Trading Metrics calculated at close of trading on 18-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
28,069 |
27,900 |
-169 |
-0.6% |
27,706 |
High |
28,112 |
27,995 |
-117 |
-0.4% |
28,368 |
Low |
27,547 |
27,762 |
215 |
0.8% |
27,547 |
Close |
27,938 |
27,807 |
-131 |
-0.5% |
27,807 |
Range |
565 |
233 |
-332 |
-58.8% |
821 |
ATR |
527 |
506 |
-21 |
-4.0% |
0 |
Volume |
36,703 |
900 |
-35,803 |
-97.5% |
195,542 |
|
Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,554 |
28,413 |
27,935 |
|
R3 |
28,321 |
28,180 |
27,871 |
|
R2 |
28,088 |
28,088 |
27,850 |
|
R1 |
27,947 |
27,947 |
27,828 |
27,901 |
PP |
27,855 |
27,855 |
27,855 |
27,832 |
S1 |
27,714 |
27,714 |
27,786 |
27,668 |
S2 |
27,622 |
27,622 |
27,764 |
|
S3 |
27,389 |
27,481 |
27,743 |
|
S4 |
27,156 |
27,248 |
27,679 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,370 |
29,910 |
28,259 |
|
R3 |
29,549 |
29,089 |
28,033 |
|
R2 |
28,728 |
28,728 |
27,958 |
|
R1 |
28,268 |
28,268 |
27,882 |
28,498 |
PP |
27,907 |
27,907 |
27,907 |
28,023 |
S1 |
27,447 |
27,447 |
27,732 |
27,677 |
S2 |
27,086 |
27,086 |
27,657 |
|
S3 |
26,265 |
26,626 |
27,581 |
|
S4 |
25,444 |
25,805 |
27,356 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,368 |
27,547 |
821 |
3.0% |
379 |
1.4% |
32% |
False |
False |
39,108 |
10 |
28,592 |
27,185 |
1,407 |
5.1% |
593 |
2.1% |
44% |
False |
False |
153,120 |
20 |
29,180 |
27,185 |
1,995 |
7.2% |
532 |
1.9% |
31% |
False |
False |
172,225 |
40 |
29,180 |
25,881 |
3,299 |
11.9% |
447 |
1.6% |
58% |
False |
False |
168,582 |
60 |
29,180 |
24,743 |
4,437 |
16.0% |
479 |
1.7% |
69% |
False |
False |
184,912 |
80 |
29,180 |
24,409 |
4,771 |
17.2% |
547 |
2.0% |
71% |
False |
False |
166,215 |
100 |
29,180 |
22,629 |
6,551 |
23.6% |
554 |
2.0% |
79% |
False |
False |
133,006 |
120 |
29,180 |
20,466 |
8,714 |
31.3% |
592 |
2.1% |
84% |
False |
False |
110,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,985 |
2.618 |
28,605 |
1.618 |
28,372 |
1.000 |
28,228 |
0.618 |
28,139 |
HIGH |
27,995 |
0.618 |
27,906 |
0.500 |
27,879 |
0.382 |
27,851 |
LOW |
27,762 |
0.618 |
27,618 |
1.000 |
27,529 |
1.618 |
27,385 |
2.618 |
27,152 |
4.250 |
26,772 |
|
|
Fisher Pivots for day following 18-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,879 |
27,958 |
PP |
27,855 |
27,907 |
S1 |
27,831 |
27,857 |
|