Trading Metrics calculated at close of trading on 22-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
10,781.89 |
11,082.09 |
300.20 |
2.8% |
11,250.80 |
High |
10,984.76 |
11,207.08 |
222.32 |
2.0% |
11,495.40 |
Low |
10,677.85 |
10,943.26 |
265.41 |
2.5% |
10,769.40 |
Close |
10,980.22 |
11,186.37 |
206.15 |
1.9% |
10,936.98 |
Range |
306.91 |
263.82 |
-43.09 |
-14.0% |
726.00 |
ATR |
302.93 |
300.13 |
-2.79 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,903.70 |
11,808.85 |
11,331.47 |
|
R3 |
11,639.88 |
11,545.03 |
11,258.92 |
|
R2 |
11,376.06 |
11,376.06 |
11,234.74 |
|
R1 |
11,281.21 |
11,281.21 |
11,210.55 |
11,328.64 |
PP |
11,112.24 |
11,112.24 |
11,112.24 |
11,135.95 |
S1 |
11,017.39 |
11,017.39 |
11,162.19 |
11,064.82 |
S2 |
10,848.42 |
10,848.42 |
11,138.00 |
|
S3 |
10,584.60 |
10,753.57 |
11,113.82 |
|
S4 |
10,320.78 |
10,489.75 |
11,041.27 |
|
|
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 |
11,486.09 |
10,677.85 |
808.24 |
7.2% |
284.33 |
2.5% |
63% |
False |
False |
|
10 |
11,566.34 |
10,677.85 |
888.49 |
7.9% |
280.91 |
2.5% |
57% |
False |
False |
|
20 |
12,439.48 |
10,677.85 |
1,761.63 |
15.7% |
283.76 |
2.5% |
29% |
False |
False |
|
40 |
12,439.48 |
10,527.43 |
1,912.05 |
17.1% |
219.92 |
2.0% |
34% |
False |
False |
|
60 |
12,439.48 |
9,742.89 |
2,696.59 |
24.1% |
219.65 |
2.0% |
54% |
False |
False |
|
80 |
12,439.48 |
9,489.58 |
2,949.90 |
26.4% |
211.84 |
1.9% |
58% |
False |
False |
|
100 |
12,439.48 |
8,665.40 |
3,774.08 |
33.7% |
203.48 |
1.8% |
67% |
False |
False |
|
120 |
12,439.48 |
7,432.28 |
5,007.20 |
44.8% |
202.44 |
1.8% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,328.32 |
2.618 |
11,897.76 |
1.618 |
11,633.94 |
1.000 |
11,470.90 |
0.618 |
11,370.12 |
HIGH |
11,207.08 |
0.618 |
11,106.30 |
0.500 |
11,075.17 |
0.382 |
11,044.04 |
LOW |
10,943.26 |
0.618 |
10,780.22 |
1.000 |
10,679.44 |
1.618 |
10,516.40 |
2.618 |
10,252.58 |
4.250 |
9,822.03 |
|
|
Fisher Pivots for day following 22-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
11,149.30 |
11,105.07 |
PP |
11,112.24 |
11,023.77 |
S1 |
11,075.17 |
10,942.47 |
|