Trading Metrics calculated at close of trading on 24-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
10,516.85 |
10,232.18 |
-284.67 |
-2.7% |
10,330.06 |
High |
10,575.20 |
10,712.24 |
137.04 |
1.3% |
11,098.41 |
Low |
10,146.79 |
10,204.25 |
57.46 |
0.6% |
10,219.66 |
Close |
10,232.34 |
10,633.44 |
401.10 |
3.9% |
10,889.50 |
Range |
428.41 |
507.99 |
79.58 |
18.6% |
878.75 |
ATR |
451.17 |
455.23 |
4.06 |
0.9% |
0.00 |
Volume |
24,222 |
27,932 |
3,710 |
15.3% |
137,950 |
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,040.61 |
11,845.02 |
10,912.83 |
|
R3 |
11,532.62 |
11,337.03 |
10,773.14 |
|
R2 |
11,024.63 |
11,024.63 |
10,726.57 |
|
R1 |
10,829.04 |
10,829.04 |
10,680.01 |
10,926.84 |
PP |
10,516.64 |
10,516.64 |
10,516.64 |
10,565.54 |
S1 |
10,321.05 |
10,321.05 |
10,586.87 |
10,418.85 |
S2 |
10,008.65 |
10,008.65 |
10,540.31 |
|
S3 |
9,500.66 |
9,813.06 |
10,493.74 |
|
S4 |
8,992.67 |
9,305.07 |
10,354.05 |
|
|
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 |
9.6% |
432.55 |
4.1% |
47% |
False |
False |
31,501 |
10 |
11,171.50 |
10,146.79 |
1,024.71 |
9.6% |
388.57 |
3.7% |
47% |
False |
False |
29,552 |
20 |
12,060.58 |
9,858.94 |
2,201.64 |
20.7% |
469.83 |
4.4% |
35% |
False |
False |
36,059 |
40 |
12,476.88 |
9,858.94 |
2,617.94 |
24.6% |
494.24 |
4.6% |
30% |
False |
False |
37,975 |
60 |
12,476.88 |
8,934.94 |
3,541.94 |
33.3% |
428.50 |
4.0% |
48% |
False |
False |
37,985 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
34.1% |
404.60 |
3.8% |
49% |
False |
False |
37,413 |
100 |
12,476.88 |
8,201.24 |
4,275.64 |
40.2% |
443.05 |
4.2% |
57% |
False |
False |
44,245 |
120 |
12,476.88 |
6,485.16 |
5,991.72 |
56.3% |
446.68 |
4.2% |
69% |
False |
False |
47,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,871.20 |
2.618 |
12,042.16 |
1.618 |
11,534.17 |
1.000 |
11,220.23 |
0.618 |
11,026.18 |
HIGH |
10,712.24 |
0.618 |
10,518.19 |
0.500 |
10,458.25 |
0.382 |
10,398.30 |
LOW |
10,204.25 |
0.618 |
9,890.31 |
1.000 |
9,696.26 |
1.618 |
9,382.32 |
2.618 |
8,874.33 |
4.250 |
8,045.29 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,575.04 |
10,565.47 |
PP |
10,516.64 |
10,497.49 |
S1 |
10,458.25 |
10,429.52 |
|