Trading Metrics calculated at close of trading on 21-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3,310.0 |
3,275.0 |
-35.0 |
-1.1% |
3,314.0 |
High |
3,315.0 |
3,277.0 |
-38.0 |
-1.1% |
3,337.0 |
Low |
3,251.0 |
3,137.0 |
-114.0 |
-3.5% |
3,251.0 |
Close |
3,280.0 |
3,141.0 |
-139.0 |
-4.2% |
3,280.0 |
Range |
64.0 |
140.0 |
76.0 |
118.8% |
86.0 |
ATR |
62.6 |
68.4 |
5.7 |
9.2% |
0.0 |
Volume |
1,287,072 |
1,520,031 |
232,959 |
18.1% |
5,723,144 |
|
Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,605.0 |
3,513.0 |
3,218.0 |
|
R3 |
3,465.0 |
3,373.0 |
3,179.5 |
|
R2 |
3,325.0 |
3,325.0 |
3,166.7 |
|
R1 |
3,233.0 |
3,233.0 |
3,153.8 |
3,209.0 |
PP |
3,185.0 |
3,185.0 |
3,185.0 |
3,173.0 |
S1 |
3,093.0 |
3,093.0 |
3,128.2 |
3,069.0 |
S2 |
3,045.0 |
3,045.0 |
3,115.3 |
|
S3 |
2,905.0 |
2,953.0 |
3,102.5 |
|
S4 |
2,765.0 |
2,813.0 |
3,064.0 |
|
|
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 |
3,137.0 |
200.0 |
6.4% |
66.4 |
2.1% |
2% |
False |
True |
1,212,260 |
10 |
3,337.0 |
3,137.0 |
200.0 |
6.4% |
67.0 |
2.1% |
2% |
False |
True |
804,322 |
20 |
3,385.0 |
3,137.0 |
248.0 |
7.9% |
68.3 |
2.2% |
2% |
False |
True |
407,861 |
40 |
3,385.0 |
3,127.0 |
258.0 |
8.2% |
60.4 |
1.9% |
5% |
False |
False |
205,293 |
60 |
3,430.0 |
3,127.0 |
303.0 |
9.6% |
56.9 |
1.8% |
5% |
False |
False |
137,578 |
80 |
3,430.0 |
3,026.0 |
404.0 |
12.9% |
56.3 |
1.8% |
28% |
False |
False |
105,223 |
100 |
3,430.0 |
2,665.0 |
765.0 |
24.4% |
50.5 |
1.6% |
62% |
False |
False |
86,132 |
120 |
3,430.0 |
2,612.0 |
818.0 |
26.0% |
45.7 |
1.5% |
65% |
False |
False |
74,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,872.0 |
2.618 |
3,643.5 |
1.618 |
3,503.5 |
1.000 |
3,417.0 |
0.618 |
3,363.5 |
HIGH |
3,277.0 |
0.618 |
3,223.5 |
0.500 |
3,207.0 |
0.382 |
3,190.5 |
LOW |
3,137.0 |
0.618 |
3,050.5 |
1.000 |
2,997.0 |
1.618 |
2,910.5 |
2.618 |
2,770.5 |
4.250 |
2,542.0 |
|
|
Fisher Pivots for day following 21-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,207.0 |
3,226.0 |
PP |
3,185.0 |
3,197.7 |
S1 |
3,163.0 |
3,169.3 |
|