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 |
3,405.00 |
3,392.75 |
-12.25 |
-0.4% |
3,420.50 |
High |
3,429.75 |
3,396.50 |
-33.25 |
-1.0% |
3,447.00 |
Low |
3,384.00 |
3,320.50 |
-63.50 |
-1.9% |
3,295.50 |
Close |
3,389.50 |
3,361.50 |
-28.00 |
-0.8% |
3,333.75 |
Range |
45.75 |
76.00 |
30.25 |
66.1% |
151.50 |
ATR |
64.82 |
65.62 |
0.80 |
1.2% |
0.00 |
Volume |
571,749 |
384,917 |
-186,832 |
-32.7% |
8,953,196 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,587.50 |
3,550.50 |
3,403.25 |
|
R3 |
3,511.50 |
3,474.50 |
3,382.50 |
|
R2 |
3,435.50 |
3,435.50 |
3,375.50 |
|
R1 |
3,398.50 |
3,398.50 |
3,368.50 |
3,379.00 |
PP |
3,359.50 |
3,359.50 |
3,359.50 |
3,349.75 |
S1 |
3,322.50 |
3,322.50 |
3,354.50 |
3,303.00 |
S2 |
3,283.50 |
3,283.50 |
3,347.50 |
|
S3 |
3,207.50 |
3,246.50 |
3,340.50 |
|
S4 |
3,131.50 |
3,170.50 |
3,319.75 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,813.25 |
3,725.00 |
3,417.00 |
|
R3 |
3,661.75 |
3,573.50 |
3,375.50 |
|
R2 |
3,510.25 |
3,510.25 |
3,361.50 |
|
R1 |
3,422.00 |
3,422.00 |
3,347.75 |
3,390.50 |
PP |
3,358.75 |
3,358.75 |
3,358.75 |
3,343.00 |
S1 |
3,270.50 |
3,270.50 |
3,319.75 |
3,239.00 |
S2 |
3,207.25 |
3,207.25 |
3,306.00 |
|
S3 |
3,055.75 |
3,119.00 |
3,292.00 |
|
S4 |
2,904.25 |
2,967.50 |
3,250.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,429.75 |
3,308.75 |
121.00 |
3.6% |
57.75 |
1.7% |
44% |
False |
False |
1,017,221 |
10 |
3,586.50 |
3,295.50 |
291.00 |
8.7% |
93.25 |
2.8% |
23% |
False |
False |
1,802,955 |
20 |
3,587.00 |
3,295.50 |
291.50 |
8.7% |
66.25 |
2.0% |
23% |
False |
False |
1,580,348 |
40 |
3,587.00 |
3,191.50 |
395.50 |
11.8% |
54.00 |
1.6% |
43% |
False |
False |
1,487,624 |
60 |
3,587.00 |
2,983.50 |
603.50 |
18.0% |
56.50 |
1.7% |
63% |
False |
False |
1,554,994 |
80 |
3,587.00 |
2,923.75 |
663.25 |
19.7% |
61.50 |
1.8% |
66% |
False |
False |
1,395,891 |
100 |
3,587.00 |
2,751.50 |
835.50 |
24.9% |
63.25 |
1.9% |
73% |
False |
False |
1,117,394 |
120 |
3,587.00 |
2,422.25 |
1,164.75 |
34.6% |
69.50 |
2.1% |
81% |
False |
False |
932,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,719.50 |
2.618 |
3,595.50 |
1.618 |
3,519.50 |
1.000 |
3,472.50 |
0.618 |
3,443.50 |
HIGH |
3,396.50 |
0.618 |
3,367.50 |
0.500 |
3,358.50 |
0.382 |
3,349.50 |
LOW |
3,320.50 |
0.618 |
3,273.50 |
1.000 |
3,244.50 |
1.618 |
3,197.50 |
2.618 |
3,121.50 |
4.250 |
2,997.50 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,360.50 |
3,375.00 |
PP |
3,359.50 |
3,370.50 |
S1 |
3,358.50 |
3,366.00 |
|