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 |
1,939.69 |
1,956.10 |
16.41 |
0.8% |
1,932.88 |
High |
1,961.10 |
1,970.74 |
9.64 |
0.5% |
1,964.61 |
Low |
1,938.26 |
1,949.13 |
10.87 |
0.6% |
1,908.38 |
Close |
1,956.13 |
1,953.39 |
-2.74 |
-0.1% |
1,939.68 |
Range |
22.84 |
21.61 |
-1.23 |
-5.4% |
56.23 |
ATR |
31.79 |
31.06 |
-0.73 |
-2.3% |
0.00 |
Volume |
7,582 |
7,393 |
-189 |
-2.5% |
35,210 |
|
Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,022.58 |
2,009.60 |
1,965.28 |
|
R3 |
2,000.97 |
1,987.99 |
1,959.33 |
|
R2 |
1,979.36 |
1,979.36 |
1,957.35 |
|
R1 |
1,966.38 |
1,966.38 |
1,955.37 |
1,962.07 |
PP |
1,957.75 |
1,957.75 |
1,957.75 |
1,955.60 |
S1 |
1,944.77 |
1,944.77 |
1,951.41 |
1,940.46 |
S2 |
1,936.14 |
1,936.14 |
1,949.43 |
|
S3 |
1,914.53 |
1,923.16 |
1,947.45 |
|
S4 |
1,892.92 |
1,901.55 |
1,941.50 |
|
|
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 |
1,970.74 |
1,920.81 |
49.93 |
2.6% |
22.30 |
1.1% |
65% |
True |
False |
7,322 |
10 |
1,972.40 |
1,908.38 |
64.02 |
3.3% |
24.34 |
1.2% |
70% |
False |
False |
7,205 |
20 |
2,005.80 |
1,903.83 |
101.97 |
5.2% |
32.11 |
1.6% |
49% |
False |
False |
6,920 |
40 |
2,070.48 |
1,840.66 |
229.82 |
11.8% |
37.84 |
1.9% |
49% |
False |
False |
6,659 |
60 |
2,070.48 |
1,748.41 |
322.07 |
16.5% |
30.81 |
1.6% |
64% |
False |
False |
6,622 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.4% |
28.92 |
1.5% |
71% |
False |
False |
6,374 |
100 |
2,070.48 |
1,671.36 |
399.12 |
20.4% |
27.50 |
1.4% |
71% |
False |
False |
6,280 |
120 |
2,070.48 |
1,564.96 |
505.52 |
25.9% |
27.66 |
1.4% |
77% |
False |
False |
6,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,062.58 |
2.618 |
2,027.31 |
1.618 |
2,005.70 |
1.000 |
1,992.35 |
0.618 |
1,984.09 |
HIGH |
1,970.74 |
0.618 |
1,962.48 |
0.500 |
1,959.94 |
0.382 |
1,957.39 |
LOW |
1,949.13 |
0.618 |
1,935.78 |
1.000 |
1,927.52 |
1.618 |
1,914.17 |
2.618 |
1,892.56 |
4.250 |
1,857.29 |
|
|
Fisher Pivots for day following 15-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,959.94 |
1,954.44 |
PP |
1,957.75 |
1,954.09 |
S1 |
1,955.57 |
1,953.74 |
|