Trading Metrics calculated at close of trading on 28-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
26,694.51 |
27,362.14 |
667.63 |
2.5% |
27,484.71 |
High |
27,239.29 |
27,722.60 |
483.31 |
1.8% |
27,484.71 |
Low |
26,635.38 |
27,362.14 |
726.76 |
2.7% |
26,537.01 |
Close |
27,173.96 |
27,584.06 |
410.10 |
1.5% |
27,173.96 |
Range |
603.91 |
360.46 |
-243.45 |
-40.3% |
947.70 |
ATR |
502.97 |
506.23 |
3.26 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,637.65 |
28,471.31 |
27,782.31 |
|
R3 |
28,277.19 |
28,110.85 |
27,683.19 |
|
R2 |
27,916.73 |
27,916.73 |
27,650.14 |
|
R1 |
27,750.39 |
27,750.39 |
27,617.10 |
27,833.56 |
PP |
27,556.27 |
27,556.27 |
27,556.27 |
27,597.85 |
S1 |
27,389.93 |
27,389.93 |
27,551.02 |
27,473.10 |
S2 |
27,195.81 |
27,195.81 |
27,517.98 |
|
S3 |
26,835.35 |
27,029.47 |
27,484.93 |
|
S4 |
26,474.89 |
26,669.01 |
27,385.81 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,908.33 |
29,488.84 |
27,695.20 |
|
R3 |
28,960.63 |
28,541.14 |
27,434.58 |
|
R2 |
28,012.93 |
28,012.93 |
27,347.71 |
|
R1 |
27,593.44 |
27,593.44 |
27,260.83 |
27,329.34 |
PP |
27,065.23 |
27,065.23 |
27,065.23 |
26,933.17 |
S1 |
26,645.74 |
26,645.74 |
27,087.09 |
26,381.64 |
S2 |
26,117.53 |
26,117.53 |
27,000.22 |
|
S3 |
25,169.83 |
25,698.04 |
26,913.34 |
|
S4 |
24,222.13 |
24,750.34 |
26,652.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,722.60 |
26,537.01 |
1,185.59 |
4.3% |
522.74 |
1.9% |
88% |
True |
False |
|
10 |
28,364.77 |
26,537.01 |
1,827.76 |
6.6% |
488.40 |
1.8% |
57% |
False |
False |
|
20 |
29,199.35 |
26,537.01 |
2,662.34 |
9.7% |
520.96 |
1.9% |
39% |
False |
False |
|
40 |
29,199.35 |
26,534.38 |
2,664.97 |
9.7% |
389.20 |
1.4% |
39% |
False |
False |
|
60 |
29,199.35 |
25,526.33 |
3,673.02 |
13.3% |
374.61 |
1.4% |
56% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
15.8% |
418.32 |
1.5% |
63% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.2% |
415.44 |
1.5% |
75% |
False |
False |
|
120 |
29,199.35 |
22,682.99 |
6,516.36 |
23.6% |
418.42 |
1.5% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,254.56 |
2.618 |
28,666.28 |
1.618 |
28,305.82 |
1.000 |
28,083.06 |
0.618 |
27,945.36 |
HIGH |
27,722.60 |
0.618 |
27,584.90 |
0.500 |
27,542.37 |
0.382 |
27,499.84 |
LOW |
27,362.14 |
0.618 |
27,139.38 |
1.000 |
27,001.68 |
1.618 |
26,778.92 |
2.618 |
26,418.46 |
4.250 |
25,830.19 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,570.16 |
27,432.64 |
PP |
27,556.27 |
27,281.22 |
S1 |
27,542.37 |
27,129.81 |
|