| 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 |
1,869.6 |
1,893.4 |
23.8 |
1.3% |
1,958.1 |
| High |
1,895.0 |
1,911.8 |
16.8 |
0.9% |
1,969.6 |
| Low |
1,858.8 |
1,889.4 |
30.6 |
1.6% |
1,858.1 |
| Close |
1,889.6 |
1,910.4 |
20.8 |
1.1% |
1,873.5 |
| Range |
36.2 |
22.4 |
-13.8 |
-38.1% |
111.5 |
| ATR |
36.4 |
35.4 |
-1.0 |
-2.7% |
0.0 |
| Volume |
3,114 |
2,222 |
-892 |
-28.6% |
15,574 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,971.1 |
1,963.1 |
1,922.7 |
|
| R3 |
1,948.7 |
1,940.7 |
1,916.6 |
|
| R2 |
1,926.3 |
1,926.3 |
1,914.5 |
|
| R1 |
1,918.3 |
1,918.3 |
1,912.5 |
1,922.3 |
| PP |
1,903.9 |
1,903.9 |
1,903.9 |
1,905.9 |
| S1 |
1,895.9 |
1,895.9 |
1,908.3 |
1,899.9 |
| S2 |
1,881.5 |
1,881.5 |
1,906.3 |
|
| S3 |
1,859.1 |
1,873.5 |
1,904.2 |
|
| S4 |
1,836.7 |
1,851.1 |
1,898.1 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.9 |
2,165.7 |
1,934.8 |
|
| R3 |
2,123.4 |
2,054.2 |
1,904.2 |
|
| R2 |
2,011.9 |
2,011.9 |
1,893.9 |
|
| R1 |
1,942.7 |
1,942.7 |
1,883.7 |
1,921.6 |
| PP |
1,900.4 |
1,900.4 |
1,900.4 |
1,889.8 |
| S1 |
1,831.2 |
1,831.2 |
1,863.3 |
1,810.1 |
| S2 |
1,788.9 |
1,788.9 |
1,853.1 |
|
| S3 |
1,677.4 |
1,719.7 |
1,842.8 |
|
| S4 |
1,565.9 |
1,608.2 |
1,812.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,916.6 |
1,858.1 |
58.5 |
3.1% |
33.0 |
1.7% |
89% |
False |
False |
2,960 |
| 10 |
1,991.6 |
1,858.1 |
133.5 |
7.0% |
34.0 |
1.8% |
39% |
False |
False |
2,694 |
| 20 |
2,008.2 |
1,858.1 |
150.1 |
7.9% |
31.7 |
1.7% |
35% |
False |
False |
2,794 |
| 40 |
2,099.2 |
1,858.1 |
241.1 |
12.6% |
42.0 |
2.2% |
22% |
False |
False |
3,325 |
| 60 |
2,099.2 |
1,813.5 |
285.7 |
15.0% |
37.5 |
2.0% |
34% |
False |
False |
3,299 |
| 80 |
2,099.2 |
1,717.6 |
381.6 |
20.0% |
34.2 |
1.8% |
51% |
False |
False |
2,852 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
21.0% |
31.6 |
1.7% |
53% |
False |
False |
2,548 |
| 120 |
2,099.2 |
1,683.5 |
415.7 |
21.8% |
30.2 |
1.6% |
55% |
False |
False |
2,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,007.0 |
|
2.618 |
1,970.4 |
|
1.618 |
1,948.0 |
|
1.000 |
1,934.2 |
|
0.618 |
1,925.6 |
|
HIGH |
1,911.8 |
|
0.618 |
1,903.2 |
|
0.500 |
1,900.6 |
|
0.382 |
1,898.0 |
|
LOW |
1,889.4 |
|
0.618 |
1,875.6 |
|
1.000 |
1,867.0 |
|
1.618 |
1,853.2 |
|
2.618 |
1,830.8 |
|
4.250 |
1,794.2 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,907.1 |
1,902.0 |
| PP |
1,903.9 |
1,893.7 |
| S1 |
1,900.6 |
1,885.3 |
|