Trading Metrics calculated at close of trading on 17-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
365.6230 |
365.5610 |
-0.0620 |
0.0% |
345.2410 |
High |
373.0050 |
394.0820 |
21.0770 |
5.7% |
377.3380 |
Low |
355.4020 |
363.6800 |
8.2780 |
2.3% |
326.3400 |
Close |
365.5650 |
392.4440 |
26.8790 |
7.4% |
368.6370 |
Range |
17.6030 |
30.4020 |
12.7990 |
72.7% |
50.9980 |
ATR |
31.5928 |
31.5077 |
-0.0851 |
-0.3% |
0.0000 |
Volume |
556,258 |
722,495 |
166,237 |
29.9% |
2,607,727 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474.6080 |
463.9280 |
409.1651 |
|
R3 |
444.2060 |
433.5260 |
400.8046 |
|
R2 |
413.8040 |
413.8040 |
398.0177 |
|
R1 |
403.1240 |
403.1240 |
395.2309 |
408.4640 |
PP |
383.4020 |
383.4020 |
383.4020 |
386.0720 |
S1 |
372.7220 |
372.7220 |
389.6572 |
378.0620 |
S2 |
353.0000 |
353.0000 |
386.8703 |
|
S3 |
322.5980 |
342.3200 |
384.0835 |
|
S4 |
292.1960 |
311.9180 |
375.7229 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
510.4323 |
490.5327 |
396.6859 |
|
R3 |
459.4343 |
439.5347 |
382.6615 |
|
R2 |
408.4363 |
408.4363 |
377.9866 |
|
R1 |
388.5367 |
388.5367 |
373.3118 |
398.4865 |
PP |
357.4383 |
357.4383 |
357.4383 |
362.4133 |
S1 |
337.5387 |
337.5387 |
363.9622 |
347.4885 |
S2 |
306.4403 |
306.4403 |
359.2874 |
|
S3 |
255.4423 |
286.5407 |
354.6126 |
|
S4 |
204.4443 |
235.5427 |
340.5881 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
394.0820 |
354.0150 |
40.0670 |
10.2% |
23.7022 |
6.0% |
96% |
True |
False |
633,380 |
10 |
449.9640 |
326.3400 |
123.6240 |
31.5% |
30.8695 |
7.9% |
53% |
False |
False |
906,439 |
20 |
488.1230 |
326.3400 |
161.7830 |
41.2% |
32.2104 |
8.2% |
41% |
False |
False |
904,367 |
40 |
488.1230 |
245.5240 |
242.5990 |
61.8% |
30.9478 |
7.9% |
61% |
False |
False |
1,036,355 |
60 |
488.1230 |
216.4670 |
271.6560 |
69.2% |
23.3290 |
5.9% |
65% |
False |
False |
846,326 |
80 |
488.1230 |
204.7100 |
283.4130 |
72.2% |
20.6897 |
5.3% |
66% |
False |
False |
807,737 |
100 |
488.1230 |
176.6020 |
311.5210 |
79.4% |
19.3917 |
4.9% |
69% |
False |
False |
825,486 |
120 |
488.1230 |
131.9390 |
356.1840 |
90.8% |
18.4089 |
4.7% |
73% |
False |
False |
870,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
523.2905 |
2.618 |
473.6744 |
1.618 |
443.2724 |
1.000 |
424.4840 |
0.618 |
412.8704 |
HIGH |
394.0820 |
0.618 |
382.4684 |
0.500 |
378.8810 |
0.382 |
375.2936 |
LOW |
363.6800 |
0.618 |
344.8916 |
1.000 |
333.2780 |
1.618 |
314.4896 |
2.618 |
284.0876 |
4.250 |
234.4715 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
387.9230 |
386.5433 |
PP |
383.4020 |
380.6427 |
S1 |
378.8810 |
374.7420 |
|