| 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 |
11,328.55 |
11,554.96 |
226.41 |
2.0% |
10,781.89 |
| High |
11,535.01 |
11,606.73 |
71.72 |
0.6% |
11,207.08 |
| Low |
11,328.55 |
11,488.60 |
160.05 |
1.4% |
10,677.85 |
| Close |
11,418.06 |
11,583.20 |
165.14 |
1.4% |
11,151.13 |
| Range |
206.46 |
118.13 |
-88.33 |
-42.8% |
529.23 |
| ATR |
280.22 |
273.68 |
-6.54 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,913.90 |
11,866.68 |
11,648.17 |
|
| R3 |
11,795.77 |
11,748.55 |
11,615.69 |
|
| R2 |
11,677.64 |
11,677.64 |
11,604.86 |
|
| R1 |
11,630.42 |
11,630.42 |
11,594.03 |
11,654.03 |
| PP |
11,559.51 |
11,559.51 |
11,559.51 |
11,571.32 |
| S1 |
11,512.29 |
11,512.29 |
11,572.37 |
11,535.90 |
| S2 |
11,441.38 |
11,441.38 |
11,561.54 |
|
| S3 |
11,323.25 |
11,394.16 |
11,550.71 |
|
| S4 |
11,205.12 |
11,276.03 |
11,518.23 |
|
|
| 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 |
11,606.73 |
10,851.68 |
755.05 |
6.5% |
173.45 |
1.5% |
97% |
True |
False |
|
| 10 |
11,606.73 |
10,677.85 |
928.88 |
8.0% |
249.41 |
2.2% |
97% |
True |
False |
|
| 20 |
12,235.00 |
10,677.85 |
1,557.15 |
13.4% |
298.31 |
2.6% |
58% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.2% |
235.99 |
2.0% |
51% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
18.4% |
225.27 |
1.9% |
60% |
False |
False |
|
| 80 |
12,439.48 |
9,489.58 |
2,949.90 |
25.5% |
218.91 |
1.9% |
71% |
False |
False |
|
| 100 |
12,439.48 |
8,860.77 |
3,578.71 |
30.9% |
208.88 |
1.8% |
76% |
False |
False |
|
| 120 |
12,439.48 |
8,359.84 |
4,079.64 |
35.2% |
201.97 |
1.7% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,108.78 |
|
2.618 |
11,915.99 |
|
1.618 |
11,797.86 |
|
1.000 |
11,724.86 |
|
0.618 |
11,679.73 |
|
HIGH |
11,606.73 |
|
0.618 |
11,561.60 |
|
0.500 |
11,547.67 |
|
0.382 |
11,533.73 |
|
LOW |
11,488.60 |
|
0.618 |
11,415.60 |
|
1.000 |
11,370.47 |
|
1.618 |
11,297.47 |
|
2.618 |
11,179.34 |
|
4.250 |
10,986.55 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,571.36 |
11,540.89 |
| PP |
11,559.51 |
11,498.57 |
| S1 |
11,547.67 |
11,456.26 |
|