Trading Metrics calculated at close of trading on 25-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
5,803.5 |
5,823.5 |
20.0 |
0.3% |
5,969.0 |
High |
5,865.0 |
5,851.5 |
-13.5 |
-0.2% |
5,980.0 |
Low |
5,773.5 |
5,739.5 |
-34.0 |
-0.6% |
5,739.5 |
Close |
5,796.5 |
5,802.5 |
6.0 |
0.1% |
5,802.5 |
Range |
91.5 |
112.0 |
20.5 |
22.4% |
240.5 |
ATR |
104.5 |
105.1 |
0.5 |
0.5% |
0.0 |
Volume |
102,102 |
84,627 |
-17,475 |
-17.1% |
564,558 |
|
Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,134.0 |
6,080.0 |
5,864.0 |
|
R3 |
6,022.0 |
5,968.0 |
5,833.5 |
|
R2 |
5,910.0 |
5,910.0 |
5,823.0 |
|
R1 |
5,856.0 |
5,856.0 |
5,813.0 |
5,827.0 |
PP |
5,798.0 |
5,798.0 |
5,798.0 |
5,783.0 |
S1 |
5,744.0 |
5,744.0 |
5,792.0 |
5,715.0 |
S2 |
5,686.0 |
5,686.0 |
5,782.0 |
|
S3 |
5,574.0 |
5,632.0 |
5,771.5 |
|
S4 |
5,462.0 |
5,520.0 |
5,741.0 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,562.0 |
6,423.0 |
5,935.0 |
|
R3 |
6,321.5 |
6,182.5 |
5,868.5 |
|
R2 |
6,081.0 |
6,081.0 |
5,846.5 |
|
R1 |
5,942.0 |
5,942.0 |
5,824.5 |
5,891.0 |
PP |
5,840.5 |
5,840.5 |
5,840.5 |
5,815.5 |
S1 |
5,701.5 |
5,701.5 |
5,780.5 |
5,651.0 |
S2 |
5,600.0 |
5,600.0 |
5,758.5 |
|
S3 |
5,359.5 |
5,461.0 |
5,736.5 |
|
S4 |
5,119.0 |
5,220.5 |
5,670.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,980.0 |
5,739.5 |
240.5 |
4.1% |
133.5 |
2.3% |
26% |
False |
True |
112,911 |
10 |
6,097.5 |
5,739.5 |
358.0 |
6.2% |
109.5 |
1.9% |
18% |
False |
True |
167,091 |
20 |
6,097.5 |
5,739.5 |
358.0 |
6.2% |
108.5 |
1.9% |
18% |
False |
True |
90,072 |
40 |
6,228.0 |
5,739.5 |
488.5 |
8.4% |
74.5 |
1.3% |
13% |
False |
True |
45,191 |
60 |
6,240.5 |
5,739.5 |
501.0 |
8.6% |
54.0 |
0.9% |
13% |
False |
True |
30,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,327.5 |
2.618 |
6,144.5 |
1.618 |
6,032.5 |
1.000 |
5,963.5 |
0.618 |
5,920.5 |
HIGH |
5,851.5 |
0.618 |
5,808.5 |
0.500 |
5,795.5 |
0.382 |
5,782.5 |
LOW |
5,739.5 |
0.618 |
5,670.5 |
1.000 |
5,627.5 |
1.618 |
5,558.5 |
2.618 |
5,446.5 |
4.250 |
5,263.5 |
|
|
Fisher Pivots for day following 25-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
5,800.0 |
5,842.5 |
PP |
5,798.0 |
5,829.0 |
S1 |
5,795.5 |
5,816.0 |
|