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 |
3,309.0 |
3,310.0 |
1.0 |
0.0% |
3,314.0 |
High |
3,314.0 |
3,315.0 |
1.0 |
0.0% |
3,337.0 |
Low |
3,272.0 |
3,251.0 |
-21.0 |
-0.6% |
3,251.0 |
Close |
3,308.0 |
3,280.0 |
-28.0 |
-0.8% |
3,280.0 |
Range |
42.0 |
64.0 |
22.0 |
52.4% |
86.0 |
ATR |
62.5 |
62.6 |
0.1 |
0.2% |
0.0 |
Volume |
816,101 |
1,287,072 |
470,971 |
57.7% |
5,723,144 |
|
Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,474.0 |
3,441.0 |
3,315.2 |
|
R3 |
3,410.0 |
3,377.0 |
3,297.6 |
|
R2 |
3,346.0 |
3,346.0 |
3,291.7 |
|
R1 |
3,313.0 |
3,313.0 |
3,285.9 |
3,297.5 |
PP |
3,282.0 |
3,282.0 |
3,282.0 |
3,274.3 |
S1 |
3,249.0 |
3,249.0 |
3,274.1 |
3,233.5 |
S2 |
3,218.0 |
3,218.0 |
3,268.3 |
|
S3 |
3,154.0 |
3,185.0 |
3,262.4 |
|
S4 |
3,090.0 |
3,121.0 |
3,244.8 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,547.3 |
3,499.7 |
3,327.3 |
|
R3 |
3,461.3 |
3,413.7 |
3,303.7 |
|
R2 |
3,375.3 |
3,375.3 |
3,295.8 |
|
R1 |
3,327.7 |
3,327.7 |
3,287.9 |
3,308.5 |
PP |
3,289.3 |
3,289.3 |
3,289.3 |
3,279.8 |
S1 |
3,241.7 |
3,241.7 |
3,272.1 |
3,222.5 |
S2 |
3,203.3 |
3,203.3 |
3,264.2 |
|
S3 |
3,117.3 |
3,155.7 |
3,256.4 |
|
S4 |
3,031.3 |
3,069.7 |
3,232.7 |
|
|
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 |
3,251.0 |
86.0 |
2.6% |
47.6 |
1.5% |
34% |
False |
True |
1,144,628 |
10 |
3,337.0 |
3,223.0 |
114.0 |
3.5% |
62.3 |
1.9% |
50% |
False |
False |
655,681 |
20 |
3,385.0 |
3,204.0 |
181.0 |
5.5% |
65.2 |
2.0% |
42% |
False |
False |
331,969 |
40 |
3,385.0 |
3,127.0 |
258.0 |
7.9% |
57.5 |
1.8% |
59% |
False |
False |
167,455 |
60 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
55.7 |
1.7% |
50% |
False |
False |
112,245 |
80 |
3,430.0 |
3,003.0 |
427.0 |
13.0% |
54.7 |
1.7% |
65% |
False |
False |
86,232 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.3% |
49.9 |
1.5% |
80% |
False |
False |
71,418 |
120 |
3,430.0 |
2,612.0 |
818.0 |
24.9% |
44.5 |
1.4% |
82% |
False |
False |
62,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,587.0 |
2.618 |
3,482.6 |
1.618 |
3,418.6 |
1.000 |
3,379.0 |
0.618 |
3,354.6 |
HIGH |
3,315.0 |
0.618 |
3,290.6 |
0.500 |
3,283.0 |
0.382 |
3,275.4 |
LOW |
3,251.0 |
0.618 |
3,211.4 |
1.000 |
3,187.0 |
1.618 |
3,147.4 |
2.618 |
3,083.4 |
4.250 |
2,979.0 |
|
|
Fisher Pivots for day following 18-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,283.0 |
3,294.0 |
PP |
3,282.0 |
3,289.3 |
S1 |
3,281.0 |
3,284.7 |
|