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 |
1,945.95 |
1,939.69 |
-6.26 |
-0.3% |
1,932.88 |
High |
1,953.42 |
1,961.10 |
7.68 |
0.4% |
1,964.61 |
Low |
1,938.14 |
1,938.26 |
0.12 |
0.0% |
1,908.38 |
Close |
1,939.68 |
1,956.13 |
16.45 |
0.8% |
1,939.68 |
Range |
15.28 |
22.84 |
7.56 |
49.5% |
56.23 |
ATR |
32.48 |
31.79 |
-0.69 |
-2.1% |
0.00 |
Volume |
7,272 |
7,582 |
310 |
4.3% |
35,210 |
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.35 |
2,011.08 |
1,968.69 |
|
R3 |
1,997.51 |
1,988.24 |
1,962.41 |
|
R2 |
1,974.67 |
1,974.67 |
1,960.32 |
|
R1 |
1,965.40 |
1,965.40 |
1,958.22 |
1,970.04 |
PP |
1,951.83 |
1,951.83 |
1,951.83 |
1,954.15 |
S1 |
1,942.56 |
1,942.56 |
1,954.04 |
1,947.20 |
S2 |
1,928.99 |
1,928.99 |
1,951.94 |
|
S3 |
1,906.15 |
1,919.72 |
1,949.85 |
|
S4 |
1,883.31 |
1,896.88 |
1,943.57 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,106.25 |
2,079.19 |
1,970.61 |
|
R3 |
2,050.02 |
2,022.96 |
1,955.14 |
|
R2 |
1,993.79 |
1,993.79 |
1,949.99 |
|
R1 |
1,966.73 |
1,966.73 |
1,944.83 |
1,980.26 |
PP |
1,937.56 |
1,937.56 |
1,937.56 |
1,944.32 |
S1 |
1,910.50 |
1,910.50 |
1,934.53 |
1,924.03 |
S2 |
1,881.33 |
1,881.33 |
1,929.37 |
|
S3 |
1,825.10 |
1,854.27 |
1,924.22 |
|
S4 |
1,768.87 |
1,798.04 |
1,908.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,964.61 |
1,908.38 |
56.23 |
2.9% |
24.26 |
1.2% |
85% |
False |
False |
7,331 |
10 |
1,991.22 |
1,908.38 |
82.84 |
4.2% |
24.75 |
1.3% |
58% |
False |
False |
7,229 |
20 |
2,014.05 |
1,903.83 |
110.22 |
5.6% |
32.68 |
1.7% |
47% |
False |
False |
6,856 |
40 |
2,070.48 |
1,815.94 |
254.54 |
13.0% |
37.97 |
1.9% |
55% |
False |
False |
6,647 |
60 |
2,070.48 |
1,747.87 |
322.61 |
16.5% |
30.82 |
1.6% |
65% |
False |
False |
6,592 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.3% |
28.96 |
1.5% |
71% |
False |
False |
6,347 |
100 |
2,070.48 |
1,671.36 |
399.12 |
20.4% |
27.50 |
1.4% |
71% |
False |
False |
6,269 |
120 |
2,070.48 |
1,564.96 |
505.52 |
25.8% |
27.91 |
1.4% |
77% |
False |
False |
6,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,058.17 |
2.618 |
2,020.90 |
1.618 |
1,998.06 |
1.000 |
1,983.94 |
0.618 |
1,975.22 |
HIGH |
1,961.10 |
0.618 |
1,952.38 |
0.500 |
1,949.68 |
0.382 |
1,946.98 |
LOW |
1,938.26 |
0.618 |
1,924.14 |
1.000 |
1,915.42 |
1.618 |
1,901.30 |
2.618 |
1,878.46 |
4.250 |
1,841.19 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,953.98 |
1,954.55 |
PP |
1,951.83 |
1,952.96 |
S1 |
1,949.68 |
1,951.38 |
|