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 |
3,311.0 |
3,309.0 |
-2.0 |
-0.1% |
3,305.0 |
High |
3,337.0 |
3,314.0 |
-23.0 |
-0.7% |
3,336.0 |
Low |
3,297.0 |
3,272.0 |
-25.0 |
-0.8% |
3,228.0 |
Close |
3,321.0 |
3,308.0 |
-13.0 |
-0.4% |
3,309.0 |
Range |
40.0 |
42.0 |
2.0 |
5.0% |
108.0 |
ATR |
63.5 |
62.5 |
-1.0 |
-1.6% |
0.0 |
Volume |
952,730 |
816,101 |
-136,629 |
-14.3% |
800,047 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,424.0 |
3,408.0 |
3,331.1 |
|
R3 |
3,382.0 |
3,366.0 |
3,319.6 |
|
R2 |
3,340.0 |
3,340.0 |
3,315.7 |
|
R1 |
3,324.0 |
3,324.0 |
3,311.9 |
3,311.0 |
PP |
3,298.0 |
3,298.0 |
3,298.0 |
3,291.5 |
S1 |
3,282.0 |
3,282.0 |
3,304.2 |
3,269.0 |
S2 |
3,256.0 |
3,256.0 |
3,300.3 |
|
S3 |
3,214.0 |
3,240.0 |
3,296.5 |
|
S4 |
3,172.0 |
3,198.0 |
3,284.9 |
|
|
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 |
3,272.0 |
65.0 |
2.0% |
42.4 |
1.3% |
55% |
False |
True |
965,428 |
10 |
3,385.0 |
3,223.0 |
162.0 |
4.9% |
68.7 |
2.1% |
52% |
False |
False |
527,861 |
20 |
3,385.0 |
3,204.0 |
181.0 |
5.5% |
63.3 |
1.9% |
57% |
False |
False |
268,136 |
40 |
3,385.0 |
3,127.0 |
258.0 |
7.8% |
57.4 |
1.7% |
70% |
False |
False |
135,282 |
60 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
56.1 |
1.7% |
60% |
False |
False |
90,799 |
80 |
3,430.0 |
3,003.0 |
427.0 |
12.9% |
54.0 |
1.6% |
71% |
False |
False |
70,314 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.1% |
49.8 |
1.5% |
84% |
False |
False |
58,757 |
120 |
3,430.0 |
2,612.0 |
818.0 |
24.7% |
44.0 |
1.3% |
85% |
False |
False |
51,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,492.5 |
2.618 |
3,424.0 |
1.618 |
3,382.0 |
1.000 |
3,356.0 |
0.618 |
3,340.0 |
HIGH |
3,314.0 |
0.618 |
3,298.0 |
0.500 |
3,293.0 |
0.382 |
3,288.0 |
LOW |
3,272.0 |
0.618 |
3,246.0 |
1.000 |
3,230.0 |
1.618 |
3,204.0 |
2.618 |
3,162.0 |
4.250 |
3,093.5 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,303.0 |
3,306.8 |
PP |
3,298.0 |
3,305.7 |
S1 |
3,293.0 |
3,304.5 |
|