Trading Metrics calculated at close of trading on 22-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
10,889.71 |
10,480.15 |
-409.56 |
-3.8% |
10,330.06 |
High |
11,171.50 |
10,535.24 |
-636.26 |
-5.7% |
11,098.41 |
Low |
10,324.70 |
10,367.79 |
43.09 |
0.4% |
10,219.66 |
Close |
10,479.96 |
10,516.85 |
36.89 |
0.4% |
10,889.50 |
Range |
846.80 |
167.45 |
-679.35 |
-80.2% |
878.75 |
ATR |
474.88 |
452.92 |
-21.96 |
-4.6% |
0.00 |
Volume |
64,813 |
20,855 |
-43,958 |
-67.8% |
137,950 |
|
Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,975.64 |
10,913.70 |
10,608.95 |
|
R3 |
10,808.19 |
10,746.25 |
10,562.90 |
|
R2 |
10,640.74 |
10,640.74 |
10,547.55 |
|
R1 |
10,578.80 |
10,578.80 |
10,532.20 |
10,609.77 |
PP |
10,473.29 |
10,473.29 |
10,473.29 |
10,488.78 |
S1 |
10,411.35 |
10,411.35 |
10,501.50 |
10,442.32 |
S2 |
10,305.84 |
10,305.84 |
10,486.15 |
|
S3 |
10,138.39 |
10,243.90 |
10,470.80 |
|
S4 |
9,970.94 |
10,076.45 |
10,424.75 |
|
|
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% |
387.88 |
3.7% |
23% |
False |
False |
32,233 |
10 |
11,171.50 |
9,858.94 |
1,312.56 |
12.5% |
374.19 |
3.6% |
50% |
False |
False |
30,796 |
20 |
12,060.58 |
9,858.94 |
2,201.64 |
20.9% |
470.10 |
4.5% |
30% |
False |
False |
36,379 |
40 |
12,476.88 |
9,858.94 |
2,617.94 |
24.9% |
501.61 |
4.8% |
25% |
False |
False |
41,968 |
60 |
12,476.88 |
8,934.94 |
3,541.94 |
33.7% |
419.12 |
4.0% |
45% |
False |
False |
37,771 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
34.5% |
408.25 |
3.9% |
46% |
False |
False |
39,583 |
100 |
12,476.88 |
8,201.24 |
4,275.64 |
40.7% |
441.66 |
4.2% |
54% |
False |
False |
45,109 |
120 |
12,476.88 |
6,485.16 |
5,991.72 |
57.0% |
444.78 |
4.2% |
67% |
False |
False |
47,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,246.90 |
2.618 |
10,973.62 |
1.618 |
10,806.17 |
1.000 |
10,702.69 |
0.618 |
10,638.72 |
HIGH |
10,535.24 |
0.618 |
10,471.27 |
0.500 |
10,451.52 |
0.382 |
10,431.76 |
LOW |
10,367.79 |
0.618 |
10,264.31 |
1.000 |
10,200.34 |
1.618 |
10,096.86 |
2.618 |
9,929.41 |
4.250 |
9,656.13 |
|
|
Fisher Pivots for day following 22-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,495.07 |
10,748.10 |
PP |
10,473.29 |
10,671.02 |
S1 |
10,451.52 |
10,593.93 |
|