| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
10,910.50 |
11,332.32 |
421.82 |
3.9% |
10,781.89 |
| High |
11,177.73 |
11,369.40 |
191.67 |
1.7% |
11,207.08 |
| Low |
10,851.68 |
11,243.24 |
391.56 |
3.6% |
10,677.85 |
| Close |
11,151.13 |
11,364.45 |
213.32 |
1.9% |
11,151.13 |
| Range |
326.05 |
126.16 |
-199.89 |
-61.3% |
529.23 |
| ATR |
306.78 |
300.46 |
-6.32 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,704.18 |
11,660.47 |
11,433.84 |
|
| R3 |
11,578.02 |
11,534.31 |
11,399.14 |
|
| R2 |
11,451.86 |
11,451.86 |
11,387.58 |
|
| R1 |
11,408.15 |
11,408.15 |
11,376.01 |
11,430.01 |
| PP |
11,325.70 |
11,325.70 |
11,325.70 |
11,336.62 |
| S1 |
11,281.99 |
11,281.99 |
11,352.89 |
11,303.85 |
| S2 |
11,199.54 |
11,199.54 |
11,341.32 |
|
| S3 |
11,073.38 |
11,155.83 |
11,329.76 |
|
| S4 |
10,947.22 |
11,029.67 |
11,295.06 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,599.71 |
12,404.65 |
11,442.21 |
|
| R3 |
12,070.48 |
11,875.42 |
11,296.67 |
|
| R2 |
11,541.25 |
11,541.25 |
11,248.16 |
|
| R1 |
11,346.19 |
11,346.19 |
11,199.64 |
11,443.72 |
| PP |
11,012.02 |
11,012.02 |
11,012.02 |
11,060.79 |
| S1 |
10,816.96 |
10,816.96 |
11,102.62 |
10,914.49 |
| S2 |
10,482.79 |
10,482.79 |
11,054.10 |
|
| S3 |
9,953.56 |
10,287.73 |
11,005.59 |
|
| S4 |
9,424.33 |
9,758.50 |
10,860.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,369.40 |
10,728.41 |
640.99 |
5.6% |
277.52 |
2.4% |
99% |
True |
False |
|
| 10 |
11,495.40 |
10,677.85 |
817.55 |
7.2% |
267.36 |
2.4% |
84% |
False |
False |
|
| 20 |
12,439.48 |
10,677.85 |
1,761.63 |
15.5% |
307.48 |
2.7% |
39% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.5% |
231.80 |
2.0% |
39% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
18.7% |
226.16 |
2.0% |
49% |
False |
False |
|
| 80 |
12,439.48 |
9,489.58 |
2,949.90 |
26.0% |
219.79 |
1.9% |
64% |
False |
False |
|
| 100 |
12,439.48 |
8,860.77 |
3,578.71 |
31.5% |
208.52 |
1.8% |
70% |
False |
False |
|
| 120 |
12,439.48 |
8,058.41 |
4,381.07 |
38.6% |
203.03 |
1.8% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,905.58 |
|
2.618 |
11,699.69 |
|
1.618 |
11,573.53 |
|
1.000 |
11,495.56 |
|
0.618 |
11,447.37 |
|
HIGH |
11,369.40 |
|
0.618 |
11,321.21 |
|
0.500 |
11,306.32 |
|
0.382 |
11,291.43 |
|
LOW |
11,243.24 |
|
0.618 |
11,165.27 |
|
1.000 |
11,117.08 |
|
1.618 |
11,039.11 |
|
2.618 |
10,912.95 |
|
4.250 |
10,707.06 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,345.07 |
11,259.27 |
| PP |
11,325.70 |
11,154.09 |
| S1 |
11,306.32 |
11,048.91 |
|