Trading Metrics calculated at close of trading on 16-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
10,692.27 |
10,865.50 |
173.23 |
1.6% |
10,148.45 |
High |
10,937.27 |
11,098.41 |
161.14 |
1.5% |
10,487.96 |
Low |
10,628.53 |
10,672.79 |
44.26 |
0.4% |
9,858.94 |
Close |
10,866.25 |
10,996.64 |
130.39 |
1.2% |
10,330.04 |
Range |
308.74 |
425.62 |
116.88 |
37.9% |
629.02 |
ATR |
481.91 |
477.89 |
-4.02 |
-0.8% |
0.00 |
Volume |
31,941 |
31,414 |
-527 |
-1.6% |
122,890 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,199.47 |
12,023.68 |
11,230.73 |
|
R3 |
11,773.85 |
11,598.06 |
11,113.69 |
|
R2 |
11,348.23 |
11,348.23 |
11,074.67 |
|
R1 |
11,172.44 |
11,172.44 |
11,035.66 |
11,260.34 |
PP |
10,922.61 |
10,922.61 |
10,922.61 |
10,966.56 |
S1 |
10,746.82 |
10,746.82 |
10,957.62 |
10,834.72 |
S2 |
10,496.99 |
10,496.99 |
10,918.61 |
|
S3 |
10,071.37 |
10,321.20 |
10,879.59 |
|
S4 |
9,645.75 |
9,895.58 |
10,762.55 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,112.71 |
11,850.39 |
10,676.00 |
|
R3 |
11,483.69 |
11,221.37 |
10,503.02 |
|
R2 |
10,854.67 |
10,854.67 |
10,445.36 |
|
R1 |
10,592.35 |
10,592.35 |
10,387.70 |
10,723.51 |
PP |
10,225.65 |
10,225.65 |
10,225.65 |
10,291.23 |
S1 |
9,963.33 |
9,963.33 |
10,272.38 |
10,094.49 |
S2 |
9,596.63 |
9,596.63 |
10,214.72 |
|
S3 |
8,967.61 |
9,334.31 |
10,157.06 |
|
S4 |
8,338.59 |
8,705.29 |
9,984.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,098.41 |
10,184.43 |
913.98 |
8.3% |
347.81 |
3.2% |
89% |
True |
False |
29,249 |
10 |
12,056.17 |
9,858.94 |
2,197.23 |
20.0% |
534.89 |
4.9% |
52% |
False |
False |
42,272 |
20 |
12,097.92 |
9,858.94 |
2,238.98 |
20.4% |
464.72 |
4.2% |
51% |
False |
False |
35,601 |
40 |
12,476.88 |
9,296.97 |
3,179.91 |
28.9% |
511.86 |
4.7% |
53% |
False |
False |
44,642 |
60 |
12,476.88 |
8,848.18 |
3,628.70 |
33.0% |
417.33 |
3.8% |
59% |
False |
False |
38,371 |
80 |
12,476.88 |
8,807.22 |
3,669.66 |
33.4% |
408.75 |
3.7% |
60% |
False |
False |
39,702 |
100 |
12,476.88 |
7,718.93 |
4,757.95 |
43.3% |
460.39 |
4.2% |
69% |
False |
False |
48,255 |
120 |
12,476.88 |
6,166.48 |
6,310.40 |
57.4% |
451.21 |
4.1% |
77% |
False |
False |
49,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,907.30 |
2.618 |
12,212.68 |
1.618 |
11,787.06 |
1.000 |
11,524.03 |
0.618 |
11,361.44 |
HIGH |
11,098.41 |
0.618 |
10,935.82 |
0.500 |
10,885.60 |
0.382 |
10,835.38 |
LOW |
10,672.79 |
0.618 |
10,409.76 |
1.000 |
10,247.17 |
1.618 |
9,984.14 |
2.618 |
9,558.52 |
4.250 |
8,863.91 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,959.63 |
10,884.11 |
PP |
10,922.61 |
10,771.57 |
S1 |
10,885.60 |
10,659.04 |
|