Trading Metrics calculated at close of trading on 14-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3,282.0 |
3,314.0 |
32.0 |
1.0% |
3,305.0 |
High |
3,318.0 |
3,337.0 |
19.0 |
0.6% |
3,336.0 |
Low |
3,280.0 |
3,291.0 |
11.0 |
0.3% |
3,228.0 |
Close |
3,309.0 |
3,307.0 |
-2.0 |
-0.1% |
3,309.0 |
Range |
38.0 |
46.0 |
8.0 |
21.1% |
108.0 |
ATR |
68.4 |
66.8 |
-1.6 |
-2.3% |
0.0 |
Volume |
391,072 |
1,181,871 |
790,799 |
202.2% |
800,047 |
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,449.7 |
3,424.3 |
3,332.3 |
|
R3 |
3,403.7 |
3,378.3 |
3,319.7 |
|
R2 |
3,357.7 |
3,357.7 |
3,315.4 |
|
R1 |
3,332.3 |
3,332.3 |
3,311.2 |
3,322.0 |
PP |
3,311.7 |
3,311.7 |
3,311.7 |
3,306.5 |
S1 |
3,286.3 |
3,286.3 |
3,302.8 |
3,276.0 |
S2 |
3,265.7 |
3,265.7 |
3,298.6 |
|
S3 |
3,219.7 |
3,240.3 |
3,294.4 |
|
S4 |
3,173.7 |
3,194.3 |
3,281.7 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,615.0 |
3,570.0 |
3,368.4 |
|
R3 |
3,507.0 |
3,462.0 |
3,338.7 |
|
R2 |
3,399.0 |
3,399.0 |
3,328.8 |
|
R1 |
3,354.0 |
3,354.0 |
3,318.9 |
3,376.5 |
PP |
3,291.0 |
3,291.0 |
3,291.0 |
3,302.3 |
S1 |
3,246.0 |
3,246.0 |
3,299.1 |
3,268.5 |
S2 |
3,183.0 |
3,183.0 |
3,289.2 |
|
S3 |
3,075.0 |
3,138.0 |
3,279.3 |
|
S4 |
2,967.0 |
3,030.0 |
3,249.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,337.0 |
3,228.0 |
109.0 |
3.3% |
67.6 |
2.0% |
72% |
True |
False |
396,383 |
10 |
3,385.0 |
3,223.0 |
162.0 |
4.9% |
77.5 |
2.3% |
52% |
False |
False |
206,083 |
20 |
3,385.0 |
3,204.0 |
181.0 |
5.5% |
62.9 |
1.9% |
57% |
False |
False |
105,507 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
58.3 |
1.8% |
59% |
False |
False |
53,964 |
60 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
57.1 |
1.7% |
59% |
False |
False |
36,889 |
80 |
3,430.0 |
2,884.0 |
546.0 |
16.5% |
54.0 |
1.6% |
77% |
False |
False |
30,194 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.1% |
48.7 |
1.5% |
84% |
False |
False |
26,425 |
120 |
3,430.0 |
2,612.0 |
818.0 |
24.7% |
43.4 |
1.3% |
85% |
False |
False |
24,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,532.5 |
2.618 |
3,457.4 |
1.618 |
3,411.4 |
1.000 |
3,383.0 |
0.618 |
3,365.4 |
HIGH |
3,337.0 |
0.618 |
3,319.4 |
0.500 |
3,314.0 |
0.382 |
3,308.6 |
LOW |
3,291.0 |
0.618 |
3,262.6 |
1.000 |
3,245.0 |
1.618 |
3,216.6 |
2.618 |
3,170.6 |
4.250 |
3,095.5 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,314.0 |
3,305.8 |
PP |
3,311.7 |
3,304.7 |
S1 |
3,309.3 |
3,303.5 |
|