Trading Metrics calculated at close of trading on 24-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
5,849.5 |
5,803.5 |
-46.0 |
-0.8% |
6,031.5 |
High |
5,945.5 |
5,865.0 |
-80.5 |
-1.4% |
6,097.5 |
Low |
5,815.5 |
5,773.5 |
-42.0 |
-0.7% |
5,948.5 |
Close |
5,876.5 |
5,796.5 |
-80.0 |
-1.4% |
5,990.5 |
Range |
130.0 |
91.5 |
-38.5 |
-29.6% |
149.0 |
ATR |
104.6 |
104.5 |
-0.1 |
-0.1% |
0.0 |
Volume |
117,817 |
102,102 |
-15,715 |
-13.3% |
1,106,361 |
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,086.0 |
6,033.0 |
5,847.0 |
|
R3 |
5,994.5 |
5,941.5 |
5,821.5 |
|
R2 |
5,903.0 |
5,903.0 |
5,813.5 |
|
R1 |
5,850.0 |
5,850.0 |
5,805.0 |
5,831.0 |
PP |
5,811.5 |
5,811.5 |
5,811.5 |
5,802.0 |
S1 |
5,758.5 |
5,758.5 |
5,788.0 |
5,739.0 |
S2 |
5,720.0 |
5,720.0 |
5,779.5 |
|
S3 |
5,628.5 |
5,667.0 |
5,771.5 |
|
S4 |
5,537.0 |
5,575.5 |
5,746.0 |
|
|
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 |
6,040.0 |
5,745.5 |
294.5 |
5.1% |
129.5 |
2.2% |
17% |
False |
False |
117,397 |
10 |
6,097.5 |
5,745.5 |
352.0 |
6.1% |
105.5 |
1.8% |
14% |
False |
False |
167,583 |
20 |
6,097.5 |
5,745.5 |
352.0 |
6.1% |
105.5 |
1.8% |
14% |
False |
False |
85,847 |
40 |
6,228.0 |
5,745.5 |
482.5 |
8.3% |
72.5 |
1.3% |
11% |
False |
False |
43,076 |
60 |
6,240.5 |
5,745.5 |
495.0 |
8.5% |
53.0 |
0.9% |
10% |
False |
False |
28,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,254.0 |
2.618 |
6,104.5 |
1.618 |
6,013.0 |
1.000 |
5,956.5 |
0.618 |
5,921.5 |
HIGH |
5,865.0 |
0.618 |
5,830.0 |
0.500 |
5,819.0 |
0.382 |
5,808.5 |
LOW |
5,773.5 |
0.618 |
5,717.0 |
1.000 |
5,682.0 |
1.618 |
5,625.5 |
2.618 |
5,534.0 |
4.250 |
5,384.5 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
5,819.0 |
5,853.0 |
PP |
5,811.5 |
5,834.5 |
S1 |
5,804.0 |
5,815.5 |
|