Trading Metrics calculated at close of trading on 25-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,862.95 |
1,867.72 |
4.77 |
0.3% |
1,949.58 |
High |
1,875.73 |
1,873.86 |
-1.87 |
-0.1% |
1,954.28 |
Low |
1,849.22 |
1,854.94 |
5.72 |
0.3% |
1,849.22 |
Close |
1,867.76 |
1,860.32 |
-7.44 |
-0.4% |
1,860.32 |
Range |
26.51 |
18.92 |
-7.59 |
-28.6% |
105.06 |
ATR |
31.62 |
30.71 |
-0.91 |
-2.9% |
0.00 |
Volume |
6,533 |
6,427 |
-106 |
-1.6% |
32,959 |
|
Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.80 |
1,908.98 |
1,870.73 |
|
R3 |
1,900.88 |
1,890.06 |
1,865.52 |
|
R2 |
1,881.96 |
1,881.96 |
1,863.79 |
|
R1 |
1,871.14 |
1,871.14 |
1,862.05 |
1,867.09 |
PP |
1,863.04 |
1,863.04 |
1,863.04 |
1,861.02 |
S1 |
1,852.22 |
1,852.22 |
1,858.59 |
1,848.17 |
S2 |
1,844.12 |
1,844.12 |
1,856.85 |
|
S3 |
1,825.20 |
1,833.30 |
1,855.12 |
|
S4 |
1,806.28 |
1,814.38 |
1,849.91 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,203.12 |
2,136.78 |
1,918.10 |
|
R3 |
2,098.06 |
2,031.72 |
1,889.21 |
|
R2 |
1,993.00 |
1,993.00 |
1,879.58 |
|
R1 |
1,926.66 |
1,926.66 |
1,869.95 |
1,907.30 |
PP |
1,887.94 |
1,887.94 |
1,887.94 |
1,878.26 |
S1 |
1,821.60 |
1,821.60 |
1,850.69 |
1,802.24 |
S2 |
1,782.88 |
1,782.88 |
1,841.06 |
|
S3 |
1,677.82 |
1,716.54 |
1,831.43 |
|
S4 |
1,572.76 |
1,611.48 |
1,802.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,954.28 |
1,849.22 |
105.06 |
5.6% |
35.94 |
1.9% |
11% |
False |
False |
6,591 |
10 |
1,971.34 |
1,849.22 |
122.12 |
6.6% |
28.60 |
1.5% |
9% |
False |
False |
6,949 |
20 |
1,991.22 |
1,849.22 |
142.00 |
7.6% |
26.49 |
1.4% |
8% |
False |
False |
7,077 |
40 |
2,070.48 |
1,849.22 |
221.26 |
11.9% |
36.96 |
2.0% |
5% |
False |
False |
6,671 |
60 |
2,070.48 |
1,770.76 |
299.72 |
16.1% |
32.71 |
1.8% |
30% |
False |
False |
6,718 |
80 |
2,070.48 |
1,678.27 |
392.21 |
21.1% |
29.41 |
1.6% |
46% |
False |
False |
6,481 |
100 |
2,070.48 |
1,672.80 |
397.68 |
21.4% |
27.90 |
1.5% |
47% |
False |
False |
6,336 |
120 |
2,070.48 |
1,663.76 |
406.72 |
21.9% |
27.84 |
1.5% |
48% |
False |
False |
6,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,954.27 |
2.618 |
1,923.39 |
1.618 |
1,904.47 |
1.000 |
1,892.78 |
0.618 |
1,885.55 |
HIGH |
1,873.86 |
0.618 |
1,866.63 |
0.500 |
1,864.40 |
0.382 |
1,862.17 |
LOW |
1,854.94 |
0.618 |
1,843.25 |
1.000 |
1,836.02 |
1.618 |
1,824.33 |
2.618 |
1,805.41 |
4.250 |
1,774.53 |
|
|
Fisher Pivots for day following 25-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,864.40 |
1,876.74 |
PP |
1,863.04 |
1,871.27 |
S1 |
1,861.68 |
1,865.79 |
|