Trading Metrics calculated at close of trading on 17-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
6,069.0 |
6,049.5 |
-19.5 |
-0.3% |
5,800.0 |
High |
6,090.5 |
6,052.0 |
-38.5 |
-0.6% |
6,028.0 |
Low |
6,025.5 |
5,966.0 |
-59.5 |
-1.0% |
5,800.0 |
Close |
6,050.0 |
6,029.0 |
-21.0 |
-0.3% |
6,014.5 |
Range |
65.0 |
86.0 |
21.0 |
32.3% |
228.0 |
ATR |
92.5 |
92.1 |
-0.5 |
-0.5% |
0.0 |
Volume |
147,166 |
90,418 |
-56,748 |
-38.6% |
129,268 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,273.5 |
6,237.5 |
6,076.5 |
|
R3 |
6,187.5 |
6,151.5 |
6,052.5 |
|
R2 |
6,101.5 |
6,101.5 |
6,045.0 |
|
R1 |
6,065.5 |
6,065.5 |
6,037.0 |
6,040.5 |
PP |
6,015.5 |
6,015.5 |
6,015.5 |
6,003.0 |
S1 |
5,979.5 |
5,979.5 |
6,021.0 |
5,954.5 |
S2 |
5,929.5 |
5,929.5 |
6,013.0 |
|
S3 |
5,843.5 |
5,893.5 |
6,005.5 |
|
S4 |
5,757.5 |
5,807.5 |
5,981.5 |
|
|
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 |
5,954.5 |
143.0 |
2.4% |
82.0 |
1.4% |
52% |
False |
False |
217,768 |
10 |
6,097.5 |
5,747.0 |
350.5 |
5.8% |
97.0 |
1.6% |
80% |
False |
False |
112,882 |
20 |
6,114.0 |
5,747.0 |
367.0 |
6.1% |
87.5 |
1.5% |
77% |
False |
False |
56,795 |
40 |
6,228.0 |
5,747.0 |
481.0 |
8.0% |
59.0 |
1.0% |
59% |
False |
False |
28,402 |
60 |
6,240.5 |
5,747.0 |
493.5 |
8.2% |
42.0 |
0.7% |
57% |
False |
False |
18,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,417.5 |
2.618 |
6,277.0 |
1.618 |
6,191.0 |
1.000 |
6,138.0 |
0.618 |
6,105.0 |
HIGH |
6,052.0 |
0.618 |
6,019.0 |
0.500 |
6,009.0 |
0.382 |
5,999.0 |
LOW |
5,966.0 |
0.618 |
5,913.0 |
1.000 |
5,880.0 |
1.618 |
5,827.0 |
2.618 |
5,741.0 |
4.250 |
5,600.5 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
6,022.5 |
6,032.0 |
PP |
6,015.5 |
6,031.0 |
S1 |
6,009.0 |
6,030.0 |
|