Trading Metrics calculated at close of trading on 21-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
6,005.0 |
5,969.0 |
-36.0 |
-0.6% |
6,031.5 |
High |
6,040.0 |
5,980.0 |
-60.0 |
-1.0% |
6,097.5 |
Low |
5,948.5 |
5,745.5 |
-203.0 |
-3.4% |
5,948.5 |
Close |
5,990.5 |
5,766.0 |
-224.5 |
-3.7% |
5,990.5 |
Range |
91.5 |
234.5 |
143.0 |
156.3% |
149.0 |
ATR |
92.0 |
102.9 |
10.9 |
11.9% |
0.0 |
Volume |
107,057 |
137,636 |
30,579 |
28.6% |
1,106,361 |
|
Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,534.0 |
6,384.5 |
5,895.0 |
|
R3 |
6,299.5 |
6,150.0 |
5,830.5 |
|
R2 |
6,065.0 |
6,065.0 |
5,809.0 |
|
R1 |
5,915.5 |
5,915.5 |
5,787.5 |
5,873.0 |
PP |
5,830.5 |
5,830.5 |
5,830.5 |
5,809.0 |
S1 |
5,681.0 |
5,681.0 |
5,744.5 |
5,638.5 |
S2 |
5,596.0 |
5,596.0 |
5,723.0 |
|
S3 |
5,361.5 |
5,446.5 |
5,701.5 |
|
S4 |
5,127.0 |
5,212.0 |
5,637.0 |
|
|
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 |
5,745.5 |
352.0 |
6.1% |
118.0 |
2.0% |
6% |
False |
True |
177,707 |
10 |
6,097.5 |
5,745.5 |
352.0 |
6.1% |
107.0 |
1.9% |
6% |
False |
True |
137,309 |
20 |
6,114.0 |
5,745.5 |
368.5 |
6.4% |
101.0 |
1.7% |
6% |
False |
True |
69,019 |
40 |
6,228.0 |
5,745.5 |
482.5 |
8.4% |
65.0 |
1.1% |
4% |
False |
True |
34,519 |
60 |
6,240.5 |
5,745.5 |
495.0 |
8.6% |
47.5 |
0.8% |
4% |
False |
True |
23,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,976.5 |
2.618 |
6,594.0 |
1.618 |
6,359.5 |
1.000 |
6,214.5 |
0.618 |
6,125.0 |
HIGH |
5,980.0 |
0.618 |
5,890.5 |
0.500 |
5,863.0 |
0.382 |
5,835.0 |
LOW |
5,745.5 |
0.618 |
5,600.5 |
1.000 |
5,511.0 |
1.618 |
5,366.0 |
2.618 |
5,131.5 |
4.250 |
4,749.0 |
|
|
Fisher Pivots for day following 21-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
5,863.0 |
5,899.0 |
PP |
5,830.5 |
5,854.5 |
S1 |
5,798.0 |
5,810.0 |
|