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 |
28,037 |
28,069 |
32 |
0.1% |
28,136 |
High |
28,368 |
28,112 |
-256 |
-0.9% |
28,404 |
Low |
27,965 |
27,547 |
-418 |
-1.5% |
27,185 |
Close |
28,054 |
27,938 |
-116 |
-0.4% |
27,612 |
Range |
403 |
565 |
162 |
40.2% |
1,219 |
ATR |
524 |
527 |
3 |
0.6% |
0 |
Volume |
31,925 |
36,703 |
4,778 |
15.0% |
945,909 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,561 |
29,314 |
28,249 |
|
R3 |
28,996 |
28,749 |
28,094 |
|
R2 |
28,431 |
28,431 |
28,042 |
|
R1 |
28,184 |
28,184 |
27,990 |
28,025 |
PP |
27,866 |
27,866 |
27,866 |
27,786 |
S1 |
27,619 |
27,619 |
27,886 |
27,460 |
S2 |
27,301 |
27,301 |
27,835 |
|
S3 |
26,736 |
27,054 |
27,783 |
|
S4 |
26,171 |
26,489 |
27,627 |
|
|
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 |
27,440 |
928 |
3.3% |
410 |
1.5% |
54% |
False |
False |
61,528 |
10 |
29,180 |
27,185 |
1,995 |
7.1% |
683 |
2.4% |
38% |
False |
False |
185,855 |
20 |
29,180 |
27,185 |
1,995 |
7.1% |
536 |
1.9% |
38% |
False |
False |
180,238 |
40 |
29,180 |
25,881 |
3,299 |
11.8% |
456 |
1.6% |
62% |
False |
False |
173,387 |
60 |
29,180 |
24,743 |
4,437 |
15.9% |
492 |
1.8% |
72% |
False |
False |
189,586 |
80 |
29,180 |
24,409 |
4,771 |
17.1% |
553 |
2.0% |
74% |
False |
False |
166,208 |
100 |
29,180 |
22,629 |
6,551 |
23.4% |
557 |
2.0% |
81% |
False |
False |
132,999 |
120 |
29,180 |
20,466 |
8,714 |
31.2% |
602 |
2.2% |
86% |
False |
False |
110,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,513 |
2.618 |
29,591 |
1.618 |
29,026 |
1.000 |
28,677 |
0.618 |
28,461 |
HIGH |
28,112 |
0.618 |
27,896 |
0.500 |
27,830 |
0.382 |
27,763 |
LOW |
27,547 |
0.618 |
27,198 |
1.000 |
26,982 |
1.618 |
26,633 |
2.618 |
26,068 |
4.250 |
25,146 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,902 |
27,958 |
PP |
27,866 |
27,951 |
S1 |
27,830 |
27,945 |
|