Trading Metrics calculated at close of trading on 23-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,918.1 |
1,905.1 |
-13.0 |
-0.7% |
1,948.9 |
High |
1,925.5 |
1,909.9 |
-15.6 |
-0.8% |
1,983.8 |
Low |
1,898.9 |
1,856.0 |
-42.9 |
-2.3% |
1,938.2 |
Close |
1,907.6 |
1,868.4 |
-39.2 |
-2.1% |
1,962.1 |
Range |
26.6 |
53.9 |
27.3 |
102.6% |
45.6 |
ATR |
37.8 |
39.0 |
1.1 |
3.0% |
0.0 |
Volume |
282,714 |
411,558 |
128,844 |
45.6% |
1,187,228 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,039.8 |
2,008.0 |
1,898.0 |
|
R3 |
1,985.9 |
1,954.1 |
1,883.2 |
|
R2 |
1,932.0 |
1,932.0 |
1,878.3 |
|
R1 |
1,900.2 |
1,900.2 |
1,873.3 |
1,889.2 |
PP |
1,878.1 |
1,878.1 |
1,878.1 |
1,872.6 |
S1 |
1,846.3 |
1,846.3 |
1,863.5 |
1,835.3 |
S2 |
1,824.2 |
1,824.2 |
1,858.5 |
|
S3 |
1,770.3 |
1,792.4 |
1,853.6 |
|
S4 |
1,716.4 |
1,738.5 |
1,838.8 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,098.2 |
2,075.7 |
1,987.2 |
|
R3 |
2,052.6 |
2,030.1 |
1,974.6 |
|
R2 |
2,007.0 |
2,007.0 |
1,970.5 |
|
R1 |
1,984.5 |
1,984.5 |
1,966.3 |
1,995.8 |
PP |
1,961.4 |
1,961.4 |
1,961.4 |
1,967.0 |
S1 |
1,938.9 |
1,938.9 |
1,957.9 |
1,950.2 |
S2 |
1,915.8 |
1,915.8 |
1,953.7 |
|
S3 |
1,870.2 |
1,893.3 |
1,949.6 |
|
S4 |
1,824.6 |
1,847.7 |
1,937.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,969.3 |
1,856.0 |
113.3 |
6.1% |
41.2 |
2.2% |
11% |
False |
True |
306,030 |
10 |
1,983.8 |
1,856.0 |
127.8 |
6.8% |
33.3 |
1.8% |
10% |
False |
True |
274,487 |
20 |
2,001.2 |
1,856.0 |
145.2 |
7.8% |
37.3 |
2.0% |
9% |
False |
True |
301,095 |
40 |
2,089.2 |
1,856.0 |
233.2 |
12.5% |
43.8 |
2.3% |
5% |
False |
True |
314,041 |
60 |
2,089.2 |
1,788.3 |
300.9 |
16.1% |
38.6 |
2.1% |
27% |
False |
False |
223,953 |
80 |
2,089.2 |
1,690.1 |
399.1 |
21.4% |
36.0 |
1.9% |
45% |
False |
False |
169,435 |
100 |
2,089.2 |
1,690.1 |
399.1 |
21.4% |
34.3 |
1.8% |
45% |
False |
False |
136,695 |
120 |
2,089.2 |
1,625.3 |
463.9 |
24.8% |
35.4 |
1.9% |
52% |
False |
False |
114,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,139.0 |
2.618 |
2,051.0 |
1.618 |
1,997.1 |
1.000 |
1,963.8 |
0.618 |
1,943.2 |
HIGH |
1,909.9 |
0.618 |
1,889.3 |
0.500 |
1,883.0 |
0.382 |
1,876.6 |
LOW |
1,856.0 |
0.618 |
1,822.7 |
1.000 |
1,802.1 |
1.618 |
1,768.8 |
2.618 |
1,714.9 |
4.250 |
1,626.9 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,883.0 |
1,909.5 |
PP |
1,878.1 |
1,895.8 |
S1 |
1,873.3 |
1,882.1 |
|