Trading Metrics calculated at close of trading on 21-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
10,941.92 |
10,889.71 |
-52.21 |
-0.5% |
10,330.06 |
High |
11,033.58 |
11,171.50 |
137.92 |
1.3% |
11,098.41 |
Low |
10,821.49 |
10,324.70 |
-496.79 |
-4.6% |
10,219.66 |
Close |
10,889.50 |
10,479.96 |
-409.54 |
-3.8% |
10,889.50 |
Range |
212.09 |
846.80 |
634.71 |
299.3% |
878.75 |
ATR |
446.27 |
474.88 |
28.61 |
6.4% |
0.00 |
Volume |
19,685 |
64,813 |
45,128 |
229.3% |
137,950 |
|
Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,199.12 |
12,686.34 |
10,945.70 |
|
R3 |
12,352.32 |
11,839.54 |
10,712.83 |
|
R2 |
11,505.52 |
11,505.52 |
10,635.21 |
|
R1 |
10,992.74 |
10,992.74 |
10,557.58 |
10,825.73 |
PP |
10,658.72 |
10,658.72 |
10,658.72 |
10,575.22 |
S1 |
10,145.94 |
10,145.94 |
10,402.34 |
9,978.93 |
S2 |
9,811.92 |
9,811.92 |
10,324.71 |
|
S3 |
8,965.12 |
9,299.14 |
10,247.09 |
|
S4 |
8,118.32 |
8,452.34 |
10,014.22 |
|
|
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 |
11,171.50 |
10,324.70 |
846.80 |
8.1% |
416.14 |
4.0% |
18% |
True |
True |
34,450 |
10 |
11,171.50 |
9,858.94 |
1,312.56 |
12.5% |
408.11 |
3.9% |
47% |
True |
False |
32,565 |
20 |
12,060.58 |
9,858.94 |
2,201.64 |
21.0% |
483.98 |
4.6% |
28% |
False |
False |
36,150 |
40 |
12,476.88 |
9,534.71 |
2,942.17 |
28.1% |
531.69 |
5.1% |
32% |
False |
False |
44,565 |
60 |
12,476.88 |
8,848.18 |
3,628.70 |
34.6% |
422.30 |
4.0% |
45% |
False |
False |
38,026 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
34.6% |
411.19 |
3.9% |
45% |
False |
False |
39,670 |
100 |
12,476.88 |
8,201.24 |
4,275.64 |
40.8% |
446.59 |
4.3% |
53% |
False |
False |
45,389 |
120 |
12,476.88 |
6,485.16 |
5,991.72 |
57.2% |
448.73 |
4.3% |
67% |
False |
False |
48,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,770.40 |
2.618 |
13,388.42 |
1.618 |
12,541.62 |
1.000 |
12,018.30 |
0.618 |
11,694.82 |
HIGH |
11,171.50 |
0.618 |
10,848.02 |
0.500 |
10,748.10 |
0.382 |
10,648.18 |
LOW |
10,324.70 |
0.618 |
9,801.38 |
1.000 |
9,477.90 |
1.618 |
8,954.58 |
2.618 |
8,107.78 |
4.250 |
6,725.80 |
|
|
Fisher Pivots for day following 21-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,748.10 |
10,748.10 |
PP |
10,658.72 |
10,658.72 |
S1 |
10,569.34 |
10,569.34 |
|