572.76 |
1,611.48 |
1,802.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,918.90 |
1,849.22 |
69.68 |
3.7% |
29.03 |
1.5% |
46% |
False |
False |
6,555 |
10 |
1,971.34 |
1,849.22 |
122.12 |
6.5% |
29.47 |
1.6% |
26% |
False |
False |
6,842 |
20 |
1,991.22 |
1,849.22 |
142.00 |
7.5% |
27.11 |
1.4% |
23% |
False |
False |
7,035 |
40 |
2,070.48 |
1,849.22 |
221.26 |
11.8% |
37.17 |
2.0% |
14% |
False |
False |
6,666 |
60 |
2,070.48 |
1,774.87 |
295.61 |
15.7% |
32.98 |
1.8% |
36% |
False |
False |
6,704 |
80 |
2,070.48 |
1,692.92 |
377.56 |
20.1% |
29.53 |
1.6% |
50% |
False |
False |
6,496 |
100 |
2,070.48 |
1,672.80 |
397.68 |
21.1% |
28.05 |
1.5% |
52% |
False |
False |
6,338 |
120 |
2,070.48 |
1,663.76 |
406.72 |
21.6% |
27.74 |
1.5% |
53% |
False |
False |
6,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,016.05 |
2.618 |
1,964.69 |
1.618 |
1,933.22 |
1.000 |
1,913.77 |
0.618 |
1,901.75 |
HIGH |
1,882.30 |
0.618 |
1,870.28 |
0.500 |
1,866.57 |
0.382 |
1,862.85 |
LOW |
1,850.83 |
0.618 |
1,831.38 |
1.000 |
1,819.36 |
1.618 |
1,799.91 |
2.618 |
1,768.44 |
4.250 |
1,717.08 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,876.33 |
1,876.06 |
PP |
1,871.45 |
1,870.91 |
S1 |
1,866.57 |
1,865.76 |
|