Trading Metrics calculated at close of trading on 29-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,860.37 |
1,881.00 |
20.63 |
1.1% |
1,949.58 |
High |
1,882.30 |
1,898.17 |
15.87 |
0.8% |
1,954.28 |
Low |
1,850.83 |
1,876.39 |
25.56 |
1.4% |
1,849.22 |
Close |
1,881.21 |
1,897.00 |
15.79 |
0.8% |
1,860.32 |
Range |
31.47 |
21.78 |
-9.69 |
-30.8% |
105.06 |
ATR |
30.77 |
30.12 |
-0.64 |
-2.1% |
0.00 |
Volume |
6,516 |
6,532 |
16 |
0.2% |
32,959 |
|
Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.86 |
1,948.21 |
1,908.98 |
|
R3 |
1,934.08 |
1,926.43 |
1,902.99 |
|
R2 |
1,912.30 |
1,912.30 |
1,900.99 |
|
R1 |
1,904.65 |
1,904.65 |
1,899.00 |
1,908.48 |
PP |
1,890.52 |
1,890.52 |
1,890.52 |
1,892.43 |
S1 |
1,882.87 |
1,882.87 |
1,895.00 |
1,886.70 |
S2 |
1,868.74 |
1,868.74 |
1,893.01 |
|
S3 |
1,846.96 |
1,861.09 |
1,891.01 |
|
S4 |
1,825.18 |
1,839.31 |
1,885.02 |
|
|
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 |
1,904.26 |
1,849.22 |
55.04 |
2.9% |
28.98 |
1.5% |
87% |
False |
False |
6,456 |
10 |
1,971.34 |
1,849.22 |
122.12 |
6.4% |
29.48 |
1.6% |
39% |
False |
False |
6,756 |
20 |
1,972.40 |
1,849.22 |
123.18 |
6.5% |
26.91 |
1.4% |
39% |
False |
False |
6,981 |
40 |
2,070.48 |
1,849.22 |
221.26 |
11.7% |
36.51 |
1.9% |
22% |
False |
False |
6,665 |
60 |
2,070.48 |
1,792.09 |
278.39 |
14.7% |
32.97 |
1.7% |
38% |
False |
False |
6,692 |
80 |
2,070.48 |
1,705.53 |
364.95 |
19.2% |
29.46 |
1.6% |
52% |
False |
False |
6,506 |
100 |
2,070.48 |
1,672.80 |
397.68 |
21.0% |
28.11 |
1.5% |
56% |
False |
False |
6,343 |
120 |
2,070.48 |
1,663.76 |
406.72 |
21.4% |
27.63 |
1.5% |
57% |
False |
False |
6,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,990.74 |
2.618 |
1,955.19 |
1.618 |
1,933.41 |
1.000 |
1,919.95 |
0.618 |
1,911.63 |
HIGH |
1,898.17 |
0.618 |
1,889.85 |
0.500 |
1,887.28 |
0.382 |
1,884.71 |
LOW |
1,876.39 |
0.618 |
1,862.93 |
1.000 |
1,854.61 |
1.618 |
1,841.15 |
2.618 |
1,819.37 |
4.250 |
1,783.83 |
|
|
Fisher Pivots for day following 29-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,893.76 |
1,889.50 |
PP |
1,890.52 |
1,882.00 |
S1 |
1,887.28 |
1,874.50 |
|