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 |
5,964.5 |
6,031.5 |
67.0 |
1.1% |
5,800.0 |
High |
6,028.0 |
6,051.5 |
23.5 |
0.4% |
6,028.0 |
Low |
5,954.5 |
5,980.0 |
25.5 |
0.4% |
5,800.0 |
Close |
6,014.5 |
6,003.5 |
-11.0 |
-0.2% |
6,014.5 |
Range |
73.5 |
71.5 |
-2.0 |
-2.7% |
228.0 |
ATR |
94.9 |
93.2 |
-1.7 |
-1.8% |
0.0 |
Volume |
89,539 |
355,458 |
265,919 |
297.0% |
129,268 |
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,226.0 |
6,186.5 |
6,043.0 |
|
R3 |
6,154.5 |
6,115.0 |
6,023.0 |
|
R2 |
6,083.0 |
6,083.0 |
6,016.5 |
|
R1 |
6,043.5 |
6,043.5 |
6,010.0 |
6,027.5 |
PP |
6,011.5 |
6,011.5 |
6,011.5 |
6,004.0 |
S1 |
5,972.0 |
5,972.0 |
5,997.0 |
5,956.0 |
S2 |
5,940.0 |
5,940.0 |
5,990.5 |
|
S3 |
5,868.5 |
5,900.5 |
5,984.0 |
|
S4 |
5,797.0 |
5,829.0 |
5,964.0 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,631.5 |
6,551.0 |
6,140.0 |
|
R3 |
6,403.5 |
6,323.0 |
6,077.0 |
|
R2 |
6,175.5 |
6,175.5 |
6,056.5 |
|
R1 |
6,095.0 |
6,095.0 |
6,035.5 |
6,135.0 |
PP |
5,947.5 |
5,947.5 |
5,947.5 |
5,967.5 |
S1 |
5,867.0 |
5,867.0 |
5,993.5 |
5,907.0 |
S2 |
5,719.5 |
5,719.5 |
5,972.5 |
|
S3 |
5,491.5 |
5,639.0 |
5,952.0 |
|
S4 |
5,263.5 |
5,411.0 |
5,889.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,051.5 |
5,835.0 |
216.5 |
3.6% |
96.0 |
1.6% |
78% |
True |
False |
96,911 |
10 |
6,051.5 |
5,747.0 |
304.5 |
5.1% |
109.5 |
1.8% |
84% |
True |
False |
48,593 |
20 |
6,114.0 |
5,747.0 |
367.0 |
6.1% |
80.0 |
1.3% |
70% |
False |
False |
24,603 |
40 |
6,228.5 |
5,747.0 |
481.5 |
8.0% |
53.5 |
0.9% |
53% |
False |
False |
12,307 |
60 |
6,262.5 |
5,747.0 |
515.5 |
8.6% |
39.5 |
0.7% |
50% |
False |
False |
8,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,355.5 |
2.618 |
6,238.5 |
1.618 |
6,167.0 |
1.000 |
6,123.0 |
0.618 |
6,095.5 |
HIGH |
6,051.5 |
0.618 |
6,024.0 |
0.500 |
6,016.0 |
0.382 |
6,007.5 |
LOW |
5,980.0 |
0.618 |
5,936.0 |
1.000 |
5,908.5 |
1.618 |
5,864.5 |
2.618 |
5,793.0 |
4.250 |
5,676.0 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
6,016.0 |
5,998.5 |
PP |
6,011.5 |
5,993.5 |
S1 |
6,007.5 |
5,988.5 |
|