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 |
1,905.1 |
1,866.9 |
-38.2 |
-2.0% |
1,948.9 |
High |
1,909.9 |
1,880.9 |
-29.0 |
-1.5% |
1,983.8 |
Low |
1,856.0 |
1,851.0 |
-5.0 |
-0.3% |
1,938.2 |
Close |
1,868.4 |
1,876.9 |
8.5 |
0.5% |
1,962.1 |
Range |
53.9 |
29.9 |
-24.0 |
-44.5% |
45.6 |
ATR |
39.0 |
38.3 |
-0.6 |
-1.7% |
0.0 |
Volume |
411,558 |
345,036 |
-66,522 |
-16.2% |
1,187,228 |
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,959.3 |
1,948.0 |
1,893.3 |
|
R3 |
1,929.4 |
1,918.1 |
1,885.1 |
|
R2 |
1,899.5 |
1,899.5 |
1,882.4 |
|
R1 |
1,888.2 |
1,888.2 |
1,879.6 |
1,893.9 |
PP |
1,869.6 |
1,869.6 |
1,869.6 |
1,872.4 |
S1 |
1,858.3 |
1,858.3 |
1,874.2 |
1,864.0 |
S2 |
1,839.7 |
1,839.7 |
1,871.4 |
|
S3 |
1,809.8 |
1,828.4 |
1,868.7 |
|
S4 |
1,779.9 |
1,798.5 |
1,860.5 |
|
|
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 |
1,968.2 |
1,851.0 |
117.2 |
6.2% |
41.0 |
2.2% |
22% |
False |
True |
320,409 |
10 |
1,983.8 |
1,851.0 |
132.8 |
7.1% |
33.6 |
1.8% |
20% |
False |
True |
281,843 |
20 |
2,001.2 |
1,851.0 |
150.2 |
8.0% |
36.1 |
1.9% |
17% |
False |
True |
301,237 |
40 |
2,089.2 |
1,851.0 |
238.2 |
12.7% |
43.4 |
2.3% |
11% |
False |
True |
317,721 |
60 |
2,089.2 |
1,788.3 |
300.9 |
16.0% |
38.7 |
2.1% |
29% |
False |
False |
229,560 |
80 |
2,089.2 |
1,690.1 |
399.1 |
21.3% |
36.0 |
1.9% |
47% |
False |
False |
173,686 |
100 |
2,089.2 |
1,690.1 |
399.1 |
21.3% |
34.3 |
1.8% |
47% |
False |
False |
140,112 |
120 |
2,089.2 |
1,639.7 |
449.5 |
23.9% |
35.4 |
1.9% |
53% |
False |
False |
117,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,008.0 |
2.618 |
1,959.2 |
1.618 |
1,929.3 |
1.000 |
1,910.8 |
0.618 |
1,899.4 |
HIGH |
1,880.9 |
0.618 |
1,869.5 |
0.500 |
1,866.0 |
0.382 |
1,862.4 |
LOW |
1,851.0 |
0.618 |
1,832.5 |
1.000 |
1,821.1 |
1.618 |
1,802.6 |
2.618 |
1,772.7 |
4.250 |
1,723.9 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,873.3 |
1,888.3 |
PP |
1,869.6 |
1,884.5 |
S1 |
1,866.0 |
1,880.7 |
|