Trading Metrics calculated at close of trading on 18-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,959.16 |
1,943.85 |
-15.31 |
-0.8% |
1,939.69 |
High |
1,960.03 |
1,959.31 |
-0.72 |
0.0% |
1,971.34 |
Low |
1,934.41 |
1,943.75 |
9.34 |
0.5% |
1,934.41 |
Close |
1,943.85 |
1,949.65 |
5.80 |
0.3% |
1,949.65 |
Range |
25.62 |
15.56 |
-10.06 |
-39.3% |
36.93 |
ATR |
29.99 |
28.96 |
-1.03 |
-3.4% |
0.00 |
Volume |
7,080 |
7,116 |
36 |
0.5% |
36,531 |
|
Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,997.58 |
1,989.18 |
1,958.21 |
|
R3 |
1,982.02 |
1,973.62 |
1,953.93 |
|
R2 |
1,966.46 |
1,966.46 |
1,952.50 |
|
R1 |
1,958.06 |
1,958.06 |
1,951.08 |
1,962.26 |
PP |
1,950.90 |
1,950.90 |
1,950.90 |
1,953.01 |
S1 |
1,942.50 |
1,942.50 |
1,948.22 |
1,946.70 |
S2 |
1,935.34 |
1,935.34 |
1,946.80 |
|
S3 |
1,919.78 |
1,926.94 |
1,945.37 |
|
S4 |
1,904.22 |
1,911.38 |
1,941.09 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,062.59 |
2,043.05 |
1,969.96 |
|
R3 |
2,025.66 |
2,006.12 |
1,959.81 |
|
R2 |
1,988.73 |
1,988.73 |
1,956.42 |
|
R1 |
1,969.19 |
1,969.19 |
1,953.04 |
1,978.96 |
PP |
1,951.80 |
1,951.80 |
1,951.80 |
1,956.69 |
S1 |
1,932.26 |
1,932.26 |
1,946.26 |
1,942.03 |
S2 |
1,914.87 |
1,914.87 |
1,942.88 |
|
S3 |
1,877.94 |
1,895.33 |
1,939.49 |
|
S4 |
1,841.01 |
1,858.40 |
1,929.34 |
|
|
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% |
21.26 |
1.1% |
41% |
False |
False |
7,306 |
10 |
1,971.34 |
1,908.38 |
62.96 |
3.2% |
21.97 |
1.1% |
66% |
False |
False |
7,174 |
20 |
1,991.22 |
1,903.83 |
87.39 |
4.5% |
27.76 |
1.4% |
52% |
False |
False |
7,136 |
40 |
2,070.48 |
1,869.42 |
201.06 |
10.3% |
37.26 |
1.9% |
40% |
False |
False |
6,688 |
60 |
2,070.48 |
1,759.10 |
311.38 |
16.0% |
30.99 |
1.6% |
61% |
False |
False |
6,673 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.4% |
28.94 |
1.5% |
70% |
False |
False |
6,439 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.4% |
27.26 |
1.4% |
70% |
False |
False |
6,316 |
120 |
2,070.48 |
1,611.27 |
459.21 |
23.6% |
27.48 |
1.4% |
74% |
False |
False |
6,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.44 |
2.618 |
2,000.05 |
1.618 |
1,984.49 |
1.000 |
1,974.87 |
0.618 |
1,968.93 |
HIGH |
1,959.31 |
0.618 |
1,953.37 |
0.500 |
1,951.53 |
0.382 |
1,949.69 |
LOW |
1,943.75 |
0.618 |
1,934.13 |
1.000 |
1,928.19 |
1.618 |
1,918.57 |
2.618 |
1,903.01 |
4.250 |
1,877.62 |
|
|
Fisher Pivots for day following 18-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,951.53 |
1,952.88 |
PP |
1,950.90 |
1,951.80 |
S1 |
1,950.28 |
1,950.73 |
|