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 |
27,484.71 |
27,170.34 |
-314.37 |
-1.1% |
27,718.74 |
High |
27,484.71 |
27,333.09 |
-151.62 |
-0.6% |
28,364.77 |
Low |
26,715.15 |
26,989.93 |
274.78 |
1.0% |
27,487.97 |
Close |
27,147.70 |
27,288.18 |
140.48 |
0.5% |
27,657.42 |
Range |
769.56 |
343.16 |
-426.40 |
-55.4% |
876.80 |
ATR |
480.34 |
470.54 |
-9.80 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,233.21 |
28,103.86 |
27,476.92 |
|
R3 |
27,890.05 |
27,760.70 |
27,382.55 |
|
R2 |
27,546.89 |
27,546.89 |
27,351.09 |
|
R1 |
27,417.54 |
27,417.54 |
27,319.64 |
27,482.22 |
PP |
27,203.73 |
27,203.73 |
27,203.73 |
27,236.07 |
S1 |
27,074.38 |
27,074.38 |
27,256.72 |
27,139.06 |
S2 |
26,860.57 |
26,860.57 |
27,225.27 |
|
S3 |
26,517.41 |
26,731.22 |
27,193.81 |
|
S4 |
26,174.25 |
26,388.06 |
27,099.44 |
|
|
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 |
26,715.15 |
1,649.62 |
6.0% |
462.76 |
1.7% |
35% |
False |
False |
|
10 |
28,364.77 |
26,715.15 |
1,649.62 |
6.0% |
459.08 |
1.7% |
35% |
False |
False |
|
20 |
29,199.35 |
26,715.15 |
2,484.20 |
9.1% |
458.51 |
1.7% |
23% |
False |
False |
|
40 |
29,199.35 |
25,992.28 |
3,207.07 |
11.8% |
362.98 |
1.3% |
40% |
False |
False |
|
60 |
29,199.35 |
25,096.16 |
4,103.19 |
15.0% |
364.56 |
1.3% |
53% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
16.0% |
405.44 |
1.5% |
56% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.5% |
408.52 |
1.5% |
70% |
False |
False |
|
120 |
29,199.35 |
20,735.02 |
8,464.33 |
31.0% |
427.83 |
1.6% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,791.52 |
2.618 |
28,231.48 |
1.618 |
27,888.32 |
1.000 |
27,676.25 |
0.618 |
27,545.16 |
HIGH |
27,333.09 |
0.618 |
27,202.00 |
0.500 |
27,161.51 |
0.382 |
27,121.02 |
LOW |
26,989.93 |
0.618 |
26,777.86 |
1.000 |
26,646.77 |
1.618 |
26,434.70 |
2.618 |
26,091.54 |
4.250 |
25,531.50 |
|
|
Fisher Pivots for day following 22-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,245.96 |
27,330.92 |
PP |
27,203.73 |
27,316.67 |
S1 |
27,161.51 |
27,302.43 |
|