Trading Metrics calculated at close of trading on 18-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
6,049.5 |
6,005.0 |
-44.5 |
-0.7% |
6,031.5 |
High |
6,052.0 |
6,040.0 |
-12.0 |
-0.2% |
6,097.5 |
Low |
5,966.0 |
5,948.5 |
-17.5 |
-0.3% |
5,948.5 |
Close |
6,029.0 |
5,990.5 |
-38.5 |
-0.6% |
5,990.5 |
Range |
86.0 |
91.5 |
5.5 |
6.4% |
149.0 |
ATR |
92.1 |
92.0 |
0.0 |
0.0% |
0.0 |
Volume |
90,418 |
107,057 |
16,639 |
18.4% |
1,106,361 |
|
Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,267.5 |
6,220.5 |
6,041.0 |
|
R3 |
6,176.0 |
6,129.0 |
6,015.5 |
|
R2 |
6,084.5 |
6,084.5 |
6,007.5 |
|
R1 |
6,037.5 |
6,037.5 |
5,999.0 |
6,015.0 |
PP |
5,993.0 |
5,993.0 |
5,993.0 |
5,982.0 |
S1 |
5,946.0 |
5,946.0 |
5,982.0 |
5,924.0 |
S2 |
5,901.5 |
5,901.5 |
5,973.5 |
|
S3 |
5,810.0 |
5,854.5 |
5,965.5 |
|
S4 |
5,718.5 |
5,763.0 |
5,940.0 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,459.0 |
6,374.0 |
6,072.5 |
|
R3 |
6,310.0 |
6,225.0 |
6,031.5 |
|
R2 |
6,161.0 |
6,161.0 |
6,018.0 |
|
R1 |
6,076.0 |
6,076.0 |
6,004.0 |
6,044.0 |
PP |
6,012.0 |
6,012.0 |
6,012.0 |
5,996.0 |
S1 |
5,927.0 |
5,927.0 |
5,977.0 |
5,895.0 |
S2 |
5,863.0 |
5,863.0 |
5,963.0 |
|
S3 |
5,714.0 |
5,778.0 |
5,949.5 |
|
S4 |
5,565.0 |
5,629.0 |
5,908.5 |
|
|
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 |
5,948.5 |
149.0 |
2.5% |
85.5 |
1.4% |
28% |
False |
True |
221,272 |
10 |
6,097.5 |
5,800.0 |
297.5 |
5.0% |
95.0 |
1.6% |
64% |
False |
False |
123,562 |
20 |
6,114.0 |
5,747.0 |
367.0 |
6.1% |
91.0 |
1.5% |
66% |
False |
False |
62,147 |
40 |
6,228.0 |
5,747.0 |
481.0 |
8.0% |
60.5 |
1.0% |
51% |
False |
False |
31,078 |
60 |
6,240.5 |
5,747.0 |
493.5 |
8.2% |
44.0 |
0.7% |
49% |
False |
False |
20,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,429.0 |
2.618 |
6,279.5 |
1.618 |
6,188.0 |
1.000 |
6,131.5 |
0.618 |
6,096.5 |
HIGH |
6,040.0 |
0.618 |
6,005.0 |
0.500 |
5,994.0 |
0.382 |
5,983.5 |
LOW |
5,948.5 |
0.618 |
5,892.0 |
1.000 |
5,857.0 |
1.618 |
5,800.5 |
2.618 |
5,709.0 |
4.250 |
5,559.5 |
|
|
Fisher Pivots for day following 18-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
5,994.0 |
6,019.5 |
PP |
5,993.0 |
6,010.0 |
S1 |
5,992.0 |
6,000.0 |
|