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 |
12,642.0 |
12,659.5 |
17.5 |
0.1% |
13,250.0 |
High |
12,679.5 |
12,809.5 |
130.0 |
1.0% |
13,320.0 |
Low |
12,537.0 |
12,506.5 |
-30.5 |
-0.2% |
13,014.0 |
Close |
12,616.0 |
12,631.0 |
15.0 |
0.1% |
13,142.5 |
Range |
142.5 |
303.0 |
160.5 |
112.6% |
306.0 |
ATR |
255.0 |
258.5 |
3.4 |
1.3% |
0.0 |
Volume |
82,094 |
81,892 |
-202 |
-0.2% |
211,819 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,558.0 |
13,397.5 |
12,797.7 |
|
R3 |
13,255.0 |
13,094.5 |
12,714.3 |
|
R2 |
12,952.0 |
12,952.0 |
12,686.6 |
|
R1 |
12,791.5 |
12,791.5 |
12,658.8 |
12,720.3 |
PP |
12,649.0 |
12,649.0 |
12,649.0 |
12,613.4 |
S1 |
12,488.5 |
12,488.5 |
12,603.2 |
12,417.3 |
S2 |
12,346.0 |
12,346.0 |
12,575.5 |
|
S3 |
12,043.0 |
12,185.5 |
12,547.7 |
|
S4 |
11,740.0 |
11,882.5 |
12,464.4 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,076.8 |
13,915.7 |
13,310.8 |
|
R3 |
13,770.8 |
13,609.7 |
13,226.7 |
|
R2 |
13,464.8 |
13,464.8 |
13,198.6 |
|
R1 |
13,303.7 |
13,303.7 |
13,170.6 |
13,231.3 |
PP |
13,158.8 |
13,158.8 |
13,158.8 |
13,122.6 |
S1 |
12,997.7 |
12,997.7 |
13,114.5 |
12,925.3 |
S2 |
12,852.8 |
12,852.8 |
13,086.4 |
|
S3 |
12,546.8 |
12,691.7 |
13,058.4 |
|
S4 |
12,240.8 |
12,385.7 |
12,974.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,244.5 |
12,478.5 |
766.0 |
6.1% |
305.5 |
2.4% |
20% |
False |
False |
83,676 |
10 |
13,320.0 |
12,478.5 |
841.5 |
6.7% |
230.2 |
1.8% |
18% |
False |
False |
50,832 |
20 |
13,435.0 |
12,478.5 |
956.5 |
7.6% |
260.7 |
2.1% |
16% |
False |
False |
25,599 |
40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.7% |
231.0 |
1.8% |
35% |
False |
False |
12,842 |
60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.7% |
206.1 |
1.6% |
35% |
False |
False |
8,586 |
80 |
13,435.0 |
11,610.0 |
1,825.0 |
14.4% |
213.8 |
1.7% |
56% |
False |
False |
6,453 |
100 |
13,435.0 |
10,193.0 |
3,242.0 |
25.7% |
186.1 |
1.5% |
75% |
False |
False |
5,167 |
120 |
13,435.0 |
9,788.5 |
3,646.5 |
28.9% |
172.7 |
1.4% |
78% |
False |
False |
4,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,097.3 |
2.618 |
13,602.8 |
1.618 |
13,299.8 |
1.000 |
13,112.5 |
0.618 |
12,996.8 |
HIGH |
12,809.5 |
0.618 |
12,693.8 |
0.500 |
12,658.0 |
0.382 |
12,622.2 |
LOW |
12,506.5 |
0.618 |
12,319.2 |
1.000 |
12,203.5 |
1.618 |
12,016.2 |
2.618 |
11,713.2 |
4.250 |
11,218.8 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
12,658.0 |
12,807.5 |
PP |
12,649.0 |
12,748.7 |
S1 |
12,640.0 |
12,689.8 |
|