Trading Metrics calculated at close of trading on 23-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
5,833.0 |
5,849.5 |
16.5 |
0.3% |
6,031.5 |
High |
5,860.5 |
5,945.5 |
85.0 |
1.5% |
6,097.5 |
Low |
5,761.0 |
5,815.5 |
54.5 |
0.9% |
5,948.5 |
Close |
5,817.0 |
5,876.5 |
59.5 |
1.0% |
5,990.5 |
Range |
99.5 |
130.0 |
30.5 |
30.7% |
149.0 |
ATR |
102.7 |
104.6 |
2.0 |
1.9% |
0.0 |
Volume |
122,376 |
117,817 |
-4,559 |
-3.7% |
1,106,361 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,269.0 |
6,203.0 |
5,948.0 |
|
R3 |
6,139.0 |
6,073.0 |
5,912.0 |
|
R2 |
6,009.0 |
6,009.0 |
5,900.5 |
|
R1 |
5,943.0 |
5,943.0 |
5,888.5 |
5,976.0 |
PP |
5,879.0 |
5,879.0 |
5,879.0 |
5,896.0 |
S1 |
5,813.0 |
5,813.0 |
5,864.5 |
5,846.0 |
S2 |
5,749.0 |
5,749.0 |
5,852.5 |
|
S3 |
5,619.0 |
5,683.0 |
5,841.0 |
|
S4 |
5,489.0 |
5,553.0 |
5,805.0 |
|
|
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 |
6,052.0 |
5,745.5 |
306.5 |
5.2% |
128.5 |
2.2% |
43% |
False |
False |
115,060 |
10 |
6,097.5 |
5,745.5 |
352.0 |
6.0% |
103.5 |
1.8% |
37% |
False |
False |
159,387 |
20 |
6,097.5 |
5,745.5 |
352.0 |
6.0% |
101.5 |
1.7% |
37% |
False |
False |
80,808 |
40 |
6,228.0 |
5,745.5 |
482.5 |
8.2% |
70.5 |
1.2% |
27% |
False |
False |
40,524 |
60 |
6,240.5 |
5,745.5 |
495.0 |
8.4% |
51.5 |
0.9% |
26% |
False |
False |
27,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,498.0 |
2.618 |
6,286.0 |
1.618 |
6,156.0 |
1.000 |
6,075.5 |
0.618 |
6,026.0 |
HIGH |
5,945.5 |
0.618 |
5,896.0 |
0.500 |
5,880.5 |
0.382 |
5,865.0 |
LOW |
5,815.5 |
0.618 |
5,735.0 |
1.000 |
5,685.5 |
1.618 |
5,605.0 |
2.618 |
5,475.0 |
4.250 |
5,263.0 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
5,880.5 |
5,872.0 |
PP |
5,879.0 |
5,867.5 |
S1 |
5,878.0 |
5,863.0 |
|