Trading Metrics calculated at close of trading on 25-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
26,716.09 |
26,694.51 |
-21.58 |
-0.1% |
27,484.71 |
High |
27,094.85 |
27,239.29 |
144.44 |
0.5% |
27,484.71 |
Low |
26,537.01 |
26,635.38 |
98.37 |
0.4% |
26,537.01 |
Close |
26,815.44 |
27,173.96 |
358.52 |
1.3% |
27,173.96 |
Range |
557.84 |
603.91 |
46.07 |
8.3% |
947.70 |
ATR |
495.20 |
502.97 |
7.76 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,827.94 |
28,604.86 |
27,506.11 |
|
R3 |
28,224.03 |
28,000.95 |
27,340.04 |
|
R2 |
27,620.12 |
27,620.12 |
27,284.68 |
|
R1 |
27,397.04 |
27,397.04 |
27,229.32 |
27,508.58 |
PP |
27,016.21 |
27,016.21 |
27,016.21 |
27,071.98 |
S1 |
26,793.13 |
26,793.13 |
27,118.60 |
26,904.67 |
S2 |
26,412.30 |
26,412.30 |
27,063.24 |
|
S3 |
25,808.39 |
26,189.22 |
27,007.88 |
|
S4 |
25,204.48 |
25,585.31 |
26,841.81 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,908.33 |
29,488.84 |
27,695.20 |
|
R3 |
28,960.63 |
28,541.14 |
27,434.58 |
|
R2 |
28,012.93 |
28,012.93 |
27,347.71 |
|
R1 |
27,593.44 |
27,593.44 |
27,260.83 |
27,329.34 |
PP |
27,065.23 |
27,065.23 |
27,065.23 |
26,933.17 |
S1 |
26,645.74 |
26,645.74 |
27,087.09 |
26,381.64 |
S2 |
26,117.53 |
26,117.53 |
27,000.22 |
|
S3 |
25,169.83 |
25,698.04 |
26,913.34 |
|
S4 |
24,222.13 |
24,750.34 |
26,652.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,484.71 |
26,537.01 |
947.70 |
3.5% |
604.56 |
2.2% |
67% |
False |
False |
|
10 |
28,364.77 |
26,537.01 |
1,827.76 |
6.7% |
489.08 |
1.8% |
35% |
False |
False |
|
20 |
29,199.35 |
26,537.01 |
2,662.34 |
9.8% |
515.20 |
1.9% |
24% |
False |
False |
|
40 |
29,199.35 |
26,013.59 |
3,185.76 |
11.7% |
390.61 |
1.4% |
36% |
False |
False |
|
60 |
29,199.35 |
25,526.33 |
3,673.02 |
13.5% |
375.71 |
1.4% |
45% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
16.0% |
417.59 |
1.5% |
54% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.6% |
415.77 |
1.5% |
68% |
False |
False |
|
120 |
29,199.35 |
22,634.45 |
6,564.90 |
24.2% |
423.60 |
1.6% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,805.91 |
2.618 |
28,820.33 |
1.618 |
28,216.42 |
1.000 |
27,843.20 |
0.618 |
27,612.51 |
HIGH |
27,239.29 |
0.618 |
27,008.60 |
0.500 |
26,937.34 |
0.382 |
26,866.07 |
LOW |
26,635.38 |
0.618 |
26,262.16 |
1.000 |
26,031.47 |
1.618 |
25,658.25 |
2.618 |
25,054.34 |
4.250 |
24,068.76 |
|
|
Fisher Pivots for day following 25-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,095.09 |
27,116.22 |
PP |
27,016.21 |
27,058.48 |
S1 |
26,937.34 |
27,000.74 |
|