Trading Metrics calculated at close of trading on 21-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,943.85 |
1,949.58 |
5.73 |
0.3% |
1,939.69 |
High |
1,959.31 |
1,954.28 |
-5.03 |
-0.3% |
1,971.34 |
Low |
1,943.75 |
1,888.25 |
-55.50 |
-2.9% |
1,934.41 |
Close |
1,949.65 |
1,912.21 |
-37.44 |
-1.9% |
1,949.65 |
Range |
15.56 |
66.03 |
50.47 |
324.4% |
36.93 |
ATR |
28.96 |
31.60 |
2.65 |
9.1% |
0.00 |
Volume |
7,116 |
6,697 |
-419 |
-5.9% |
36,531 |
|
Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,116.34 |
2,080.30 |
1,948.53 |
|
R3 |
2,050.31 |
2,014.27 |
1,930.37 |
|
R2 |
1,984.28 |
1,984.28 |
1,924.32 |
|
R1 |
1,948.24 |
1,948.24 |
1,918.26 |
1,933.25 |
PP |
1,918.25 |
1,918.25 |
1,918.25 |
1,910.75 |
S1 |
1,882.21 |
1,882.21 |
1,906.16 |
1,867.22 |
S2 |
1,852.22 |
1,852.22 |
1,900.10 |
|
S3 |
1,786.19 |
1,816.18 |
1,894.05 |
|
S4 |
1,720.16 |
1,750.15 |
1,875.89 |
|
|
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 |
1,888.25 |
83.09 |
4.3% |
29.90 |
1.6% |
29% |
False |
True |
7,129 |
10 |
1,971.34 |
1,888.25 |
83.09 |
4.3% |
27.08 |
1.4% |
29% |
False |
True |
7,230 |
20 |
1,991.22 |
1,888.25 |
102.97 |
5.4% |
29.30 |
1.5% |
23% |
False |
True |
7,130 |
40 |
2,070.48 |
1,869.42 |
201.06 |
10.5% |
37.80 |
2.0% |
21% |
False |
False |
6,690 |
60 |
2,070.48 |
1,759.10 |
311.38 |
16.3% |
31.96 |
1.7% |
49% |
False |
False |
6,680 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.8% |
29.57 |
1.5% |
60% |
False |
False |
6,438 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.8% |
27.76 |
1.5% |
60% |
False |
False |
6,319 |
120 |
2,070.48 |
1,643.69 |
426.79 |
22.3% |
27.57 |
1.4% |
63% |
False |
False |
6,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,234.91 |
2.618 |
2,127.15 |
1.618 |
2,061.12 |
1.000 |
2,020.31 |
0.618 |
1,995.09 |
HIGH |
1,954.28 |
0.618 |
1,929.06 |
0.500 |
1,921.27 |
0.382 |
1,913.47 |
LOW |
1,888.25 |
0.618 |
1,847.44 |
1.000 |
1,822.22 |
1.618 |
1,781.41 |
2.618 |
1,715.38 |
4.250 |
1,607.62 |
|
|
Fisher Pivots for day following 21-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,921.27 |
1,924.14 |
PP |
1,918.25 |
1,920.16 |
S1 |
1,915.23 |
1,916.19 |
|