Trading Metrics calculated at close of trading on 17-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,953.44 |
1,959.16 |
5.72 |
0.3% |
1,932.88 |
High |
1,971.34 |
1,960.03 |
-11.31 |
-0.6% |
1,964.61 |
Low |
1,950.65 |
1,934.41 |
-16.24 |
-0.8% |
1,908.38 |
Close |
1,959.23 |
1,943.85 |
-15.38 |
-0.8% |
1,939.68 |
Range |
20.69 |
25.62 |
4.93 |
23.8% |
56.23 |
ATR |
30.32 |
29.99 |
-0.34 |
-1.1% |
0.00 |
Volume |
7,360 |
7,080 |
-280 |
-3.8% |
35,210 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,022.96 |
2,009.02 |
1,957.94 |
|
R3 |
1,997.34 |
1,983.40 |
1,950.90 |
|
R2 |
1,971.72 |
1,971.72 |
1,948.55 |
|
R1 |
1,957.78 |
1,957.78 |
1,946.20 |
1,951.94 |
PP |
1,946.10 |
1,946.10 |
1,946.10 |
1,943.18 |
S1 |
1,932.16 |
1,932.16 |
1,941.50 |
1,926.32 |
S2 |
1,920.48 |
1,920.48 |
1,939.15 |
|
S3 |
1,894.86 |
1,906.54 |
1,936.80 |
|
S4 |
1,869.24 |
1,880.92 |
1,929.76 |
|
|
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 |
1,934.41 |
36.93 |
1.9% |
21.21 |
1.1% |
26% |
False |
True |
7,337 |
10 |
1,971.34 |
1,908.38 |
62.96 |
3.2% |
22.64 |
1.2% |
56% |
False |
False |
7,162 |
20 |
1,991.22 |
1,903.83 |
87.39 |
4.5% |
29.00 |
1.5% |
46% |
False |
False |
7,093 |
40 |
2,070.48 |
1,869.42 |
201.06 |
10.3% |
37.42 |
1.9% |
37% |
False |
False |
6,683 |
60 |
2,070.48 |
1,748.41 |
322.07 |
16.6% |
31.11 |
1.6% |
61% |
False |
False |
6,658 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.5% |
29.01 |
1.5% |
68% |
False |
False |
6,418 |
100 |
2,070.48 |
1,671.36 |
399.12 |
20.5% |
27.42 |
1.4% |
68% |
False |
False |
6,305 |
120 |
2,070.48 |
1,607.57 |
462.91 |
23.8% |
27.48 |
1.4% |
73% |
False |
False |
6,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,068.92 |
2.618 |
2,027.10 |
1.618 |
2,001.48 |
1.000 |
1,985.65 |
0.618 |
1,975.86 |
HIGH |
1,960.03 |
0.618 |
1,950.24 |
0.500 |
1,947.22 |
0.382 |
1,944.20 |
LOW |
1,934.41 |
0.618 |
1,918.58 |
1.000 |
1,908.79 |
1.618 |
1,892.96 |
2.618 |
1,867.34 |
4.250 |
1,825.53 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,947.22 |
1,952.88 |
PP |
1,946.10 |
1,949.87 |
S1 |
1,944.97 |
1,946.86 |
|