Trading Metrics calculated at close of trading on 30-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,881.00 |
1,896.94 |
15.94 |
0.8% |
1,949.58 |
High |
1,898.17 |
1,900.94 |
2.77 |
0.1% |
1,954.28 |
Low |
1,876.39 |
1,882.19 |
5.80 |
0.3% |
1,849.22 |
Close |
1,897.00 |
1,884.79 |
-12.21 |
-0.6% |
1,860.32 |
Range |
21.78 |
18.75 |
-3.03 |
-13.9% |
105.06 |
ATR |
30.12 |
29.31 |
-0.81 |
-2.7% |
0.00 |
Volume |
6,532 |
6,384 |
-148 |
-2.3% |
32,959 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,945.56 |
1,933.92 |
1,895.10 |
|
R3 |
1,926.81 |
1,915.17 |
1,889.95 |
|
R2 |
1,908.06 |
1,908.06 |
1,888.23 |
|
R1 |
1,896.42 |
1,896.42 |
1,886.51 |
1,892.87 |
PP |
1,889.31 |
1,889.31 |
1,889.31 |
1,887.53 |
S1 |
1,877.67 |
1,877.67 |
1,883.07 |
1,874.12 |
S2 |
1,870.56 |
1,870.56 |
1,881.35 |
|
S3 |
1,851.81 |
1,858.92 |
1,879.63 |
|
S4 |
1,833.06 |
1,840.17 |
1,874.48 |
|
|
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 |
1,900.94 |
1,849.22 |
51.72 |
2.7% |
23.49 |
1.2% |
69% |
True |
False |
6,478 |
10 |
1,960.03 |
1,849.22 |
110.81 |
5.9% |
29.29 |
1.6% |
32% |
False |
False |
6,658 |
20 |
1,971.34 |
1,849.22 |
122.12 |
6.5% |
25.95 |
1.4% |
29% |
False |
False |
6,927 |
40 |
2,070.48 |
1,849.22 |
221.26 |
11.7% |
35.92 |
1.9% |
16% |
False |
False |
6,669 |
60 |
2,070.48 |
1,792.78 |
277.70 |
14.7% |
32.90 |
1.7% |
33% |
False |
False |
6,690 |
80 |
2,070.48 |
1,705.53 |
364.95 |
19.4% |
29.37 |
1.6% |
49% |
False |
False |
6,518 |
100 |
2,070.48 |
1,672.80 |
397.68 |
21.1% |
28.13 |
1.5% |
53% |
False |
False |
6,349 |
120 |
2,070.48 |
1,663.76 |
406.72 |
21.6% |
27.63 |
1.5% |
54% |
False |
False |
6,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.63 |
2.618 |
1,950.03 |
1.618 |
1,931.28 |
1.000 |
1,919.69 |
0.618 |
1,912.53 |
HIGH |
1,900.94 |
0.618 |
1,893.78 |
0.500 |
1,891.57 |
0.382 |
1,889.35 |
LOW |
1,882.19 |
0.618 |
1,870.60 |
1.000 |
1,863.44 |
1.618 |
1,851.85 |
2.618 |
1,833.10 |
4.250 |
1,802.50 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,891.57 |
1,881.82 |
PP |
1,889.31 |
1,878.85 |
S1 |
1,887.05 |
1,875.89 |
|