Trading Metrics calculated at close of trading on 15-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3,314.0 |
3,299.0 |
-15.0 |
-0.5% |
3,305.0 |
High |
3,337.0 |
3,333.0 |
-4.0 |
-0.1% |
3,336.0 |
Low |
3,291.0 |
3,287.0 |
-4.0 |
-0.1% |
3,228.0 |
Close |
3,307.0 |
3,323.0 |
16.0 |
0.5% |
3,309.0 |
Range |
46.0 |
46.0 |
0.0 |
0.0% |
108.0 |
ATR |
66.8 |
65.4 |
-1.5 |
-2.2% |
0.0 |
Volume |
1,181,871 |
1,485,370 |
303,499 |
25.7% |
800,047 |
|
Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,452.3 |
3,433.7 |
3,348.3 |
|
R3 |
3,406.3 |
3,387.7 |
3,335.7 |
|
R2 |
3,360.3 |
3,360.3 |
3,331.4 |
|
R1 |
3,341.7 |
3,341.7 |
3,327.2 |
3,351.0 |
PP |
3,314.3 |
3,314.3 |
3,314.3 |
3,319.0 |
S1 |
3,295.7 |
3,295.7 |
3,318.8 |
3,305.0 |
S2 |
3,268.3 |
3,268.3 |
3,314.6 |
|
S3 |
3,222.3 |
3,249.7 |
3,310.4 |
|
S4 |
3,176.3 |
3,203.7 |
3,297.7 |
|
|
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 |
3,230.0 |
107.0 |
3.2% |
59.4 |
1.8% |
87% |
False |
False |
685,497 |
10 |
3,385.0 |
3,223.0 |
162.0 |
4.9% |
73.7 |
2.2% |
62% |
False |
False |
352,369 |
20 |
3,385.0 |
3,204.0 |
181.0 |
5.4% |
64.1 |
1.9% |
66% |
False |
False |
179,766 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
58.0 |
1.7% |
65% |
False |
False |
91,098 |
60 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
57.1 |
1.7% |
65% |
False |
False |
61,407 |
80 |
3,430.0 |
2,946.0 |
484.0 |
14.6% |
53.9 |
1.6% |
78% |
False |
False |
48,697 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.0% |
49.0 |
1.5% |
86% |
False |
False |
41,102 |
120 |
3,430.0 |
2,612.0 |
818.0 |
24.6% |
43.8 |
1.3% |
87% |
False |
False |
37,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,528.5 |
2.618 |
3,453.4 |
1.618 |
3,407.4 |
1.000 |
3,379.0 |
0.618 |
3,361.4 |
HIGH |
3,333.0 |
0.618 |
3,315.4 |
0.500 |
3,310.0 |
0.382 |
3,304.6 |
LOW |
3,287.0 |
0.618 |
3,258.6 |
1.000 |
3,241.0 |
1.618 |
3,212.6 |
2.618 |
3,166.6 |
4.250 |
3,091.5 |
|
|
Fisher Pivots for day following 15-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,318.7 |
3,318.2 |
PP |
3,314.3 |
3,313.3 |
S1 |
3,310.0 |
3,308.5 |
|