Trading Metrics calculated at close of trading on 14-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
27,468 |
27,576 |
108 |
0.4% |
27,917 |
High |
27,709 |
27,968 |
259 |
0.9% |
28,283 |
Low |
27,318 |
27,576 |
258 |
0.9% |
27,066 |
Close |
27,493 |
27,871 |
378 |
1.4% |
27,493 |
Range |
391 |
392 |
1 |
0.3% |
1,217 |
ATR |
545 |
540 |
-5 |
-0.9% |
0 |
Volume |
185,655 |
159,725 |
-25,930 |
-14.0% |
211,229 |
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,981 |
28,818 |
28,087 |
|
R3 |
28,589 |
28,426 |
27,979 |
|
R2 |
28,197 |
28,197 |
27,943 |
|
R1 |
28,034 |
28,034 |
27,907 |
28,116 |
PP |
27,805 |
27,805 |
27,805 |
27,846 |
S1 |
27,642 |
27,642 |
27,835 |
27,724 |
S2 |
27,413 |
27,413 |
27,799 |
|
S3 |
27,021 |
27,250 |
27,763 |
|
S4 |
26,629 |
26,858 |
27,656 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,265 |
30,596 |
28,162 |
|
R3 |
30,048 |
29,379 |
27,828 |
|
R2 |
28,831 |
28,831 |
27,716 |
|
R1 |
28,162 |
28,162 |
27,605 |
27,888 |
PP |
27,614 |
27,614 |
27,614 |
27,477 |
S1 |
26,945 |
26,945 |
27,382 |
26,671 |
S2 |
26,397 |
26,397 |
27,270 |
|
S3 |
25,180 |
25,728 |
27,158 |
|
S4 |
23,963 |
24,511 |
26,824 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,283 |
27,066 |
1,217 |
4.4% |
694 |
2.5% |
66% |
False |
False |
74,190 |
10 |
29,050 |
27,066 |
1,984 |
7.1% |
688 |
2.5% |
41% |
False |
False |
37,482 |
20 |
29,050 |
27,066 |
1,984 |
7.1% |
504 |
1.8% |
41% |
False |
False |
18,834 |
40 |
29,050 |
25,769 |
3,281 |
11.8% |
436 |
1.6% |
64% |
False |
False |
9,477 |
60 |
29,050 |
24,644 |
4,406 |
15.8% |
493 |
1.8% |
73% |
False |
False |
6,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,634 |
2.618 |
28,994 |
1.618 |
28,602 |
1.000 |
28,360 |
0.618 |
28,210 |
HIGH |
27,968 |
0.618 |
27,818 |
0.500 |
27,772 |
0.382 |
27,726 |
LOW |
27,576 |
0.618 |
27,334 |
1.000 |
27,184 |
1.618 |
26,942 |
2.618 |
26,550 |
4.250 |
25,910 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,838 |
27,805 |
PP |
27,805 |
27,739 |
S1 |
27,772 |
27,673 |
|