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 |
1,896.0 |
1,915.8 |
19.8 |
1.0% |
1,962.3 |
High |
1,916.0 |
1,920.0 |
4.0 |
0.2% |
1,974.0 |
Low |
1,894.8 |
1,899.5 |
4.7 |
0.2% |
1,862.4 |
Close |
1,915.5 |
1,907.8 |
-7.7 |
-0.4% |
1,878.5 |
Range |
21.2 |
20.5 |
-0.7 |
-3.3% |
111.6 |
ATR |
34.4 |
33.4 |
-1.0 |
-2.9% |
0.0 |
Volume |
2,336 |
1,116 |
-1,220 |
-52.2% |
5,576 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.6 |
1,959.7 |
1,919.1 |
|
R3 |
1,950.1 |
1,939.2 |
1,913.4 |
|
R2 |
1,929.6 |
1,929.6 |
1,911.6 |
|
R1 |
1,918.7 |
1,918.7 |
1,909.7 |
1,913.9 |
PP |
1,909.1 |
1,909.1 |
1,909.1 |
1,906.7 |
S1 |
1,898.2 |
1,898.2 |
1,905.9 |
1,893.4 |
S2 |
1,888.6 |
1,888.6 |
1,904.0 |
|
S3 |
1,868.1 |
1,877.7 |
1,902.2 |
|
S4 |
1,847.6 |
1,857.2 |
1,896.5 |
|
|
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 |
1,920.0 |
1,862.4 |
57.6 |
3.0% |
25.7 |
1.3% |
79% |
True |
False |
1,294 |
10 |
1,979.7 |
1,862.4 |
117.3 |
6.1% |
31.5 |
1.7% |
39% |
False |
False |
1,084 |
20 |
1,996.8 |
1,862.4 |
134.4 |
7.0% |
29.9 |
1.6% |
34% |
False |
False |
1,029 |
40 |
2,107.6 |
1,862.4 |
245.2 |
12.9% |
39.9 |
2.1% |
19% |
False |
False |
1,519 |
60 |
2,107.6 |
1,838.8 |
268.8 |
14.1% |
35.3 |
1.9% |
26% |
False |
False |
1,353 |
80 |
2,107.6 |
1,747.9 |
359.7 |
18.9% |
29.4 |
1.5% |
44% |
False |
False |
1,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,007.1 |
2.618 |
1,973.7 |
1.618 |
1,953.2 |
1.000 |
1,940.5 |
0.618 |
1,932.7 |
HIGH |
1,920.0 |
0.618 |
1,912.2 |
0.500 |
1,909.8 |
0.382 |
1,907.3 |
LOW |
1,899.5 |
0.618 |
1,886.8 |
1.000 |
1,879.0 |
1.618 |
1,866.3 |
2.618 |
1,845.8 |
4.250 |
1,812.4 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,909.8 |
1,902.4 |
PP |
1,909.1 |
1,897.0 |
S1 |
1,908.5 |
1,891.7 |
|