Trading Metrics calculated at close of trading on 17-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,961.4 |
1,967.6 |
6.2 |
0.3% |
1,938.0 |
High |
1,983.8 |
1,969.3 |
-14.5 |
-0.7% |
1,975.2 |
Low |
1,957.2 |
1,938.2 |
-19.0 |
-1.0% |
1,911.7 |
Close |
1,970.5 |
1,949.9 |
-20.6 |
-1.0% |
1,947.9 |
Range |
26.6 |
31.1 |
4.5 |
16.9% |
63.5 |
ATR |
37.4 |
37.0 |
-0.4 |
-1.0% |
0.0 |
Volume |
298,385 |
273,140 |
-25,245 |
-8.5% |
1,119,907 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,045.8 |
2,028.9 |
1,967.0 |
|
R3 |
2,014.7 |
1,997.8 |
1,958.5 |
|
R2 |
1,983.6 |
1,983.6 |
1,955.6 |
|
R1 |
1,966.7 |
1,966.7 |
1,952.8 |
1,959.6 |
PP |
1,952.5 |
1,952.5 |
1,952.5 |
1,948.9 |
S1 |
1,935.6 |
1,935.6 |
1,947.0 |
1,928.5 |
S2 |
1,921.4 |
1,921.4 |
1,944.2 |
|
S3 |
1,890.3 |
1,904.5 |
1,941.3 |
|
S4 |
1,859.2 |
1,873.4 |
1,932.8 |
|
|
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 |
1,983.8 |
1,938.2 |
45.6 |
2.3% |
26.2 |
1.3% |
26% |
False |
True |
243,277 |
10 |
1,983.8 |
1,911.7 |
72.1 |
3.7% |
29.2 |
1.5% |
53% |
False |
False |
273,883 |
20 |
2,001.2 |
1,908.4 |
92.8 |
4.8% |
35.8 |
1.8% |
45% |
False |
False |
303,183 |
40 |
2,089.2 |
1,874.2 |
215.0 |
11.0% |
43.9 |
2.2% |
35% |
False |
False |
293,571 |
60 |
2,089.2 |
1,772.0 |
317.2 |
16.3% |
37.1 |
1.9% |
56% |
False |
False |
203,402 |
80 |
2,089.2 |
1,690.1 |
399.1 |
20.5% |
35.1 |
1.8% |
65% |
False |
False |
153,972 |
100 |
2,089.2 |
1,687.8 |
401.4 |
20.6% |
33.9 |
1.7% |
65% |
False |
False |
124,236 |
120 |
2,089.2 |
1,577.7 |
511.5 |
26.2% |
35.4 |
1.8% |
73% |
False |
False |
104,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,101.5 |
2.618 |
2,050.7 |
1.618 |
2,019.6 |
1.000 |
2,000.4 |
0.618 |
1,988.5 |
HIGH |
1,969.3 |
0.618 |
1,957.4 |
0.500 |
1,953.8 |
0.382 |
1,950.1 |
LOW |
1,938.2 |
0.618 |
1,919.0 |
1.000 |
1,907.1 |
1.618 |
1,887.9 |
2.618 |
1,856.8 |
4.250 |
1,806.0 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,953.8 |
1,961.0 |
PP |
1,952.5 |
1,957.3 |
S1 |
1,951.2 |
1,953.6 |
|