Trading Metrics calculated at close of trading on 16-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
27,978 |
28,037 |
59 |
0.2% |
28,136 |
High |
28,245 |
28,368 |
123 |
0.4% |
28,404 |
Low |
27,933 |
27,965 |
32 |
0.1% |
27,185 |
Close |
28,027 |
28,054 |
27 |
0.1% |
27,612 |
Range |
312 |
403 |
91 |
29.2% |
1,219 |
ATR |
533 |
524 |
-9 |
-1.7% |
0 |
Volume |
50,836 |
31,925 |
-18,911 |
-37.2% |
945,909 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,338 |
29,099 |
28,276 |
|
R3 |
28,935 |
28,696 |
28,165 |
|
R2 |
28,532 |
28,532 |
28,128 |
|
R1 |
28,293 |
28,293 |
28,091 |
28,413 |
PP |
28,129 |
28,129 |
28,129 |
28,189 |
S1 |
27,890 |
27,890 |
28,017 |
28,010 |
S2 |
27,726 |
27,726 |
27,980 |
|
S3 |
27,323 |
27,487 |
27,943 |
|
S4 |
26,920 |
27,084 |
27,832 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,391 |
30,720 |
28,283 |
|
R3 |
30,172 |
29,501 |
27,947 |
|
R2 |
28,953 |
28,953 |
27,836 |
|
R1 |
28,282 |
28,282 |
27,724 |
28,008 |
PP |
27,734 |
27,734 |
27,734 |
27,597 |
S1 |
27,063 |
27,063 |
27,500 |
26,789 |
S2 |
26,515 |
26,515 |
27,389 |
|
S3 |
25,296 |
25,844 |
27,277 |
|
S4 |
24,077 |
24,625 |
26,942 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,368 |
27,432 |
936 |
3.3% |
442 |
1.6% |
66% |
True |
False |
99,944 |
10 |
29,180 |
27,185 |
1,995 |
7.1% |
680 |
2.4% |
44% |
False |
False |
203,539 |
20 |
29,180 |
27,185 |
1,995 |
7.1% |
523 |
1.9% |
44% |
False |
False |
186,395 |
40 |
29,180 |
25,881 |
3,299 |
11.8% |
452 |
1.6% |
66% |
False |
False |
176,544 |
60 |
29,180 |
24,743 |
4,437 |
15.8% |
495 |
1.8% |
75% |
False |
False |
192,312 |
80 |
29,180 |
24,313 |
4,867 |
17.3% |
554 |
2.0% |
77% |
False |
False |
165,754 |
100 |
29,180 |
22,629 |
6,551 |
23.4% |
557 |
2.0% |
83% |
False |
False |
132,632 |
120 |
29,180 |
20,466 |
8,714 |
31.1% |
607 |
2.2% |
87% |
False |
False |
110,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,081 |
2.618 |
29,423 |
1.618 |
29,020 |
1.000 |
28,771 |
0.618 |
28,617 |
HIGH |
28,368 |
0.618 |
28,214 |
0.500 |
28,167 |
0.382 |
28,119 |
LOW |
27,965 |
0.618 |
27,716 |
1.000 |
27,562 |
1.618 |
27,313 |
2.618 |
26,910 |
4.250 |
26,252 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
28,167 |
28,048 |
PP |
28,129 |
28,043 |
S1 |
28,092 |
28,037 |
|