Trading Metrics calculated at close of trading on 15-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
13,250.0 |
13,147.5 |
-102.5 |
-0.8% |
12,900.0 |
High |
13,320.0 |
13,242.5 |
-77.5 |
-0.6% |
13,288.0 |
Low |
13,124.0 |
13,116.0 |
-8.0 |
-0.1% |
12,843.5 |
Close |
13,180.5 |
13,206.0 |
25.5 |
0.2% |
13,196.0 |
Range |
196.0 |
126.5 |
-69.5 |
-35.5% |
444.5 |
ATR |
250.1 |
241.3 |
-8.8 |
-3.5% |
0.0 |
Volume |
16,249 |
40,147 |
23,898 |
147.1% |
6,237 |
|
Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,567.7 |
13,513.3 |
13,275.6 |
|
R3 |
13,441.2 |
13,386.8 |
13,240.8 |
|
R2 |
13,314.7 |
13,314.7 |
13,229.2 |
|
R1 |
13,260.3 |
13,260.3 |
13,217.6 |
13,287.5 |
PP |
13,188.2 |
13,188.2 |
13,188.2 |
13,201.8 |
S1 |
13,133.8 |
13,133.8 |
13,194.4 |
13,161.0 |
S2 |
13,061.7 |
13,061.7 |
13,182.8 |
|
S3 |
12,935.2 |
13,007.3 |
13,171.2 |
|
S4 |
12,808.7 |
12,880.8 |
13,136.4 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,442.7 |
14,263.8 |
13,440.5 |
|
R3 |
13,998.2 |
13,819.3 |
13,318.2 |
|
R2 |
13,553.7 |
13,553.7 |
13,277.5 |
|
R1 |
13,374.8 |
13,374.8 |
13,236.7 |
13,464.3 |
PP |
13,109.2 |
13,109.2 |
13,109.2 |
13,153.9 |
S1 |
12,930.3 |
12,930.3 |
13,155.3 |
13,019.8 |
S2 |
12,664.7 |
12,664.7 |
13,114.5 |
|
S3 |
12,220.2 |
12,485.8 |
13,073.8 |
|
S4 |
11,775.7 |
12,041.3 |
12,951.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,320.0 |
12,882.5 |
437.5 |
3.3% |
212.8 |
1.6% |
74% |
False |
False |
12,360 |
10 |
13,435.0 |
12,760.0 |
675.0 |
5.1% |
273.7 |
2.1% |
66% |
False |
False |
6,444 |
20 |
13,435.0 |
12,662.0 |
773.0 |
5.9% |
234.9 |
1.8% |
70% |
False |
False |
3,268 |
40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.3% |
209.2 |
1.6% |
81% |
False |
False |
1,673 |
60 |
13,435.0 |
11,929.0 |
1,506.0 |
11.4% |
207.2 |
1.6% |
85% |
False |
False |
1,140 |
80 |
13,435.0 |
11,570.0 |
1,865.0 |
14.1% |
202.2 |
1.5% |
88% |
False |
False |
865 |
100 |
13,435.0 |
10,193.0 |
3,242.0 |
24.5% |
174.7 |
1.3% |
93% |
False |
False |
697 |
120 |
13,435.0 |
9,411.0 |
4,024.0 |
30.5% |
167.6 |
1.3% |
94% |
False |
False |
589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,780.1 |
2.618 |
13,573.7 |
1.618 |
13,447.2 |
1.000 |
13,369.0 |
0.618 |
13,320.7 |
HIGH |
13,242.5 |
0.618 |
13,194.2 |
0.500 |
13,179.3 |
0.382 |
13,164.3 |
LOW |
13,116.0 |
0.618 |
13,037.8 |
1.000 |
12,989.5 |
1.618 |
12,911.3 |
2.618 |
12,784.8 |
4.250 |
12,578.4 |
|
|
Fisher Pivots for day following 15-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
13,197.1 |
13,208.5 |
PP |
13,188.2 |
13,207.7 |
S1 |
13,179.3 |
13,206.8 |
|