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 |
10,973.70 |
11,147.80 |
174.10 |
1.6% |
11,250.80 |
High |
11,160.04 |
11,153.97 |
-6.07 |
-0.1% |
11,495.40 |
Low |
10,936.80 |
10,769.40 |
-167.40 |
-1.5% |
10,769.40 |
Close |
11,080.95 |
10,936.98 |
-143.97 |
-1.3% |
10,936.98 |
Range |
223.24 |
384.57 |
161.33 |
72.3% |
726.00 |
ATR |
296.32 |
302.62 |
6.30 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,107.16 |
11,906.64 |
11,148.49 |
|
R3 |
11,722.59 |
11,522.07 |
11,042.74 |
|
R2 |
11,338.02 |
11,338.02 |
11,007.48 |
|
R1 |
11,137.50 |
11,137.50 |
10,972.23 |
11,045.48 |
PP |
10,953.45 |
10,953.45 |
10,953.45 |
10,907.44 |
S1 |
10,752.93 |
10,752.93 |
10,901.73 |
10,660.91 |
S2 |
10,568.88 |
10,568.88 |
10,866.48 |
|
S3 |
10,184.31 |
10,368.36 |
10,831.22 |
|
S4 |
9,799.74 |
9,983.79 |
10,725.47 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,245.26 |
12,817.12 |
11,336.28 |
|
R3 |
12,519.26 |
12,091.12 |
11,136.63 |
|
R2 |
11,793.26 |
11,793.26 |
11,070.08 |
|
R1 |
11,365.12 |
11,365.12 |
11,003.53 |
11,216.19 |
PP |
11,067.26 |
11,067.26 |
11,067.26 |
10,992.80 |
S1 |
10,639.12 |
10,639.12 |
10,870.43 |
10,490.19 |
S2 |
10,341.26 |
10,341.26 |
10,803.88 |
|
S3 |
9,615.26 |
9,913.12 |
10,737.33 |
|
S4 |
8,889.26 |
9,187.12 |
10,537.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,495.40 |
10,769.40 |
726.00 |
6.6% |
229.91 |
2.1% |
23% |
False |
True |
|
10 |
11,846.18 |
10,769.40 |
1,076.78 |
9.8% |
328.39 |
3.0% |
16% |
False |
True |
|
20 |
12,439.48 |
10,769.40 |
1,670.08 |
15.3% |
270.51 |
2.5% |
10% |
False |
True |
|
40 |
12,439.48 |
10,313.94 |
2,125.54 |
19.4% |
215.43 |
2.0% |
29% |
False |
False |
|
60 |
12,439.48 |
9,742.89 |
2,696.59 |
24.7% |
217.83 |
2.0% |
44% |
False |
False |
|
80 |
12,439.48 |
9,379.93 |
3,059.55 |
28.0% |
209.29 |
1.9% |
51% |
False |
False |
|
100 |
12,439.48 |
8,665.40 |
3,774.08 |
34.5% |
200.73 |
1.8% |
60% |
False |
False |
|
120 |
12,439.48 |
7,423.97 |
5,015.51 |
45.9% |
202.05 |
1.8% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,788.39 |
2.618 |
12,160.77 |
1.618 |
11,776.20 |
1.000 |
11,538.54 |
0.618 |
11,391.63 |
HIGH |
11,153.97 |
0.618 |
11,007.06 |
0.500 |
10,961.69 |
0.382 |
10,916.31 |
LOW |
10,769.40 |
0.618 |
10,531.74 |
1.000 |
10,384.83 |
1.618 |
10,147.17 |
2.618 |
9,762.60 |
4.250 |
9,134.98 |
|
|
Fisher Pivots for day following 18-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,961.69 |
11,127.75 |
PP |
10,953.45 |
11,064.16 |
S1 |
10,945.22 |
11,000.57 |
|