| 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 |
5,823.5 |
5,851.5 |
28.0 |
0.5% |
5,969.0 |
| High |
5,851.5 |
5,925.5 |
74.0 |
1.3% |
5,980.0 |
| Low |
5,739.5 |
5,844.0 |
104.5 |
1.8% |
5,739.5 |
| Close |
5,802.5 |
5,913.5 |
111.0 |
1.9% |
5,802.5 |
| Range |
112.0 |
81.5 |
-30.5 |
-27.2% |
240.5 |
| ATR |
105.1 |
106.3 |
1.3 |
1.2% |
0.0 |
| Volume |
84,627 |
90,920 |
6,293 |
7.4% |
564,558 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,139.0 |
6,107.5 |
5,958.5 |
|
| R3 |
6,057.5 |
6,026.0 |
5,936.0 |
|
| R2 |
5,976.0 |
5,976.0 |
5,928.5 |
|
| R1 |
5,944.5 |
5,944.5 |
5,921.0 |
5,960.0 |
| PP |
5,894.5 |
5,894.5 |
5,894.5 |
5,902.0 |
| S1 |
5,863.0 |
5,863.0 |
5,906.0 |
5,879.0 |
| S2 |
5,813.0 |
5,813.0 |
5,898.5 |
|
| S3 |
5,731.5 |
5,781.5 |
5,891.0 |
|
| S4 |
5,650.0 |
5,700.0 |
5,868.5 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,562.0 |
6,423.0 |
5,935.0 |
|
| R3 |
6,321.5 |
6,182.5 |
5,868.5 |
|
| R2 |
6,081.0 |
6,081.0 |
5,846.5 |
|
| R1 |
5,942.0 |
5,942.0 |
5,824.5 |
5,891.0 |
| PP |
5,840.5 |
5,840.5 |
5,840.5 |
5,815.5 |
| S1 |
5,701.5 |
5,701.5 |
5,780.5 |
5,651.0 |
| S2 |
5,600.0 |
5,600.0 |
5,758.5 |
|
| S3 |
5,359.5 |
5,461.0 |
5,736.5 |
|
| S4 |
5,119.0 |
5,220.5 |
5,670.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,945.5 |
5,739.5 |
206.0 |
3.5% |
103.0 |
1.7% |
84% |
False |
False |
103,568 |
| 10 |
6,097.5 |
5,739.5 |
358.0 |
6.1% |
110.5 |
1.9% |
49% |
False |
False |
140,638 |
| 20 |
6,097.5 |
5,739.5 |
358.0 |
6.1% |
110.0 |
1.9% |
49% |
False |
False |
94,615 |
| 40 |
6,228.0 |
5,739.5 |
488.5 |
8.3% |
76.5 |
1.3% |
36% |
False |
False |
47,464 |
| 60 |
6,240.5 |
5,739.5 |
501.0 |
8.5% |
55.5 |
0.9% |
35% |
False |
False |
31,646 |
| 80 |
6,413.5 |
5,739.5 |
674.0 |
11.4% |
49.5 |
0.8% |
26% |
False |
False |
23,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,272.0 |
|
2.618 |
6,139.0 |
|
1.618 |
6,057.5 |
|
1.000 |
6,007.0 |
|
0.618 |
5,976.0 |
|
HIGH |
5,925.5 |
|
0.618 |
5,894.5 |
|
0.500 |
5,885.0 |
|
0.382 |
5,875.0 |
|
LOW |
5,844.0 |
|
0.618 |
5,793.5 |
|
1.000 |
5,762.5 |
|
1.618 |
5,712.0 |
|
2.618 |
5,630.5 |
|
4.250 |
5,497.5 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
5,904.0 |
5,886.5 |
| PP |
5,894.5 |
5,859.5 |
| S1 |
5,885.0 |
5,832.5 |
|