| 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 |
11,388.00 |
11,321.00 |
-67.00 |
-0.6% |
10,920.00 |
| High |
11,448.75 |
11,526.00 |
77.25 |
0.7% |
11,222.00 |
| Low |
11,289.50 |
11,167.00 |
-122.50 |
-1.1% |
10,656.50 |
| Close |
11,337.75 |
11,407.25 |
69.50 |
0.6% |
11,136.50 |
| Range |
159.25 |
359.00 |
199.75 |
125.4% |
565.50 |
| ATR |
325.93 |
328.29 |
2.36 |
0.7% |
0.00 |
| Volume |
444,170 |
647,968 |
203,798 |
45.9% |
3,350,326 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,443.75 |
12,284.50 |
11,604.75 |
|
| R3 |
12,084.75 |
11,925.50 |
11,506.00 |
|
| R2 |
11,725.75 |
11,725.75 |
11,473.00 |
|
| R1 |
11,566.50 |
11,566.50 |
11,440.25 |
11,646.00 |
| PP |
11,366.75 |
11,366.75 |
11,366.75 |
11,406.50 |
| S1 |
11,207.50 |
11,207.50 |
11,374.25 |
11,287.00 |
| S2 |
11,007.75 |
11,007.75 |
11,341.50 |
|
| S3 |
10,648.75 |
10,848.50 |
11,308.50 |
|
| S4 |
10,289.75 |
10,489.50 |
11,209.75 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,701.50 |
12,484.50 |
11,447.50 |
|
| R3 |
12,136.00 |
11,919.00 |
11,292.00 |
|
| R2 |
11,570.50 |
11,570.50 |
11,240.25 |
|
| R1 |
11,353.50 |
11,353.50 |
11,188.25 |
11,462.00 |
| PP |
11,005.00 |
11,005.00 |
11,005.00 |
11,059.25 |
| S1 |
10,788.00 |
10,788.00 |
11,084.75 |
10,896.50 |
| S2 |
10,439.50 |
10,439.50 |
11,032.75 |
|
| S3 |
9,874.00 |
10,222.50 |
10,981.00 |
|
| S4 |
9,308.50 |
9,657.00 |
10,825.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,526.00 |
10,660.25 |
865.75 |
7.6% |
297.25 |
2.6% |
86% |
True |
False |
610,602 |
| 10 |
11,526.00 |
10,656.50 |
869.50 |
7.6% |
337.50 |
3.0% |
86% |
True |
False |
662,933 |
| 20 |
12,448.75 |
10,656.50 |
1,792.25 |
15.7% |
397.25 |
3.5% |
42% |
False |
False |
441,520 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.7% |
296.00 |
2.6% |
42% |
False |
False |
221,248 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
18.9% |
283.25 |
2.5% |
52% |
False |
False |
147,721 |
| 80 |
12,448.75 |
9,390.50 |
3,058.25 |
26.8% |
275.50 |
2.4% |
66% |
False |
False |
110,866 |
| 100 |
12,448.75 |
8,829.25 |
3,619.50 |
31.7% |
255.00 |
2.2% |
71% |
False |
False |
88,693 |
| 120 |
12,448.75 |
8,088.50 |
4,360.25 |
38.2% |
244.50 |
2.1% |
76% |
False |
False |
73,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,051.75 |
|
2.618 |
12,465.75 |
|
1.618 |
12,106.75 |
|
1.000 |
11,885.00 |
|
0.618 |
11,747.75 |
|
HIGH |
11,526.00 |
|
0.618 |
11,388.75 |
|
0.500 |
11,346.50 |
|
0.382 |
11,304.25 |
|
LOW |
11,167.00 |
|
0.618 |
10,945.25 |
|
1.000 |
10,808.00 |
|
1.618 |
10,586.25 |
|
2.618 |
10,227.25 |
|
4.250 |
9,641.25 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,387.00 |
11,382.50 |
| PP |
11,366.75 |
11,357.75 |
| S1 |
11,346.50 |
11,333.00 |
|