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 |
11,167.22 |
10,746.35 |
-420.87 |
-3.8% |
11,250.80 |
High |
11,179.59 |
11,026.43 |
-153.16 |
-1.4% |
11,495.40 |
Low |
10,806.05 |
10,728.41 |
-77.64 |
-0.7% |
10,769.40 |
Close |
10,833.33 |
10,896.47 |
63.14 |
0.6% |
10,936.98 |
Range |
373.54 |
298.02 |
-75.52 |
-20.2% |
726.00 |
ATR |
305.86 |
305.30 |
-0.56 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,777.83 |
11,635.17 |
11,060.38 |
|
R3 |
11,479.81 |
11,337.15 |
10,978.43 |
|
R2 |
11,181.79 |
11,181.79 |
10,951.11 |
|
R1 |
11,039.13 |
11,039.13 |
10,923.79 |
11,110.46 |
PP |
10,883.77 |
10,883.77 |
10,883.77 |
10,919.44 |
S1 |
10,741.11 |
10,741.11 |
10,869.15 |
10,812.44 |
S2 |
10,585.75 |
10,585.75 |
10,841.83 |
|
S3 |
10,287.73 |
10,443.09 |
10,814.51 |
|
S4 |
9,989.71 |
10,145.07 |
10,732.56 |
|
|
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 |
11,207.08 |
10,677.85 |
529.23 |
4.9% |
325.37 |
3.0% |
41% |
False |
False |
|
10 |
11,495.40 |
10,677.85 |
817.55 |
7.5% |
272.71 |
2.5% |
27% |
False |
False |
|
20 |
12,439.48 |
10,677.85 |
1,761.63 |
16.2% |
299.60 |
2.7% |
12% |
False |
False |
|
40 |
12,439.48 |
10,531.79 |
1,907.69 |
17.5% |
230.64 |
2.1% |
19% |
False |
False |
|
60 |
12,439.48 |
10,142.75 |
2,296.73 |
21.1% |
223.33 |
2.0% |
33% |
False |
False |
|
80 |
12,439.48 |
9,489.58 |
2,949.90 |
27.1% |
217.20 |
2.0% |
48% |
False |
False |
|
100 |
12,439.48 |
8,860.77 |
3,578.71 |
32.8% |
206.45 |
1.9% |
57% |
False |
False |
|
120 |
12,439.48 |
7,763.09 |
4,676.39 |
42.9% |
204.35 |
1.9% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,293.02 |
2.618 |
11,806.65 |
1.618 |
11,508.63 |
1.000 |
11,324.45 |
0.618 |
11,210.61 |
HIGH |
11,026.43 |
0.618 |
10,912.59 |
0.500 |
10,877.42 |
0.382 |
10,842.25 |
LOW |
10,728.41 |
0.618 |
10,544.23 |
1.000 |
10,430.39 |
1.618 |
10,246.21 |
2.618 |
9,948.19 |
4.250 |
9,461.83 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,890.12 |
10,967.75 |
PP |
10,883.77 |
10,943.99 |
S1 |
10,877.42 |
10,920.23 |
|