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 |
27,834.18 |
27,864.87 |
30.69 |
0.1% |
27,718.74 |
High |
28,056.79 |
27,946.69 |
-110.10 |
-0.4% |
28,364.77 |
Low |
27,657.53 |
27,487.97 |
-169.56 |
-0.6% |
27,487.97 |
Close |
27,901.98 |
27,657.42 |
-244.56 |
-0.9% |
27,657.42 |
Range |
399.26 |
458.72 |
59.46 |
14.9% |
876.80 |
ATR |
443.74 |
444.81 |
1.07 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,073.52 |
28,824.19 |
27,909.72 |
|
R3 |
28,614.80 |
28,365.47 |
27,783.57 |
|
R2 |
28,156.08 |
28,156.08 |
27,741.52 |
|
R1 |
27,906.75 |
27,906.75 |
27,699.47 |
27,802.06 |
PP |
27,697.36 |
27,697.36 |
27,697.36 |
27,645.01 |
S1 |
27,448.03 |
27,448.03 |
27,615.37 |
27,343.34 |
S2 |
27,238.64 |
27,238.64 |
27,573.32 |
|
S3 |
26,779.92 |
26,989.31 |
27,531.27 |
|
S4 |
26,321.20 |
26,530.59 |
27,405.12 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,467.12 |
29,939.07 |
28,139.66 |
|
R3 |
29,590.32 |
29,062.27 |
27,898.54 |
|
R2 |
28,713.52 |
28,713.52 |
27,818.17 |
|
R1 |
28,185.47 |
28,185.47 |
27,737.79 |
28,011.10 |
PP |
27,836.72 |
27,836.72 |
27,836.72 |
27,749.53 |
S1 |
27,308.67 |
27,308.67 |
27,577.05 |
27,134.30 |
S2 |
26,959.92 |
26,959.92 |
27,496.67 |
|
S3 |
26,083.12 |
26,431.87 |
27,416.30 |
|
S4 |
25,206.32 |
25,555.07 |
27,175.18 |
|
|
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 |
27,487.97 |
876.80 |
3.2% |
373.60 |
1.4% |
19% |
False |
True |
|
10 |
28,539.75 |
27,447.08 |
1,092.67 |
4.0% |
481.35 |
1.7% |
19% |
False |
False |
|
20 |
29,199.35 |
27,447.08 |
1,752.27 |
6.3% |
430.17 |
1.6% |
12% |
False |
False |
|
40 |
29,199.35 |
25,992.28 |
3,207.07 |
11.6% |
345.70 |
1.2% |
52% |
False |
False |
|
60 |
29,199.35 |
24,971.03 |
4,228.32 |
15.3% |
366.23 |
1.3% |
64% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
15.8% |
402.17 |
1.5% |
65% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.2% |
404.48 |
1.5% |
76% |
False |
False |
|
120 |
29,199.35 |
20,735.02 |
8,464.33 |
30.6% |
429.59 |
1.6% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,896.25 |
2.618 |
29,147.62 |
1.618 |
28,688.90 |
1.000 |
28,405.41 |
0.618 |
28,230.18 |
HIGH |
27,946.69 |
0.618 |
27,771.46 |
0.500 |
27,717.33 |
0.382 |
27,663.20 |
LOW |
27,487.97 |
0.618 |
27,204.48 |
1.000 |
27,029.25 |
1.618 |
26,745.76 |
2.618 |
26,287.04 |
4.250 |
25,538.41 |
|
|
Fisher Pivots for day following 18-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,717.33 |
27,926.37 |
PP |
27,697.36 |
27,836.72 |
S1 |
27,677.39 |
27,747.07 |
|