Trading Metrics calculated at close of trading on 18-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
10,996.60 |
10,941.92 |
-54.68 |
-0.5% |
10,330.06 |
High |
11,043.01 |
11,033.58 |
-9.43 |
-0.1% |
11,098.41 |
Low |
10,755.58 |
10,821.49 |
65.91 |
0.6% |
10,219.66 |
Close |
10,941.74 |
10,889.50 |
-52.24 |
-0.5% |
10,889.50 |
Range |
287.43 |
212.09 |
-75.34 |
-26.2% |
878.75 |
ATR |
464.28 |
446.27 |
-18.01 |
-3.9% |
0.00 |
Volume |
24,400 |
19,685 |
-4,715 |
-19.3% |
137,950 |
|
Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,551.13 |
11,432.40 |
11,006.15 |
|
R3 |
11,339.04 |
11,220.31 |
10,947.82 |
|
R2 |
11,126.95 |
11,126.95 |
10,928.38 |
|
R1 |
11,008.22 |
11,008.22 |
10,908.94 |
10,961.54 |
PP |
10,914.86 |
10,914.86 |
10,914.86 |
10,891.52 |
S1 |
10,796.13 |
10,796.13 |
10,870.06 |
10,749.45 |
S2 |
10,702.77 |
10,702.77 |
10,850.62 |
|
S3 |
10,490.68 |
10,584.04 |
10,831.18 |
|
S4 |
10,278.59 |
10,371.95 |
10,772.85 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,372.11 |
13,009.55 |
11,372.81 |
|
R3 |
12,493.36 |
12,130.80 |
11,131.16 |
|
R2 |
11,614.61 |
11,614.61 |
11,050.60 |
|
R1 |
11,252.05 |
11,252.05 |
10,970.05 |
11,433.33 |
PP |
10,735.86 |
10,735.86 |
10,735.86 |
10,826.50 |
S1 |
10,373.30 |
10,373.30 |
10,808.95 |
10,554.58 |
S2 |
9,857.11 |
9,857.11 |
10,728.40 |
|
S3 |
8,978.36 |
9,494.55 |
10,647.84 |
|
S4 |
8,099.61 |
8,615.80 |
10,406.19 |
|
|
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 |
10,219.66 |
878.75 |
8.1% |
353.55 |
3.2% |
76% |
False |
False |
27,590 |
10 |
11,098.41 |
9,858.94 |
1,239.47 |
11.4% |
407.41 |
3.7% |
83% |
False |
False |
34,674 |
20 |
12,060.58 |
9,858.94 |
2,201.64 |
20.2% |
455.13 |
4.2% |
47% |
False |
False |
34,473 |
40 |
12,476.88 |
9,478.59 |
2,998.29 |
27.5% |
514.38 |
4.7% |
47% |
False |
False |
43,544 |
60 |
12,476.88 |
8,848.18 |
3,628.70 |
33.3% |
413.01 |
3.8% |
56% |
False |
False |
37,483 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
33.3% |
403.99 |
3.7% |
56% |
False |
False |
39,316 |
100 |
12,476.88 |
8,201.24 |
4,275.64 |
39.3% |
442.83 |
4.1% |
63% |
False |
False |
45,315 |
120 |
12,476.88 |
6,485.16 |
5,991.72 |
55.0% |
445.22 |
4.1% |
74% |
False |
False |
48,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,934.96 |
2.618 |
11,588.83 |
1.618 |
11,376.74 |
1.000 |
11,245.67 |
0.618 |
11,164.65 |
HIGH |
11,033.58 |
0.618 |
10,952.56 |
0.500 |
10,927.54 |
0.382 |
10,902.51 |
LOW |
10,821.49 |
0.618 |
10,690.42 |
1.000 |
10,609.40 |
1.618 |
10,478.33 |
2.618 |
10,266.24 |
4.250 |
9,920.11 |
|
|
Fisher Pivots for day following 18-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,927.54 |
10,888.20 |
PP |
10,914.86 |
10,886.90 |
S1 |
10,902.18 |
10,885.60 |
|