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 |
3,299.0 |
3,311.0 |
12.0 |
0.4% |
3,305.0 |
High |
3,333.0 |
3,337.0 |
4.0 |
0.1% |
3,336.0 |
Low |
3,287.0 |
3,297.0 |
10.0 |
0.3% |
3,228.0 |
Close |
3,323.0 |
3,321.0 |
-2.0 |
-0.1% |
3,309.0 |
Range |
46.0 |
40.0 |
-6.0 |
-13.0% |
108.0 |
ATR |
65.4 |
63.5 |
-1.8 |
-2.8% |
0.0 |
Volume |
1,485,370 |
952,730 |
-532,640 |
-35.9% |
800,047 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,438.3 |
3,419.7 |
3,343.0 |
|
R3 |
3,398.3 |
3,379.7 |
3,332.0 |
|
R2 |
3,358.3 |
3,358.3 |
3,328.3 |
|
R1 |
3,339.7 |
3,339.7 |
3,324.7 |
3,349.0 |
PP |
3,318.3 |
3,318.3 |
3,318.3 |
3,323.0 |
S1 |
3,299.7 |
3,299.7 |
3,317.3 |
3,309.0 |
S2 |
3,278.3 |
3,278.3 |
3,313.7 |
|
S3 |
3,238.3 |
3,259.7 |
3,310.0 |
|
S4 |
3,198.3 |
3,219.7 |
3,299.0 |
|
|
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 |
3,270.0 |
67.0 |
2.0% |
46.2 |
1.4% |
76% |
True |
False |
855,446 |
10 |
3,385.0 |
3,223.0 |
162.0 |
4.9% |
71.8 |
2.2% |
60% |
False |
False |
447,461 |
20 |
3,385.0 |
3,204.0 |
181.0 |
5.5% |
63.4 |
1.9% |
65% |
False |
False |
227,397 |
40 |
3,387.0 |
3,127.0 |
260.0 |
7.8% |
57.4 |
1.7% |
75% |
False |
False |
114,902 |
60 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
56.8 |
1.7% |
64% |
False |
False |
77,201 |
80 |
3,430.0 |
2,960.0 |
470.0 |
14.2% |
54.2 |
1.6% |
77% |
False |
False |
60,516 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.0% |
49.4 |
1.5% |
86% |
False |
False |
50,618 |
120 |
3,430.0 |
2,612.0 |
818.0 |
24.6% |
43.7 |
1.3% |
87% |
False |
False |
44,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,507.0 |
2.618 |
3,441.7 |
1.618 |
3,401.7 |
1.000 |
3,377.0 |
0.618 |
3,361.7 |
HIGH |
3,337.0 |
0.618 |
3,321.7 |
0.500 |
3,317.0 |
0.382 |
3,312.3 |
LOW |
3,297.0 |
0.618 |
3,272.3 |
1.000 |
3,257.0 |
1.618 |
3,232.3 |
2.618 |
3,192.3 |
4.250 |
3,127.0 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,319.7 |
3,318.0 |
PP |
3,318.3 |
3,315.0 |
S1 |
3,317.0 |
3,312.0 |
|