Trading Metrics calculated at close of trading on 16-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
28,139.76 |
28,031.69 |
-108.07 |
-0.4% |
27,925.23 |
High |
28,231.06 |
28,364.77 |
133.71 |
0.5% |
28,206.21 |
Low |
27,931.45 |
28,021.67 |
90.22 |
0.3% |
27,447.08 |
Close |
27,995.60 |
28,032.38 |
36.78 |
0.1% |
27,665.64 |
Range |
299.61 |
343.10 |
43.49 |
14.5% |
759.13 |
ATR |
453.16 |
447.16 |
-6.00 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,168.91 |
28,943.74 |
28,221.09 |
|
R3 |
28,825.81 |
28,600.64 |
28,126.73 |
|
R2 |
28,482.71 |
28,482.71 |
28,095.28 |
|
R1 |
28,257.54 |
28,257.54 |
28,063.83 |
28,370.13 |
PP |
28,139.61 |
28,139.61 |
28,139.61 |
28,195.90 |
S1 |
27,914.44 |
27,914.44 |
28,000.93 |
28,027.03 |
S2 |
27,796.51 |
27,796.51 |
27,969.48 |
|
S3 |
27,453.41 |
27,571.34 |
27,938.03 |
|
S4 |
27,110.31 |
27,228.24 |
27,843.68 |
|
|
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 |
28,364.77 |
27,447.08 |
917.69 |
3.3% |
423.68 |
1.5% |
64% |
True |
False |
|
10 |
29,199.35 |
27,447.08 |
1,752.27 |
6.3% |
552.94 |
2.0% |
33% |
False |
False |
|
20 |
29,199.35 |
27,447.08 |
1,752.27 |
6.3% |
413.67 |
1.5% |
33% |
False |
False |
|
40 |
29,199.35 |
25,992.28 |
3,207.07 |
11.4% |
340.62 |
1.2% |
64% |
False |
False |
|
60 |
29,199.35 |
24,971.03 |
4,228.32 |
15.1% |
367.02 |
1.3% |
72% |
False |
False |
|
80 |
29,199.35 |
24,781.84 |
4,417.51 |
15.8% |
403.15 |
1.4% |
74% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
22.9% |
404.38 |
1.4% |
82% |
False |
False |
|
120 |
29,199.35 |
20,735.02 |
8,464.33 |
30.2% |
436.73 |
1.6% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,822.95 |
2.618 |
29,263.01 |
1.618 |
28,919.91 |
1.000 |
28,707.87 |
0.618 |
28,576.81 |
HIGH |
28,364.77 |
0.618 |
28,233.71 |
0.500 |
28,193.22 |
0.382 |
28,152.73 |
LOW |
28,021.67 |
0.618 |
27,809.63 |
1.000 |
27,678.57 |
1.618 |
27,466.53 |
2.618 |
27,123.43 |
4.250 |
26,563.50 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
28,193.22 |
28,041.76 |
PP |
28,139.61 |
28,038.63 |
S1 |
28,085.99 |
28,035.51 |
|