Trading Metrics calculated at close of trading on 24-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,899.55 |
1,862.95 |
-36.60 |
-1.9% |
1,939.69 |
High |
1,904.26 |
1,875.73 |
-28.53 |
-1.5% |
1,971.34 |
Low |
1,858.03 |
1,849.22 |
-8.81 |
-0.5% |
1,934.41 |
Close |
1,862.90 |
1,867.76 |
4.86 |
0.3% |
1,949.65 |
Range |
46.23 |
26.51 |
-19.72 |
-42.7% |
36.93 |
ATR |
32.01 |
31.62 |
-0.39 |
-1.2% |
0.00 |
Volume |
6,272 |
6,533 |
261 |
4.2% |
36,531 |
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.77 |
1,932.27 |
1,882.34 |
|
R3 |
1,917.26 |
1,905.76 |
1,875.05 |
|
R2 |
1,890.75 |
1,890.75 |
1,872.62 |
|
R1 |
1,879.25 |
1,879.25 |
1,870.19 |
1,885.00 |
PP |
1,864.24 |
1,864.24 |
1,864.24 |
1,867.11 |
S1 |
1,852.74 |
1,852.74 |
1,865.33 |
1,858.49 |
S2 |
1,837.73 |
1,837.73 |
1,862.90 |
|
S3 |
1,811.22 |
1,826.23 |
1,860.47 |
|
S4 |
1,784.71 |
1,799.72 |
1,853.18 |
|
|
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 |
1,959.31 |
1,849.22 |
110.09 |
5.9% |
35.27 |
1.9% |
17% |
False |
True |
6,729 |
10 |
1,971.34 |
1,849.22 |
122.12 |
6.5% |
28.24 |
1.5% |
15% |
False |
True |
7,033 |
20 |
1,991.22 |
1,849.22 |
142.00 |
7.6% |
27.97 |
1.5% |
13% |
False |
True |
7,116 |
40 |
2,070.48 |
1,849.22 |
221.26 |
11.8% |
37.02 |
2.0% |
8% |
False |
True |
6,685 |
60 |
2,070.48 |
1,770.76 |
299.72 |
16.0% |
32.46 |
1.7% |
32% |
False |
False |
6,716 |
80 |
2,070.48 |
1,672.80 |
397.68 |
21.3% |
29.70 |
1.6% |
49% |
False |
False |
6,470 |
100 |
2,070.48 |
1,672.80 |
397.68 |
21.3% |
27.92 |
1.5% |
49% |
False |
False |
6,332 |
120 |
2,070.48 |
1,663.76 |
406.72 |
21.8% |
27.73 |
1.5% |
50% |
False |
False |
6,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,988.40 |
2.618 |
1,945.13 |
1.618 |
1,918.62 |
1.000 |
1,902.24 |
0.618 |
1,892.11 |
HIGH |
1,875.73 |
0.618 |
1,865.60 |
0.500 |
1,862.48 |
0.382 |
1,859.35 |
LOW |
1,849.22 |
0.618 |
1,832.84 |
1.000 |
1,822.71 |
1.618 |
1,806.33 |
2.618 |
1,779.82 |
4.250 |
1,736.55 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,866.00 |
1,884.06 |
PP |
1,864.24 |
1,878.63 |
S1 |
1,862.48 |
1,873.19 |
|