Trading Metrics calculated at close of trading on 16-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
27,851 |
27,910 |
59 |
0.2% |
27,917 |
High |
28,128 |
28,251 |
123 |
0.4% |
28,283 |
Low |
27,808 |
27,846 |
38 |
0.1% |
27,066 |
Close |
27,908 |
27,937 |
29 |
0.1% |
27,493 |
Range |
320 |
405 |
85 |
26.6% |
1,217 |
ATR |
524 |
516 |
-9 |
-1.6% |
0 |
Volume |
149,422 |
149,813 |
391 |
0.3% |
211,229 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,226 |
28,987 |
28,160 |
|
R3 |
28,821 |
28,582 |
28,049 |
|
R2 |
28,416 |
28,416 |
28,011 |
|
R1 |
28,177 |
28,177 |
27,974 |
28,297 |
PP |
28,011 |
28,011 |
28,011 |
28,071 |
S1 |
27,772 |
27,772 |
27,900 |
27,892 |
S2 |
27,606 |
27,606 |
27,863 |
|
S3 |
27,201 |
27,367 |
27,826 |
|
S4 |
26,796 |
26,962 |
27,714 |
|
|
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 |
28,251 |
27,313 |
938 |
3.4% |
446 |
1.6% |
67% |
True |
False |
132,291 |
10 |
29,050 |
27,066 |
1,984 |
7.1% |
676 |
2.4% |
44% |
False |
False |
67,349 |
20 |
29,050 |
27,066 |
1,984 |
7.1% |
516 |
1.8% |
44% |
False |
False |
33,787 |
40 |
29,050 |
25,769 |
3,281 |
11.7% |
439 |
1.6% |
66% |
False |
False |
16,957 |
60 |
29,050 |
24,644 |
4,406 |
15.8% |
479 |
1.7% |
75% |
False |
False |
11,343 |
80 |
29,050 |
24,350 |
4,700 |
16.8% |
512 |
1.8% |
76% |
False |
False |
8,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,972 |
2.618 |
29,311 |
1.618 |
28,906 |
1.000 |
28,656 |
0.618 |
28,501 |
HIGH |
28,251 |
0.618 |
28,096 |
0.500 |
28,049 |
0.382 |
28,001 |
LOW |
27,846 |
0.618 |
27,596 |
1.000 |
27,441 |
1.618 |
27,191 |
2.618 |
26,786 |
4.250 |
26,125 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
28,049 |
27,929 |
PP |
28,011 |
27,921 |
S1 |
27,974 |
27,914 |
|