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 |
1,956.10 |
1,953.44 |
-2.66 |
-0.1% |
1,932.88 |
High |
1,970.74 |
1,971.34 |
0.60 |
0.0% |
1,964.61 |
Low |
1,949.13 |
1,950.65 |
1.52 |
0.1% |
1,908.38 |
Close |
1,953.39 |
1,959.23 |
5.84 |
0.3% |
1,939.68 |
Range |
21.61 |
20.69 |
-0.92 |
-4.3% |
56.23 |
ATR |
31.06 |
30.32 |
-0.74 |
-2.4% |
0.00 |
Volume |
7,393 |
7,360 |
-33 |
-0.4% |
35,210 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,022.48 |
2,011.54 |
1,970.61 |
|
R3 |
2,001.79 |
1,990.85 |
1,964.92 |
|
R2 |
1,981.10 |
1,981.10 |
1,963.02 |
|
R1 |
1,970.16 |
1,970.16 |
1,961.13 |
1,975.63 |
PP |
1,960.41 |
1,960.41 |
1,960.41 |
1,963.14 |
S1 |
1,949.47 |
1,949.47 |
1,957.33 |
1,954.94 |
S2 |
1,939.72 |
1,939.72 |
1,955.44 |
|
S3 |
1,919.03 |
1,928.78 |
1,953.54 |
|
S4 |
1,898.34 |
1,908.09 |
1,947.85 |
|
|
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 |
1,971.34 |
1,938.14 |
33.20 |
1.7% |
20.60 |
1.1% |
64% |
True |
False |
7,384 |
10 |
1,971.34 |
1,908.38 |
62.96 |
3.2% |
22.61 |
1.2% |
81% |
True |
False |
7,197 |
20 |
1,991.22 |
1,903.83 |
87.39 |
4.5% |
29.13 |
1.5% |
63% |
False |
False |
7,009 |
40 |
2,070.48 |
1,864.64 |
205.84 |
10.5% |
37.59 |
1.9% |
46% |
False |
False |
6,674 |
60 |
2,070.48 |
1,748.41 |
322.07 |
16.4% |
30.87 |
1.6% |
65% |
False |
False |
6,640 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.3% |
28.92 |
1.5% |
72% |
False |
False |
6,398 |
100 |
2,070.48 |
1,671.36 |
399.12 |
20.4% |
27.55 |
1.4% |
72% |
False |
False |
6,294 |
120 |
2,070.48 |
1,581.02 |
489.46 |
25.0% |
27.57 |
1.4% |
77% |
False |
False |
6,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,059.27 |
2.618 |
2,025.51 |
1.618 |
2,004.82 |
1.000 |
1,992.03 |
0.618 |
1,984.13 |
HIGH |
1,971.34 |
0.618 |
1,963.44 |
0.500 |
1,961.00 |
0.382 |
1,958.55 |
LOW |
1,950.65 |
0.618 |
1,937.86 |
1.000 |
1,929.96 |
1.618 |
1,917.17 |
2.618 |
1,896.48 |
4.250 |
1,862.72 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,961.00 |
1,957.75 |
PP |
1,960.41 |
1,956.28 |
S1 |
1,959.82 |
1,954.80 |
|