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 |
27,413.60 |
26,716.09 |
-697.51 |
-2.5% |
27,718.74 |
High |
27,464.46 |
27,094.85 |
-369.61 |
-1.3% |
28,364.77 |
Low |
26,716.12 |
26,537.01 |
-179.11 |
-0.7% |
27,487.97 |
Close |
26,763.13 |
26,815.44 |
52.31 |
0.2% |
27,657.42 |
Range |
748.34 |
557.84 |
-190.50 |
-25.5% |
876.80 |
ATR |
490.38 |
495.20 |
4.82 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,489.29 |
28,210.20 |
27,122.25 |
|
R3 |
27,931.45 |
27,652.36 |
26,968.85 |
|
R2 |
27,373.61 |
27,373.61 |
26,917.71 |
|
R1 |
27,094.52 |
27,094.52 |
26,866.58 |
27,234.07 |
PP |
26,815.77 |
26,815.77 |
26,815.77 |
26,885.54 |
S1 |
26,536.68 |
26,536.68 |
26,764.30 |
26,676.23 |
S2 |
26,257.93 |
26,257.93 |
26,713.17 |
|
S3 |
25,700.09 |
25,978.84 |
26,662.03 |
|
S4 |
25,142.25 |
25,421.00 |
26,508.63 |
|
|
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 |
27,946.69 |
26,537.01 |
1,409.68 |
5.3% |
575.52 |
2.1% |
20% |
False |
True |
|
10 |
28,364.77 |
26,537.01 |
1,827.76 |
6.8% |
466.76 |
1.7% |
15% |
False |
True |
|
20 |
29,199.35 |
26,537.01 |
2,662.34 |
9.9% |
498.52 |
1.9% |
10% |
False |
True |
|
40 |
29,199.35 |
25,992.28 |
3,207.07 |
12.0% |
385.08 |
1.4% |
26% |
False |
False |
|
60 |
29,199.35 |
25,526.33 |
3,673.02 |
13.7% |
370.74 |
1.4% |
35% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
16.2% |
415.42 |
1.5% |
45% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.9% |
412.74 |
1.5% |
63% |
False |
False |
|
120 |
29,199.35 |
21,693.63 |
7,505.72 |
28.0% |
427.65 |
1.6% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,465.67 |
2.618 |
28,555.28 |
1.618 |
27,997.44 |
1.000 |
27,652.69 |
0.618 |
27,439.60 |
HIGH |
27,094.85 |
0.618 |
26,881.76 |
0.500 |
26,815.93 |
0.382 |
26,750.10 |
LOW |
26,537.01 |
0.618 |
26,192.26 |
1.000 |
25,979.17 |
1.618 |
25,634.42 |
2.618 |
25,076.58 |
4.250 |
24,166.19 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
26,815.93 |
27,000.74 |
PP |
26,815.77 |
26,938.97 |
S1 |
26,815.60 |
26,877.21 |
|