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 |
27,498 |
27,354 |
-144 |
-0.5% |
27,568 |
High |
27,619 |
27,904 |
285 |
1.0% |
27,663 |
Low |
27,213 |
27,039 |
-174 |
-0.6% |
26,407 |
Close |
27,408 |
27,664 |
256 |
0.9% |
27,043 |
Range |
406 |
865 |
459 |
113.1% |
1,256 |
ATR |
560 |
581 |
22 |
3.9% |
0 |
Volume |
175,150 |
297,638 |
122,488 |
69.9% |
1,167,820 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,131 |
29,762 |
28,140 |
|
R3 |
29,266 |
28,897 |
27,902 |
|
R2 |
28,401 |
28,401 |
27,823 |
|
R1 |
28,032 |
28,032 |
27,743 |
28,217 |
PP |
27,536 |
27,536 |
27,536 |
27,628 |
S1 |
27,167 |
27,167 |
27,585 |
27,352 |
S2 |
26,671 |
26,671 |
27,506 |
|
S3 |
25,806 |
26,302 |
27,426 |
|
S4 |
24,941 |
25,437 |
27,188 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,806 |
30,180 |
27,734 |
|
R3 |
29,550 |
28,924 |
27,389 |
|
R2 |
28,294 |
28,294 |
27,273 |
|
R1 |
27,668 |
27,668 |
27,158 |
27,353 |
PP |
27,038 |
27,038 |
27,038 |
26,880 |
S1 |
26,412 |
26,412 |
26,928 |
26,097 |
S2 |
25,782 |
25,782 |
26,813 |
|
S3 |
24,526 |
25,156 |
26,698 |
|
S4 |
23,270 |
23,900 |
26,352 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,904 |
26,407 |
1,497 |
5.4% |
615 |
2.2% |
84% |
True |
False |
224,587 |
10 |
27,995 |
26,407 |
1,588 |
5.7% |
639 |
2.3% |
79% |
False |
False |
227,520 |
20 |
29,050 |
26,407 |
2,643 |
9.6% |
658 |
2.4% |
48% |
False |
False |
147,435 |
40 |
29,050 |
26,407 |
2,643 |
9.6% |
501 |
1.8% |
48% |
False |
False |
73,806 |
60 |
29,050 |
25,184 |
3,866 |
14.0% |
475 |
1.7% |
64% |
False |
False |
49,243 |
80 |
29,050 |
24,350 |
4,700 |
17.0% |
541 |
2.0% |
71% |
False |
False |
36,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,580 |
2.618 |
30,169 |
1.618 |
29,304 |
1.000 |
28,769 |
0.618 |
28,439 |
HIGH |
27,904 |
0.618 |
27,574 |
0.500 |
27,472 |
0.382 |
27,370 |
LOW |
27,039 |
0.618 |
26,505 |
1.000 |
26,174 |
1.618 |
25,640 |
2.618 |
24,775 |
4.250 |
23,363 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,600 |
27,600 |
PP |
27,536 |
27,536 |
S1 |
27,472 |
27,472 |
|