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 |
27,560.24 |
27,514.64 |
-45.60 |
-0.2% |
27,484.71 |
High |
27,605.60 |
28,026.33 |
420.73 |
1.5% |
27,484.71 |
Low |
27,338.09 |
27,511.06 |
172.97 |
0.6% |
26,537.01 |
Close |
27,452.66 |
27,781.70 |
329.04 |
1.2% |
27,173.96 |
Range |
267.51 |
515.27 |
247.76 |
92.6% |
947.70 |
ATR |
489.18 |
495.21 |
6.04 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,318.84 |
29,065.54 |
28,065.10 |
|
R3 |
28,803.57 |
28,550.27 |
27,923.40 |
|
R2 |
28,288.30 |
28,288.30 |
27,876.17 |
|
R1 |
28,035.00 |
28,035.00 |
27,828.93 |
28,161.65 |
PP |
27,773.03 |
27,773.03 |
27,773.03 |
27,836.36 |
S1 |
27,519.73 |
27,519.73 |
27,734.47 |
27,646.38 |
S2 |
27,257.76 |
27,257.76 |
27,687.23 |
|
S3 |
26,742.49 |
27,004.46 |
27,640.00 |
|
S4 |
26,227.22 |
26,489.19 |
27,498.30 |
|
|
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 |
28,026.33 |
26,537.01 |
1,489.32 |
5.4% |
461.00 |
1.7% |
84% |
True |
False |
|
10 |
28,056.79 |
26,537.01 |
1,519.78 |
5.5% |
502.40 |
1.8% |
82% |
False |
False |
|
20 |
29,199.35 |
26,537.01 |
2,662.34 |
9.6% |
527.67 |
1.9% |
47% |
False |
False |
|
40 |
29,199.35 |
26,537.01 |
2,662.34 |
9.6% |
398.57 |
1.4% |
47% |
False |
False |
|
60 |
29,199.35 |
25,526.33 |
3,673.02 |
13.2% |
377.50 |
1.4% |
61% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
15.7% |
417.49 |
1.5% |
67% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.1% |
418.24 |
1.5% |
78% |
False |
False |
|
120 |
29,199.35 |
22,789.62 |
6,409.73 |
23.1% |
413.81 |
1.5% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,216.23 |
2.618 |
29,375.31 |
1.618 |
28,860.04 |
1.000 |
28,541.60 |
0.618 |
28,344.77 |
HIGH |
28,026.33 |
0.618 |
27,829.50 |
0.500 |
27,768.70 |
0.382 |
27,707.89 |
LOW |
27,511.06 |
0.618 |
27,192.62 |
1.000 |
26,995.79 |
1.618 |
26,677.35 |
2.618 |
26,162.08 |
4.250 |
25,321.16 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,777.37 |
27,748.54 |
PP |
27,773.03 |
27,715.37 |
S1 |
27,768.70 |
27,682.21 |
|