Trading Metrics calculated at close of trading on 25-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
10,232.18 |
10,633.44 |
401.26 |
3.9% |
10,889.71 |
High |
10,712.24 |
10,788.86 |
76.62 |
0.7% |
11,171.50 |
Low |
10,204.25 |
10,565.90 |
361.65 |
3.5% |
10,146.79 |
Close |
10,633.44 |
10,717.56 |
84.12 |
0.8% |
10,717.56 |
Range |
507.99 |
222.96 |
-285.03 |
-56.1% |
1,024.71 |
ATR |
455.23 |
438.64 |
-16.59 |
-3.6% |
0.00 |
Volume |
27,932 |
27,492 |
-440 |
-1.6% |
165,314 |
|
Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,359.65 |
11,261.57 |
10,840.19 |
|
R3 |
11,136.69 |
11,038.61 |
10,778.87 |
|
R2 |
10,913.73 |
10,913.73 |
10,758.44 |
|
R1 |
10,815.65 |
10,815.65 |
10,738.00 |
10,864.69 |
PP |
10,690.77 |
10,690.77 |
10,690.77 |
10,715.30 |
S1 |
10,592.69 |
10,592.69 |
10,697.12 |
10,641.73 |
S2 |
10,467.81 |
10,467.81 |
10,676.68 |
|
S3 |
10,244.85 |
10,369.73 |
10,656.25 |
|
S4 |
10,021.89 |
10,146.77 |
10,594.93 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,752.75 |
13,259.86 |
11,281.15 |
|
R3 |
12,728.04 |
12,235.15 |
10,999.36 |
|
R2 |
11,703.33 |
11,703.33 |
10,905.42 |
|
R1 |
11,210.44 |
11,210.44 |
10,811.49 |
10,944.53 |
PP |
10,678.62 |
10,678.62 |
10,678.62 |
10,545.66 |
S1 |
10,185.73 |
10,185.73 |
10,623.63 |
9,919.82 |
S2 |
9,653.91 |
9,653.91 |
10,529.70 |
|
S3 |
8,629.20 |
9,161.02 |
10,435.76 |
|
S4 |
7,604.49 |
8,136.31 |
10,153.97 |
|
|
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% |
434.72 |
4.1% |
56% |
False |
False |
33,062 |
10 |
11,171.50 |
10,146.79 |
1,024.71 |
9.6% |
394.13 |
3.7% |
56% |
False |
False |
30,326 |
20 |
12,060.58 |
9,858.94 |
2,201.64 |
20.5% |
458.18 |
4.3% |
39% |
False |
False |
35,695 |
40 |
12,476.88 |
9,858.94 |
2,617.94 |
24.4% |
487.79 |
4.6% |
33% |
False |
False |
37,686 |
60 |
12,476.88 |
8,934.94 |
3,541.94 |
33.0% |
427.02 |
4.0% |
50% |
False |
False |
37,959 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
33.9% |
402.32 |
3.8% |
52% |
False |
False |
37,287 |
100 |
12,476.88 |
8,201.24 |
4,275.64 |
39.9% |
436.27 |
4.1% |
59% |
False |
False |
42,944 |
120 |
12,476.88 |
6,485.16 |
5,991.72 |
55.9% |
446.28 |
4.2% |
71% |
False |
False |
47,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,736.44 |
2.618 |
11,372.57 |
1.618 |
11,149.61 |
1.000 |
11,011.82 |
0.618 |
10,926.65 |
HIGH |
10,788.86 |
0.618 |
10,703.69 |
0.500 |
10,677.38 |
0.382 |
10,651.07 |
LOW |
10,565.90 |
0.618 |
10,428.11 |
1.000 |
10,342.94 |
1.618 |
10,205.15 |
2.618 |
9,982.19 |
4.250 |
9,618.32 |
|
|
Fisher Pivots for day following 25-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,704.17 |
10,634.32 |
PP |
10,690.77 |
10,551.07 |
S1 |
10,677.38 |
10,467.83 |
|