| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
27,354 |
27,606 |
252 |
0.9% |
27,568 |
| High |
27,904 |
27,962 |
58 |
0.2% |
27,663 |
| Low |
27,039 |
27,543 |
504 |
1.9% |
26,407 |
| Close |
27,664 |
27,689 |
25 |
0.1% |
27,043 |
| Range |
865 |
419 |
-446 |
-51.6% |
1,256 |
| ATR |
581 |
570 |
-12 |
-2.0% |
0 |
| Volume |
297,638 |
267,513 |
-30,125 |
-10.1% |
1,167,820 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,988 |
28,758 |
27,920 |
|
| R3 |
28,569 |
28,339 |
27,804 |
|
| R2 |
28,150 |
28,150 |
27,766 |
|
| R1 |
27,920 |
27,920 |
27,728 |
28,035 |
| PP |
27,731 |
27,731 |
27,731 |
27,789 |
| S1 |
27,501 |
27,501 |
27,651 |
27,616 |
| S2 |
27,312 |
27,312 |
27,612 |
|
| S3 |
26,893 |
27,082 |
27,574 |
|
| S4 |
26,474 |
26,663 |
27,459 |
|
|
| 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 |
27,962 |
26,424 |
1,538 |
5.6% |
586 |
2.1% |
82% |
True |
False |
227,187 |
| 10 |
27,962 |
26,407 |
1,555 |
5.6% |
624 |
2.3% |
82% |
True |
False |
230,575 |
| 20 |
29,050 |
26,407 |
2,643 |
9.5% |
653 |
2.4% |
49% |
False |
False |
160,788 |
| 40 |
29,050 |
26,407 |
2,643 |
9.5% |
500 |
1.8% |
49% |
False |
False |
80,492 |
| 60 |
29,050 |
25,184 |
3,866 |
14.0% |
477 |
1.7% |
65% |
False |
False |
53,701 |
| 80 |
29,050 |
24,350 |
4,700 |
17.0% |
541 |
2.0% |
71% |
False |
False |
40,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,743 |
|
2.618 |
29,059 |
|
1.618 |
28,640 |
|
1.000 |
28,381 |
|
0.618 |
28,221 |
|
HIGH |
27,962 |
|
0.618 |
27,802 |
|
0.500 |
27,753 |
|
0.382 |
27,703 |
|
LOW |
27,543 |
|
0.618 |
27,284 |
|
1.000 |
27,124 |
|
1.618 |
26,865 |
|
2.618 |
26,446 |
|
4.250 |
25,762 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,753 |
27,626 |
| PP |
27,731 |
27,563 |
| S1 |
27,710 |
27,501 |
|