Trading Metrics calculated at close of trading on 16-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
6,006.0 |
6,069.0 |
63.0 |
1.0% |
5,800.0 |
High |
6,097.5 |
6,090.5 |
-7.0 |
-0.1% |
6,028.0 |
Low |
5,984.0 |
6,025.5 |
41.5 |
0.7% |
5,800.0 |
Close |
6,090.0 |
6,050.0 |
-40.0 |
-0.7% |
6,014.5 |
Range |
113.5 |
65.0 |
-48.5 |
-42.7% |
228.0 |
ATR |
94.6 |
92.5 |
-2.1 |
-2.2% |
0.0 |
Volume |
406,262 |
147,166 |
-259,096 |
-63.8% |
129,268 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,250.5 |
6,215.0 |
6,086.0 |
|
R3 |
6,185.5 |
6,150.0 |
6,068.0 |
|
R2 |
6,120.5 |
6,120.5 |
6,062.0 |
|
R1 |
6,085.0 |
6,085.0 |
6,056.0 |
6,070.0 |
PP |
6,055.5 |
6,055.5 |
6,055.5 |
6,048.0 |
S1 |
6,020.0 |
6,020.0 |
6,044.0 |
6,005.0 |
S2 |
5,990.5 |
5,990.5 |
6,038.0 |
|
S3 |
5,925.5 |
5,955.0 |
6,032.0 |
|
S4 |
5,860.5 |
5,890.0 |
6,014.0 |
|
|
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 |
6,097.5 |
5,925.5 |
172.0 |
2.8% |
78.5 |
1.3% |
72% |
False |
False |
203,714 |
10 |
6,097.5 |
5,747.0 |
350.5 |
5.8% |
109.0 |
1.8% |
86% |
False |
False |
103,861 |
20 |
6,114.0 |
5,747.0 |
367.0 |
6.1% |
85.0 |
1.4% |
83% |
False |
False |
52,274 |
40 |
6,228.0 |
5,747.0 |
481.0 |
8.0% |
57.0 |
0.9% |
63% |
False |
False |
26,142 |
60 |
6,240.5 |
5,747.0 |
493.5 |
8.2% |
42.0 |
0.7% |
61% |
False |
False |
17,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,367.0 |
2.618 |
6,260.5 |
1.618 |
6,195.5 |
1.000 |
6,155.5 |
0.618 |
6,130.5 |
HIGH |
6,090.5 |
0.618 |
6,065.5 |
0.500 |
6,058.0 |
0.382 |
6,050.5 |
LOW |
6,025.5 |
0.618 |
5,985.5 |
1.000 |
5,960.5 |
1.618 |
5,920.5 |
2.618 |
5,855.5 |
4.250 |
5,749.0 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
6,058.0 |
6,046.0 |
PP |
6,055.5 |
6,042.5 |
S1 |
6,052.5 |
6,039.0 |
|