Trading Metrics calculated at close of trading on 23-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,912.22 |
1,899.55 |
-12.67 |
-0.7% |
1,939.69 |
High |
1,918.90 |
1,904.26 |
-14.64 |
-0.8% |
1,971.34 |
Low |
1,896.88 |
1,858.03 |
-38.85 |
-2.0% |
1,934.41 |
Close |
1,899.69 |
1,862.90 |
-36.79 |
-1.9% |
1,949.65 |
Range |
22.02 |
46.23 |
24.21 |
109.9% |
36.93 |
ATR |
30.92 |
32.01 |
1.09 |
3.5% |
0.00 |
Volume |
7,030 |
6,272 |
-758 |
-10.8% |
36,531 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,013.75 |
1,984.56 |
1,888.33 |
|
R3 |
1,967.52 |
1,938.33 |
1,875.61 |
|
R2 |
1,921.29 |
1,921.29 |
1,871.38 |
|
R1 |
1,892.10 |
1,892.10 |
1,867.14 |
1,883.58 |
PP |
1,875.06 |
1,875.06 |
1,875.06 |
1,870.81 |
S1 |
1,845.87 |
1,845.87 |
1,858.66 |
1,837.35 |
S2 |
1,828.83 |
1,828.83 |
1,854.42 |
|
S3 |
1,782.60 |
1,799.64 |
1,850.19 |
|
S4 |
1,736.37 |
1,753.41 |
1,837.47 |
|
|
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 |
1,960.03 |
1,858.03 |
102.00 |
5.5% |
35.09 |
1.9% |
5% |
False |
True |
6,839 |
10 |
1,971.34 |
1,858.03 |
113.31 |
6.1% |
27.85 |
1.5% |
4% |
False |
True |
7,111 |
20 |
1,991.22 |
1,858.03 |
133.19 |
7.1% |
29.12 |
1.6% |
4% |
False |
True |
7,105 |
40 |
2,070.48 |
1,858.03 |
212.45 |
11.4% |
37.11 |
2.0% |
2% |
False |
True |
6,695 |
60 |
2,070.48 |
1,759.10 |
311.38 |
16.7% |
32.34 |
1.7% |
33% |
False |
False |
6,705 |
80 |
2,070.48 |
1,672.80 |
397.68 |
21.3% |
29.66 |
1.6% |
48% |
False |
False |
6,461 |
100 |
2,070.48 |
1,672.80 |
397.68 |
21.3% |
28.03 |
1.5% |
48% |
False |
False |
6,328 |
120 |
2,070.48 |
1,643.69 |
426.79 |
22.9% |
27.87 |
1.5% |
51% |
False |
False |
6,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,100.74 |
2.618 |
2,025.29 |
1.618 |
1,979.06 |
1.000 |
1,950.49 |
0.618 |
1,932.83 |
HIGH |
1,904.26 |
0.618 |
1,886.60 |
0.500 |
1,881.15 |
0.382 |
1,875.69 |
LOW |
1,858.03 |
0.618 |
1,829.46 |
1.000 |
1,811.80 |
1.618 |
1,783.23 |
2.618 |
1,737.00 |
4.250 |
1,661.55 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,881.15 |
1,906.16 |
PP |
1,875.06 |
1,891.74 |
S1 |
1,868.98 |
1,877.32 |
|