Trading Metrics calculated at close of trading on 22-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3,275.0 |
3,177.0 |
-98.0 |
-3.0% |
3,314.0 |
High |
3,277.0 |
3,187.0 |
-90.0 |
-2.7% |
3,337.0 |
Low |
3,137.0 |
3,143.0 |
6.0 |
0.2% |
3,251.0 |
Close |
3,141.0 |
3,163.0 |
22.0 |
0.7% |
3,280.0 |
Range |
140.0 |
44.0 |
-96.0 |
-68.6% |
86.0 |
ATR |
68.4 |
66.8 |
-1.6 |
-2.3% |
0.0 |
Volume |
1,520,031 |
969,004 |
-551,027 |
-36.3% |
5,723,144 |
|
Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,296.3 |
3,273.7 |
3,187.2 |
|
R3 |
3,252.3 |
3,229.7 |
3,175.1 |
|
R2 |
3,208.3 |
3,208.3 |
3,171.1 |
|
R1 |
3,185.7 |
3,185.7 |
3,167.0 |
3,175.0 |
PP |
3,164.3 |
3,164.3 |
3,164.3 |
3,159.0 |
S1 |
3,141.7 |
3,141.7 |
3,159.0 |
3,131.0 |
S2 |
3,120.3 |
3,120.3 |
3,154.9 |
|
S3 |
3,076.3 |
3,097.7 |
3,150.9 |
|
S4 |
3,032.3 |
3,053.7 |
3,138.8 |
|
|
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 |
3,137.0 |
200.0 |
6.3% |
66.0 |
2.1% |
13% |
False |
False |
1,108,987 |
10 |
3,337.0 |
3,137.0 |
200.0 |
6.3% |
62.7 |
2.0% |
13% |
False |
False |
897,242 |
20 |
3,385.0 |
3,137.0 |
248.0 |
7.8% |
67.3 |
2.1% |
10% |
False |
False |
456,229 |
40 |
3,385.0 |
3,127.0 |
258.0 |
8.2% |
61.1 |
1.9% |
14% |
False |
False |
229,504 |
60 |
3,430.0 |
3,127.0 |
303.0 |
9.6% |
56.8 |
1.8% |
12% |
False |
False |
153,476 |
80 |
3,430.0 |
3,026.0 |
404.0 |
12.8% |
56.8 |
1.8% |
34% |
False |
False |
117,336 |
100 |
3,430.0 |
2,665.0 |
765.0 |
24.2% |
50.8 |
1.6% |
65% |
False |
False |
95,738 |
120 |
3,430.0 |
2,616.0 |
814.0 |
25.7% |
46.1 |
1.5% |
67% |
False |
False |
82,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,374.0 |
2.618 |
3,302.2 |
1.618 |
3,258.2 |
1.000 |
3,231.0 |
0.618 |
3,214.2 |
HIGH |
3,187.0 |
0.618 |
3,170.2 |
0.500 |
3,165.0 |
0.382 |
3,159.8 |
LOW |
3,143.0 |
0.618 |
3,115.8 |
1.000 |
3,099.0 |
1.618 |
3,071.8 |
2.618 |
3,027.8 |
4.250 |
2,956.0 |
|
|
Fisher Pivots for day following 22-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,165.0 |
3,226.0 |
PP |
3,164.3 |
3,205.0 |
S1 |
3,163.7 |
3,184.0 |
|