Trading Metrics calculated at close of trading on 01-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
27,514.64 |
27,940.63 |
425.99 |
1.5% |
27,484.71 |
High |
28,026.33 |
28,041.46 |
15.13 |
0.1% |
27,484.71 |
Low |
27,511.06 |
27,669.26 |
158.20 |
0.6% |
26,537.01 |
Close |
27,781.70 |
27,816.90 |
35.20 |
0.1% |
27,173.96 |
Range |
515.27 |
372.20 |
-143.07 |
-27.8% |
947.70 |
ATR |
495.21 |
486.43 |
-8.79 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,959.14 |
28,760.22 |
28,021.61 |
|
R3 |
28,586.94 |
28,388.02 |
27,919.26 |
|
R2 |
28,214.74 |
28,214.74 |
27,885.14 |
|
R1 |
28,015.82 |
28,015.82 |
27,851.02 |
27,929.18 |
PP |
27,842.54 |
27,842.54 |
27,842.54 |
27,799.22 |
S1 |
27,643.62 |
27,643.62 |
27,782.78 |
27,556.98 |
S2 |
27,470.34 |
27,470.34 |
27,748.66 |
|
S3 |
27,098.14 |
27,271.42 |
27,714.55 |
|
S4 |
26,725.94 |
26,899.22 |
27,612.19 |
|
|
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 |
28,041.46 |
26,635.38 |
1,406.08 |
5.1% |
423.87 |
1.5% |
84% |
True |
False |
|
10 |
28,041.46 |
26,537.01 |
1,504.45 |
5.4% |
499.70 |
1.8% |
85% |
True |
False |
|
20 |
29,199.35 |
26,537.01 |
2,662.34 |
9.6% |
523.81 |
1.9% |
48% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.6% |
400.46 |
1.4% |
48% |
False |
False |
|
60 |
29,199.35 |
25,526.33 |
3,673.02 |
13.2% |
378.81 |
1.4% |
62% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
15.7% |
418.44 |
1.5% |
68% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.0% |
419.00 |
1.5% |
78% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
23.0% |
411.88 |
1.5% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,623.31 |
2.618 |
29,015.88 |
1.618 |
28,643.68 |
1.000 |
28,413.66 |
0.618 |
28,271.48 |
HIGH |
28,041.46 |
0.618 |
27,899.28 |
0.500 |
27,855.36 |
0.382 |
27,811.44 |
LOW |
27,669.26 |
0.618 |
27,439.24 |
1.000 |
27,297.06 |
1.618 |
27,067.04 |
2.618 |
26,694.84 |
4.250 |
26,087.41 |
|
|
Fisher Pivots for day following 01-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
27,855.36 |
27,774.53 |
PP |
27,842.54 |
27,732.15 |
S1 |
27,829.72 |
27,689.78 |
|