Trading Metrics calculated at close of trading on 14-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
27,613.86 |
27,718.74 |
104.88 |
0.4% |
27,925.23 |
High |
27,828.82 |
28,086.06 |
257.24 |
0.9% |
28,206.21 |
Low |
27,448.15 |
27,718.74 |
270.59 |
1.0% |
27,447.08 |
Close |
27,665.64 |
27,993.33 |
327.69 |
1.2% |
27,665.64 |
Range |
380.67 |
367.32 |
-13.35 |
-3.5% |
759.13 |
ATR |
468.39 |
464.97 |
-3.43 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,034.67 |
28,881.32 |
28,195.36 |
|
R3 |
28,667.35 |
28,514.00 |
28,094.34 |
|
R2 |
28,300.03 |
28,300.03 |
28,060.67 |
|
R1 |
28,146.68 |
28,146.68 |
28,027.00 |
28,223.36 |
PP |
27,932.71 |
27,932.71 |
27,932.71 |
27,971.05 |
S1 |
27,779.36 |
27,779.36 |
27,959.66 |
27,856.04 |
S2 |
27,565.39 |
27,565.39 |
27,925.99 |
|
S3 |
27,198.07 |
27,412.04 |
27,892.32 |
|
S4 |
26,830.75 |
27,044.72 |
27,791.30 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,050.37 |
29,617.13 |
28,083.16 |
|
R3 |
29,291.24 |
28,858.00 |
27,874.40 |
|
R2 |
28,532.11 |
28,532.11 |
27,804.81 |
|
R1 |
28,098.87 |
28,098.87 |
27,735.23 |
27,935.93 |
PP |
27,772.98 |
27,772.98 |
27,772.98 |
27,691.50 |
S1 |
27,339.74 |
27,339.74 |
27,596.05 |
27,176.80 |
S2 |
27,013.85 |
27,013.85 |
27,526.47 |
|
S3 |
26,254.72 |
26,580.61 |
27,456.88 |
|
S4 |
25,495.59 |
25,821.48 |
27,248.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,206.21 |
27,447.08 |
759.13 |
2.7% |
487.54 |
1.7% |
72% |
False |
False |
|
10 |
29,199.35 |
27,447.08 |
1,752.27 |
6.3% |
553.52 |
2.0% |
31% |
False |
False |
|
20 |
29,199.35 |
27,447.08 |
1,752.27 |
6.3% |
401.82 |
1.4% |
31% |
False |
False |
|
40 |
29,199.35 |
25,992.28 |
3,207.07 |
11.5% |
337.55 |
1.2% |
62% |
False |
False |
|
60 |
29,199.35 |
24,971.03 |
4,228.32 |
15.1% |
374.37 |
1.3% |
71% |
False |
False |
|
80 |
29,199.35 |
24,294.07 |
4,905.28 |
17.5% |
401.80 |
1.4% |
75% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
22.9% |
406.01 |
1.5% |
81% |
False |
False |
|
120 |
29,199.35 |
20,538.34 |
8,661.01 |
30.9% |
453.45 |
1.6% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,647.17 |
2.618 |
29,047.70 |
1.618 |
28,680.38 |
1.000 |
28,453.38 |
0.618 |
28,313.06 |
HIGH |
28,086.06 |
0.618 |
27,945.74 |
0.500 |
27,902.40 |
0.382 |
27,859.06 |
LOW |
27,718.74 |
0.618 |
27,491.74 |
1.000 |
27,351.42 |
1.618 |
27,124.42 |
2.618 |
26,757.10 |
4.250 |
26,157.63 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,963.02 |
27,932.53 |
PP |
27,932.71 |
27,871.73 |
S1 |
27,902.40 |
27,810.93 |
|