| 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 |
1,893.4 |
1,910.2 |
16.8 |
0.9% |
1,958.1 |
| High |
1,911.8 |
1,915.2 |
3.4 |
0.2% |
1,969.6 |
| Low |
1,889.4 |
1,893.4 |
4.0 |
0.2% |
1,858.1 |
| Close |
1,910.4 |
1,902.6 |
-7.8 |
-0.4% |
1,873.5 |
| Range |
22.4 |
21.8 |
-0.6 |
-2.7% |
111.5 |
| ATR |
35.4 |
34.4 |
-1.0 |
-2.7% |
0.0 |
| Volume |
2,222 |
3,473 |
1,251 |
56.3% |
15,574 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,969.1 |
1,957.7 |
1,914.6 |
|
| R3 |
1,947.3 |
1,935.9 |
1,908.6 |
|
| R2 |
1,925.5 |
1,925.5 |
1,906.6 |
|
| R1 |
1,914.1 |
1,914.1 |
1,904.6 |
1,908.9 |
| PP |
1,903.7 |
1,903.7 |
1,903.7 |
1,901.2 |
| S1 |
1,892.3 |
1,892.3 |
1,900.6 |
1,887.1 |
| S2 |
1,881.9 |
1,881.9 |
1,898.6 |
|
| S3 |
1,860.1 |
1,870.5 |
1,896.6 |
|
| S4 |
1,838.3 |
1,848.7 |
1,890.6 |
|
|
| 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 |
1,915.2 |
1,858.1 |
57.1 |
3.0% |
26.8 |
1.4% |
78% |
True |
False |
2,663 |
| 10 |
1,976.2 |
1,858.1 |
118.1 |
6.2% |
33.5 |
1.8% |
38% |
False |
False |
2,772 |
| 20 |
1,991.6 |
1,858.1 |
133.5 |
7.0% |
31.3 |
1.6% |
33% |
False |
False |
2,769 |
| 40 |
2,099.2 |
1,858.1 |
241.1 |
12.7% |
41.1 |
2.2% |
18% |
False |
False |
3,324 |
| 60 |
2,099.2 |
1,828.8 |
270.4 |
14.2% |
37.3 |
2.0% |
27% |
False |
False |
3,334 |
| 80 |
2,099.2 |
1,723.5 |
375.7 |
19.7% |
34.2 |
1.8% |
48% |
False |
False |
2,869 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
21.1% |
31.8 |
1.7% |
51% |
False |
False |
2,577 |
| 120 |
2,099.2 |
1,684.7 |
414.5 |
21.8% |
29.8 |
1.6% |
53% |
False |
False |
2,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,007.9 |
|
2.618 |
1,972.3 |
|
1.618 |
1,950.5 |
|
1.000 |
1,937.0 |
|
0.618 |
1,928.7 |
|
HIGH |
1,915.2 |
|
0.618 |
1,906.9 |
|
0.500 |
1,904.3 |
|
0.382 |
1,901.7 |
|
LOW |
1,893.4 |
|
0.618 |
1,879.9 |
|
1.000 |
1,871.6 |
|
1.618 |
1,858.1 |
|
2.618 |
1,836.3 |
|
4.250 |
1,800.8 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,904.3 |
1,897.4 |
| PP |
1,903.7 |
1,892.2 |
| S1 |
1,903.2 |
1,887.0 |
|