Trading Metrics calculated at close of trading on 22-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
5,969.0 |
5,833.0 |
-136.0 |
-2.3% |
6,031.5 |
High |
5,980.0 |
5,860.5 |
-119.5 |
-2.0% |
6,097.5 |
Low |
5,745.5 |
5,761.0 |
15.5 |
0.3% |
5,948.5 |
Close |
5,766.0 |
5,817.0 |
51.0 |
0.9% |
5,990.5 |
Range |
234.5 |
99.5 |
-135.0 |
-57.6% |
149.0 |
ATR |
102.9 |
102.7 |
-0.2 |
-0.2% |
0.0 |
Volume |
137,636 |
122,376 |
-15,260 |
-11.1% |
1,106,361 |
|
Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,111.5 |
6,063.5 |
5,871.5 |
|
R3 |
6,012.0 |
5,964.0 |
5,844.5 |
|
R2 |
5,912.5 |
5,912.5 |
5,835.0 |
|
R1 |
5,864.5 |
5,864.5 |
5,826.0 |
5,839.0 |
PP |
5,813.0 |
5,813.0 |
5,813.0 |
5,800.0 |
S1 |
5,765.0 |
5,765.0 |
5,808.0 |
5,739.0 |
S2 |
5,713.5 |
5,713.5 |
5,799.0 |
|
S3 |
5,614.0 |
5,665.5 |
5,789.5 |
|
S4 |
5,514.5 |
5,566.0 |
5,762.5 |
|
|
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 |
6,090.5 |
5,745.5 |
345.0 |
5.9% |
115.5 |
2.0% |
21% |
False |
False |
120,930 |
10 |
6,097.5 |
5,745.5 |
352.0 |
6.1% |
107.5 |
1.8% |
20% |
False |
False |
148,990 |
20 |
6,114.0 |
5,745.5 |
368.5 |
6.3% |
100.5 |
1.7% |
19% |
False |
False |
75,135 |
40 |
6,228.0 |
5,745.5 |
482.5 |
8.3% |
67.5 |
1.2% |
15% |
False |
False |
37,578 |
60 |
6,240.5 |
5,745.5 |
495.0 |
8.5% |
49.5 |
0.8% |
14% |
False |
False |
25,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,283.5 |
2.618 |
6,121.0 |
1.618 |
6,021.5 |
1.000 |
5,960.0 |
0.618 |
5,922.0 |
HIGH |
5,860.5 |
0.618 |
5,822.5 |
0.500 |
5,811.0 |
0.382 |
5,799.0 |
LOW |
5,761.0 |
0.618 |
5,699.5 |
1.000 |
5,661.5 |
1.618 |
5,600.0 |
2.618 |
5,500.5 |
4.250 |
5,338.0 |
|
|
Fisher Pivots for day following 22-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
5,815.0 |
5,893.0 |
PP |
5,813.0 |
5,867.5 |
S1 |
5,811.0 |
5,842.0 |
|