Trading Metrics calculated at close of trading on 24-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3,174.0 |
3,136.0 |
-38.0 |
-1.2% |
3,314.0 |
High |
3,211.0 |
3,171.0 |
-40.0 |
-1.2% |
3,337.0 |
Low |
3,138.0 |
3,117.0 |
-21.0 |
-0.7% |
3,251.0 |
Close |
3,170.0 |
3,147.0 |
-23.0 |
-0.7% |
3,280.0 |
Range |
73.0 |
54.0 |
-19.0 |
-26.0% |
86.0 |
ATR |
67.2 |
66.3 |
-0.9 |
-1.4% |
0.0 |
Volume |
896,005 |
1,095,408 |
199,403 |
22.3% |
5,723,144 |
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,307.0 |
3,281.0 |
3,176.7 |
|
R3 |
3,253.0 |
3,227.0 |
3,161.9 |
|
R2 |
3,199.0 |
3,199.0 |
3,156.9 |
|
R1 |
3,173.0 |
3,173.0 |
3,152.0 |
3,186.0 |
PP |
3,145.0 |
3,145.0 |
3,145.0 |
3,151.5 |
S1 |
3,119.0 |
3,119.0 |
3,142.1 |
3,132.0 |
S2 |
3,091.0 |
3,091.0 |
3,137.1 |
|
S3 |
3,037.0 |
3,065.0 |
3,132.2 |
|
S4 |
2,983.0 |
3,011.0 |
3,117.3 |
|
|
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 |
3,315.0 |
3,117.0 |
198.0 |
6.3% |
75.0 |
2.4% |
15% |
False |
True |
1,153,504 |
10 |
3,337.0 |
3,117.0 |
220.0 |
7.0% |
58.7 |
1.9% |
14% |
False |
True |
1,059,466 |
20 |
3,385.0 |
3,117.0 |
268.0 |
8.5% |
68.4 |
2.2% |
11% |
False |
True |
555,722 |
40 |
3,385.0 |
3,117.0 |
268.0 |
8.5% |
63.2 |
2.0% |
11% |
False |
True |
279,216 |
60 |
3,430.0 |
3,117.0 |
313.0 |
9.9% |
57.3 |
1.8% |
10% |
False |
True |
186,656 |
80 |
3,430.0 |
3,026.0 |
404.0 |
12.8% |
57.2 |
1.8% |
30% |
False |
False |
142,046 |
100 |
3,430.0 |
2,665.0 |
765.0 |
24.3% |
51.8 |
1.6% |
63% |
False |
False |
115,235 |
120 |
3,430.0 |
2,665.0 |
765.0 |
24.3% |
47.1 |
1.5% |
63% |
False |
False |
99,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,400.5 |
2.618 |
3,312.4 |
1.618 |
3,258.4 |
1.000 |
3,225.0 |
0.618 |
3,204.4 |
HIGH |
3,171.0 |
0.618 |
3,150.4 |
0.500 |
3,144.0 |
0.382 |
3,137.6 |
LOW |
3,117.0 |
0.618 |
3,083.6 |
1.000 |
3,063.0 |
1.618 |
3,029.6 |
2.618 |
2,975.6 |
4.250 |
2,887.5 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,146.0 |
3,164.0 |
PP |
3,145.0 |
3,158.3 |
S1 |
3,144.0 |
3,152.7 |
|