| 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 |
3,348.75 |
3,330.00 |
-18.75 |
-0.6% |
3,314.50 |
| High |
3,363.00 |
3,384.00 |
21.00 |
0.6% |
3,326.25 |
| Low |
3,316.50 |
3,291.25 |
-25.25 |
-0.8% |
3,198.00 |
| Close |
3,333.75 |
3,352.00 |
18.25 |
0.5% |
3,287.25 |
| Range |
46.50 |
92.75 |
46.25 |
99.5% |
128.25 |
| ATR |
69.58 |
71.24 |
1.65 |
2.4% |
0.00 |
| Volume |
1,326,597 |
2,170,601 |
844,004 |
63.6% |
10,038,060 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,620.75 |
3,579.00 |
3,403.00 |
|
| R3 |
3,528.00 |
3,486.25 |
3,377.50 |
|
| R2 |
3,435.25 |
3,435.25 |
3,369.00 |
|
| R1 |
3,393.50 |
3,393.50 |
3,360.50 |
3,414.50 |
| PP |
3,342.50 |
3,342.50 |
3,342.50 |
3,352.75 |
| S1 |
3,300.75 |
3,300.75 |
3,343.50 |
3,321.50 |
| S2 |
3,249.75 |
3,249.75 |
3,335.00 |
|
| S3 |
3,157.00 |
3,208.00 |
3,326.50 |
|
| S4 |
3,064.25 |
3,115.25 |
3,301.00 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,655.25 |
3,599.50 |
3,357.75 |
|
| R3 |
3,527.00 |
3,471.25 |
3,322.50 |
|
| R2 |
3,398.75 |
3,398.75 |
3,310.75 |
|
| R1 |
3,343.00 |
3,343.00 |
3,299.00 |
3,306.75 |
| PP |
3,270.50 |
3,270.50 |
3,270.50 |
3,252.50 |
| S1 |
3,214.75 |
3,214.75 |
3,275.50 |
3,178.50 |
| S2 |
3,142.25 |
3,142.25 |
3,263.75 |
|
| S3 |
3,014.00 |
3,086.50 |
3,252.00 |
|
| S4 |
2,885.75 |
2,958.25 |
3,216.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,384.00 |
3,198.00 |
186.00 |
5.5% |
72.50 |
2.2% |
83% |
True |
False |
1,793,420 |
| 10 |
3,386.50 |
3,198.00 |
188.50 |
5.6% |
78.25 |
2.3% |
82% |
False |
False |
2,007,291 |
| 20 |
3,576.25 |
3,198.00 |
378.25 |
11.3% |
84.75 |
2.5% |
41% |
False |
False |
1,442,291 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.3% |
60.00 |
1.8% |
41% |
False |
False |
723,538 |
| 60 |
3,576.25 |
3,095.00 |
481.25 |
14.4% |
57.00 |
1.7% |
53% |
False |
False |
482,946 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
19.7% |
63.25 |
1.9% |
66% |
False |
False |
362,735 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
24.8% |
63.25 |
1.9% |
73% |
False |
False |
290,520 |
| 120 |
3,576.25 |
2,697.75 |
878.50 |
26.2% |
64.75 |
1.9% |
74% |
False |
False |
242,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,778.25 |
|
2.618 |
3,626.75 |
|
1.618 |
3,534.00 |
|
1.000 |
3,476.75 |
|
0.618 |
3,441.25 |
|
HIGH |
3,384.00 |
|
0.618 |
3,348.50 |
|
0.500 |
3,337.50 |
|
0.382 |
3,326.75 |
|
LOW |
3,291.25 |
|
0.618 |
3,234.00 |
|
1.000 |
3,198.50 |
|
1.618 |
3,141.25 |
|
2.618 |
3,048.50 |
|
4.250 |
2,897.00 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,347.25 |
3,346.50 |
| PP |
3,342.50 |
3,341.25 |
| S1 |
3,337.50 |
3,335.75 |
|