| 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 |
1,877.5 |
1,896.0 |
18.5 |
1.0% |
1,962.3 |
| High |
1,899.7 |
1,916.0 |
16.3 |
0.9% |
1,974.0 |
| Low |
1,863.3 |
1,894.8 |
31.5 |
1.7% |
1,862.4 |
| Close |
1,894.6 |
1,915.5 |
20.9 |
1.1% |
1,878.5 |
| Range |
36.4 |
21.2 |
-15.2 |
-41.8% |
111.6 |
| ATR |
35.4 |
34.4 |
-1.0 |
-2.8% |
0.0 |
| Volume |
742 |
2,336 |
1,594 |
214.8% |
5,576 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,972.4 |
1,965.1 |
1,927.2 |
|
| R3 |
1,951.2 |
1,943.9 |
1,921.3 |
|
| R2 |
1,930.0 |
1,930.0 |
1,919.4 |
|
| R1 |
1,922.7 |
1,922.7 |
1,917.4 |
1,926.4 |
| PP |
1,908.8 |
1,908.8 |
1,908.8 |
1,910.6 |
| S1 |
1,901.5 |
1,901.5 |
1,913.6 |
1,905.2 |
| S2 |
1,887.6 |
1,887.6 |
1,911.6 |
|
| S3 |
1,866.4 |
1,880.3 |
1,909.7 |
|
| S4 |
1,845.2 |
1,859.1 |
1,903.8 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,239.8 |
2,170.7 |
1,939.9 |
|
| R3 |
2,128.2 |
2,059.1 |
1,909.2 |
|
| R2 |
2,016.6 |
2,016.6 |
1,899.0 |
|
| R1 |
1,947.5 |
1,947.5 |
1,888.7 |
1,926.3 |
| PP |
1,905.0 |
1,905.0 |
1,905.0 |
1,894.3 |
| S1 |
1,835.9 |
1,835.9 |
1,868.3 |
1,814.7 |
| S2 |
1,793.4 |
1,793.4 |
1,858.0 |
|
| S3 |
1,681.8 |
1,724.3 |
1,847.8 |
|
| S4 |
1,570.2 |
1,612.7 |
1,817.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,921.2 |
1,862.4 |
58.8 |
3.1% |
32.2 |
1.7% |
90% |
False |
False |
1,409 |
| 10 |
1,996.8 |
1,862.4 |
134.4 |
7.0% |
31.9 |
1.7% |
40% |
False |
False |
1,013 |
| 20 |
2,011.6 |
1,862.4 |
149.2 |
7.8% |
30.3 |
1.6% |
36% |
False |
False |
1,016 |
| 40 |
2,107.6 |
1,862.4 |
245.2 |
12.8% |
40.7 |
2.1% |
22% |
False |
False |
1,557 |
| 60 |
2,107.6 |
1,820.0 |
287.6 |
15.0% |
35.5 |
1.9% |
33% |
False |
False |
1,359 |
| 80 |
2,107.6 |
1,718.9 |
388.7 |
20.3% |
29.4 |
1.5% |
51% |
False |
False |
1,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,006.1 |
|
2.618 |
1,971.5 |
|
1.618 |
1,950.3 |
|
1.000 |
1,937.2 |
|
0.618 |
1,929.1 |
|
HIGH |
1,916.0 |
|
0.618 |
1,907.9 |
|
0.500 |
1,905.4 |
|
0.382 |
1,902.9 |
|
LOW |
1,894.8 |
|
0.618 |
1,881.7 |
|
1.000 |
1,873.6 |
|
1.618 |
1,860.5 |
|
2.618 |
1,839.3 |
|
4.250 |
1,804.7 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,912.1 |
1,906.9 |
| PP |
1,908.8 |
1,898.3 |
| S1 |
1,905.4 |
1,889.7 |
|