| 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 |
11,332.32 |
11,354.70 |
22.38 |
0.2% |
10,781.89 |
| High |
11,369.40 |
11,396.22 |
26.82 |
0.2% |
11,207.08 |
| Low |
11,243.24 |
11,305.79 |
62.55 |
0.6% |
10,677.85 |
| Close |
11,364.45 |
11,322.95 |
-41.50 |
-0.4% |
11,151.13 |
| Range |
126.16 |
90.43 |
-35.73 |
-28.3% |
529.23 |
| ATR |
300.46 |
285.46 |
-15.00 |
-5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,612.94 |
11,558.38 |
11,372.69 |
|
| R3 |
11,522.51 |
11,467.95 |
11,347.82 |
|
| R2 |
11,432.08 |
11,432.08 |
11,339.53 |
|
| R1 |
11,377.52 |
11,377.52 |
11,331.24 |
11,359.59 |
| PP |
11,341.65 |
11,341.65 |
11,341.65 |
11,332.69 |
| S1 |
11,287.09 |
11,287.09 |
11,314.66 |
11,269.16 |
| S2 |
11,251.22 |
11,251.22 |
11,306.37 |
|
| S3 |
11,160.79 |
11,196.66 |
11,298.08 |
|
| S4 |
11,070.36 |
11,106.23 |
11,273.21 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,599.71 |
12,404.65 |
11,442.21 |
|
| R3 |
12,070.48 |
11,875.42 |
11,296.67 |
|
| R2 |
11,541.25 |
11,541.25 |
11,248.16 |
|
| R1 |
11,346.19 |
11,346.19 |
11,199.64 |
11,443.72 |
| PP |
11,012.02 |
11,012.02 |
11,012.02 |
11,060.79 |
| S1 |
10,816.96 |
10,816.96 |
11,102.62 |
10,914.49 |
| S2 |
10,482.79 |
10,482.79 |
11,054.10 |
|
| S3 |
9,953.56 |
10,287.73 |
11,005.59 |
|
| S4 |
9,424.33 |
9,758.50 |
10,860.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,396.22 |
10,728.41 |
667.81 |
5.9% |
242.84 |
2.1% |
89% |
True |
False |
|
| 10 |
11,486.09 |
10,677.85 |
808.24 |
7.1% |
263.59 |
2.3% |
80% |
False |
False |
|
| 20 |
12,439.48 |
10,677.85 |
1,761.63 |
15.6% |
303.63 |
2.7% |
37% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.6% |
231.86 |
2.0% |
37% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
18.8% |
225.34 |
2.0% |
47% |
False |
False |
|
| 80 |
12,439.48 |
9,489.58 |
2,949.90 |
26.1% |
218.58 |
1.9% |
62% |
False |
False |
|
| 100 |
12,439.48 |
8,860.77 |
3,578.71 |
31.6% |
208.52 |
1.8% |
69% |
False |
False |
|
| 120 |
12,439.48 |
8,158.58 |
4,280.90 |
37.8% |
202.15 |
1.8% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,780.55 |
|
2.618 |
11,632.97 |
|
1.618 |
11,542.54 |
|
1.000 |
11,486.65 |
|
0.618 |
11,452.11 |
|
HIGH |
11,396.22 |
|
0.618 |
11,361.68 |
|
0.500 |
11,351.01 |
|
0.382 |
11,340.33 |
|
LOW |
11,305.79 |
|
0.618 |
11,249.90 |
|
1.000 |
11,215.36 |
|
1.618 |
11,159.47 |
|
2.618 |
11,069.04 |
|
4.250 |
10,921.46 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,351.01 |
11,256.62 |
| PP |
11,341.65 |
11,190.28 |
| S1 |
11,332.30 |
11,123.95 |
|