Trading Metrics calculated at close of trading on 14-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,953.8 |
1,948.9 |
-4.9 |
-0.3% |
1,938.0 |
High |
1,963.4 |
1,972.5 |
9.1 |
0.5% |
1,975.2 |
Low |
1,944.0 |
1,945.2 |
1.2 |
0.1% |
1,911.7 |
Close |
1,947.9 |
1,963.7 |
15.8 |
0.8% |
1,947.9 |
Range |
19.4 |
27.3 |
7.9 |
40.7% |
63.5 |
ATR |
40.0 |
39.1 |
-0.9 |
-2.3% |
0.0 |
Volume |
205,234 |
200,091 |
-5,143 |
-2.5% |
1,119,907 |
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,042.4 |
2,030.3 |
1,978.7 |
|
R3 |
2,015.1 |
2,003.0 |
1,971.2 |
|
R2 |
1,987.8 |
1,987.8 |
1,968.7 |
|
R1 |
1,975.7 |
1,975.7 |
1,966.2 |
1,981.8 |
PP |
1,960.5 |
1,960.5 |
1,960.5 |
1,963.5 |
S1 |
1,948.4 |
1,948.4 |
1,961.2 |
1,954.5 |
S2 |
1,933.2 |
1,933.2 |
1,958.7 |
|
S3 |
1,905.9 |
1,921.1 |
1,956.2 |
|
S4 |
1,878.6 |
1,893.8 |
1,948.7 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,135.4 |
2,105.2 |
1,982.8 |
|
R3 |
2,071.9 |
2,041.7 |
1,965.4 |
|
R2 |
2,008.4 |
2,008.4 |
1,959.5 |
|
R1 |
1,978.2 |
1,978.2 |
1,953.7 |
1,993.3 |
PP |
1,944.9 |
1,944.9 |
1,944.9 |
1,952.5 |
S1 |
1,914.7 |
1,914.7 |
1,942.1 |
1,929.8 |
S2 |
1,881.4 |
1,881.4 |
1,936.3 |
|
S3 |
1,817.9 |
1,851.2 |
1,930.4 |
|
S4 |
1,754.4 |
1,787.7 |
1,913.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,975.2 |
1,911.7 |
63.5 |
3.2% |
28.7 |
1.5% |
82% |
False |
False |
263,999 |
10 |
2,001.2 |
1,911.7 |
89.5 |
4.6% |
30.5 |
1.6% |
58% |
False |
False |
281,035 |
20 |
2,024.6 |
1,908.4 |
116.2 |
5.9% |
40.9 |
2.1% |
48% |
False |
False |
317,339 |
40 |
2,089.2 |
1,830.7 |
258.5 |
13.2% |
43.7 |
2.2% |
51% |
False |
False |
275,813 |
60 |
2,089.2 |
1,745.5 |
343.7 |
17.5% |
37.1 |
1.9% |
63% |
False |
False |
190,189 |
80 |
2,089.2 |
1,690.1 |
399.1 |
20.3% |
35.1 |
1.8% |
69% |
False |
False |
144,087 |
100 |
2,089.2 |
1,687.8 |
401.4 |
20.4% |
33.9 |
1.7% |
69% |
False |
False |
116,215 |
120 |
2,089.2 |
1,577.7 |
511.5 |
26.0% |
36.2 |
1.8% |
75% |
False |
False |
97,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,088.5 |
2.618 |
2,044.0 |
1.618 |
2,016.7 |
1.000 |
1,999.8 |
0.618 |
1,989.4 |
HIGH |
1,972.5 |
0.618 |
1,962.1 |
0.500 |
1,958.9 |
0.382 |
1,955.6 |
LOW |
1,945.2 |
0.618 |
1,928.3 |
1.000 |
1,917.9 |
1.618 |
1,901.0 |
2.618 |
1,873.7 |
4.250 |
1,829.2 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,962.1 |
1,962.3 |
PP |
1,960.5 |
1,961.0 |
S1 |
1,958.9 |
1,959.6 |
|