Trading Metrics calculated at close of trading on 23-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
10,480.15 |
10,516.85 |
36.70 |
0.4% |
10,330.06 |
High |
10,535.24 |
10,575.20 |
39.96 |
0.4% |
11,098.41 |
Low |
10,367.79 |
10,146.79 |
-221.00 |
-2.1% |
10,219.66 |
Close |
10,516.85 |
10,232.34 |
-284.51 |
-2.7% |
10,889.50 |
Range |
167.45 |
428.41 |
260.96 |
155.8% |
878.75 |
ATR |
452.92 |
451.17 |
-1.75 |
-0.4% |
0.00 |
Volume |
20,855 |
24,222 |
3,367 |
16.1% |
137,950 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,603.34 |
11,346.25 |
10,467.97 |
|
R3 |
11,174.93 |
10,917.84 |
10,350.15 |
|
R2 |
10,746.52 |
10,746.52 |
10,310.88 |
|
R1 |
10,489.43 |
10,489.43 |
10,271.61 |
10,403.77 |
PP |
10,318.11 |
10,318.11 |
10,318.11 |
10,275.28 |
S1 |
10,061.02 |
10,061.02 |
10,193.07 |
9,975.36 |
S2 |
9,889.70 |
9,889.70 |
10,153.80 |
|
S3 |
9,461.29 |
9,632.61 |
10,114.53 |
|
S4 |
9,032.88 |
9,204.20 |
9,996.71 |
|
|
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 |
10,146.79 |
1,024.71 |
10.0% |
388.44 |
3.8% |
8% |
False |
True |
30,795 |
10 |
11,171.50 |
10,146.79 |
1,024.71 |
10.0% |
368.12 |
3.6% |
8% |
False |
True |
30,022 |
20 |
12,060.58 |
9,858.94 |
2,201.64 |
21.5% |
458.52 |
4.5% |
17% |
False |
False |
35,804 |
40 |
12,476.88 |
9,858.94 |
2,617.94 |
25.6% |
492.52 |
4.8% |
14% |
False |
False |
38,504 |
60 |
12,476.88 |
8,934.94 |
3,541.94 |
34.6% |
423.40 |
4.1% |
37% |
False |
False |
37,873 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
35.5% |
400.86 |
3.9% |
38% |
False |
False |
37,422 |
100 |
12,476.88 |
8,201.24 |
4,275.64 |
41.8% |
442.67 |
4.3% |
48% |
False |
False |
44,872 |
120 |
12,476.88 |
6,485.16 |
5,991.72 |
58.6% |
445.21 |
4.4% |
63% |
False |
False |
47,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,395.94 |
2.618 |
11,696.78 |
1.618 |
11,268.37 |
1.000 |
11,003.61 |
0.618 |
10,839.96 |
HIGH |
10,575.20 |
0.618 |
10,411.55 |
0.500 |
10,361.00 |
0.382 |
10,310.44 |
LOW |
10,146.79 |
0.618 |
9,882.03 |
1.000 |
9,718.38 |
1.618 |
9,453.62 |
2.618 |
9,025.21 |
4.250 |
8,326.05 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,361.00 |
10,659.15 |
PP |
10,318.11 |
10,516.88 |
S1 |
10,275.23 |
10,374.61 |
|