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 |
27,362.14 |
27,560.24 |
198.10 |
0.7% |
27,484.71 |
High |
27,722.60 |
27,605.60 |
-117.00 |
-0.4% |
27,484.71 |
Low |
27,362.14 |
27,338.09 |
-24.05 |
-0.1% |
26,537.01 |
Close |
27,584.06 |
27,452.66 |
-131.40 |
-0.5% |
27,173.96 |
Range |
360.46 |
267.51 |
-92.95 |
-25.8% |
947.70 |
ATR |
506.23 |
489.18 |
-17.05 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,267.98 |
28,127.83 |
27,599.79 |
|
R3 |
28,000.47 |
27,860.32 |
27,526.23 |
|
R2 |
27,732.96 |
27,732.96 |
27,501.70 |
|
R1 |
27,592.81 |
27,592.81 |
27,477.18 |
27,529.13 |
PP |
27,465.45 |
27,465.45 |
27,465.45 |
27,433.61 |
S1 |
27,325.30 |
27,325.30 |
27,428.14 |
27,261.62 |
S2 |
27,197.94 |
27,197.94 |
27,403.62 |
|
S3 |
26,930.43 |
27,057.79 |
27,379.09 |
|
S4 |
26,662.92 |
26,790.28 |
27,305.53 |
|
|
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% |
507.61 |
1.8% |
77% |
False |
False |
|
10 |
28,364.77 |
26,537.01 |
1,827.76 |
6.7% |
485.19 |
1.8% |
50% |
False |
False |
|
20 |
29,199.35 |
26,537.01 |
2,662.34 |
9.7% |
520.33 |
1.9% |
34% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.7% |
391.57 |
1.4% |
34% |
False |
False |
|
60 |
29,199.35 |
25,526.33 |
3,673.02 |
13.4% |
374.05 |
1.4% |
52% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
15.9% |
415.39 |
1.5% |
60% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.3% |
415.51 |
1.5% |
73% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
23.3% |
413.73 |
1.5% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,742.52 |
2.618 |
28,305.94 |
1.618 |
28,038.43 |
1.000 |
27,873.11 |
0.618 |
27,770.92 |
HIGH |
27,605.60 |
0.618 |
27,503.41 |
0.500 |
27,471.85 |
0.382 |
27,440.28 |
LOW |
27,338.09 |
0.618 |
27,172.77 |
1.000 |
27,070.58 |
1.618 |
26,905.26 |
2.618 |
26,637.75 |
4.250 |
26,201.17 |
|
|
Fisher Pivots for day following 29-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,471.85 |
27,361.44 |
PP |
27,465.45 |
27,270.21 |
S1 |
27,459.06 |
27,178.99 |
|