Trading Metrics calculated at close of trading on 15-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
6,031.5 |
6,006.0 |
-25.5 |
-0.4% |
5,800.0 |
High |
6,051.5 |
6,097.5 |
46.0 |
0.8% |
6,028.0 |
Low |
5,980.0 |
5,984.0 |
4.0 |
0.1% |
5,800.0 |
Close |
6,003.5 |
6,090.0 |
86.5 |
1.4% |
6,014.5 |
Range |
71.5 |
113.5 |
42.0 |
58.7% |
228.0 |
ATR |
93.2 |
94.6 |
1.5 |
1.6% |
0.0 |
Volume |
355,458 |
406,262 |
50,804 |
14.3% |
129,268 |
|
Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,397.5 |
6,357.5 |
6,152.5 |
|
R3 |
6,284.0 |
6,244.0 |
6,121.0 |
|
R2 |
6,170.5 |
6,170.5 |
6,111.0 |
|
R1 |
6,130.5 |
6,130.5 |
6,100.5 |
6,150.5 |
PP |
6,057.0 |
6,057.0 |
6,057.0 |
6,067.0 |
S1 |
6,017.0 |
6,017.0 |
6,079.5 |
6,037.0 |
S2 |
5,943.5 |
5,943.5 |
6,069.0 |
|
S3 |
5,830.0 |
5,903.5 |
6,059.0 |
|
S4 |
5,716.5 |
5,790.0 |
6,027.5 |
|
|
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 |
6,097.5 |
5,835.0 |
262.5 |
4.3% |
99.5 |
1.6% |
97% |
True |
False |
177,050 |
10 |
6,097.5 |
5,747.0 |
350.5 |
5.8% |
108.5 |
1.8% |
98% |
True |
False |
89,154 |
20 |
6,114.0 |
5,747.0 |
367.0 |
6.0% |
86.0 |
1.4% |
93% |
False |
False |
44,916 |
40 |
6,228.5 |
5,747.0 |
481.5 |
7.9% |
56.0 |
0.9% |
71% |
False |
False |
22,463 |
60 |
6,262.5 |
5,747.0 |
515.5 |
8.5% |
41.0 |
0.7% |
67% |
False |
False |
14,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,580.0 |
2.618 |
6,394.5 |
1.618 |
6,281.0 |
1.000 |
6,211.0 |
0.618 |
6,167.5 |
HIGH |
6,097.5 |
0.618 |
6,054.0 |
0.500 |
6,041.0 |
0.382 |
6,027.5 |
LOW |
5,984.0 |
0.618 |
5,914.0 |
1.000 |
5,870.5 |
1.618 |
5,800.5 |
2.618 |
5,687.0 |
4.250 |
5,501.5 |
|
|
Fisher Pivots for day following 15-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
6,073.5 |
6,068.5 |
PP |
6,057.0 |
6,047.5 |
S1 |
6,041.0 |
6,026.0 |
|