| 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 |
11,354.70 |
11,328.55 |
-26.15 |
-0.2% |
10,781.89 |
| High |
11,396.22 |
11,535.01 |
138.79 |
1.2% |
11,207.08 |
| Low |
11,305.79 |
11,328.55 |
22.76 |
0.2% |
10,677.85 |
| Close |
11,322.95 |
11,418.06 |
95.11 |
0.8% |
11,151.13 |
| Range |
90.43 |
206.46 |
116.03 |
128.3% |
529.23 |
| ATR |
285.46 |
280.22 |
-5.24 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,046.59 |
11,938.78 |
11,531.61 |
|
| R3 |
11,840.13 |
11,732.32 |
11,474.84 |
|
| R2 |
11,633.67 |
11,633.67 |
11,455.91 |
|
| R1 |
11,525.86 |
11,525.86 |
11,436.99 |
11,579.77 |
| PP |
11,427.21 |
11,427.21 |
11,427.21 |
11,454.16 |
| S1 |
11,319.40 |
11,319.40 |
11,399.13 |
11,373.31 |
| S2 |
11,220.75 |
11,220.75 |
11,380.21 |
|
| S3 |
11,014.29 |
11,112.94 |
11,361.28 |
|
| S4 |
10,807.83 |
10,906.48 |
11,304.51 |
|
|
| 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 |
11,535.01 |
10,728.41 |
806.60 |
7.1% |
209.42 |
1.8% |
86% |
True |
False |
|
| 10 |
11,535.01 |
10,677.85 |
857.16 |
7.5% |
259.92 |
2.3% |
86% |
True |
False |
|
| 20 |
12,439.48 |
10,677.85 |
1,761.63 |
15.4% |
305.57 |
2.7% |
42% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.4% |
234.64 |
2.1% |
42% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
18.6% |
225.64 |
2.0% |
52% |
False |
False |
|
| 80 |
12,439.48 |
9,489.58 |
2,949.90 |
25.8% |
219.28 |
1.9% |
65% |
False |
False |
|
| 100 |
12,439.48 |
8,860.77 |
3,578.71 |
31.3% |
209.61 |
1.8% |
71% |
False |
False |
|
| 120 |
12,439.48 |
8,158.58 |
4,280.90 |
37.5% |
202.48 |
1.8% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,412.47 |
|
2.618 |
12,075.52 |
|
1.618 |
11,869.06 |
|
1.000 |
11,741.47 |
|
0.618 |
11,662.60 |
|
HIGH |
11,535.01 |
|
0.618 |
11,456.14 |
|
0.500 |
11,431.78 |
|
0.382 |
11,407.42 |
|
LOW |
11,328.55 |
|
0.618 |
11,200.96 |
|
1.000 |
11,122.09 |
|
1.618 |
10,994.50 |
|
2.618 |
10,788.04 |
|
4.250 |
10,451.10 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,431.78 |
11,408.42 |
| PP |
11,427.21 |
11,398.77 |
| S1 |
11,422.63 |
11,389.13 |
|