Trading Metrics calculated at close of trading on 17-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
28,031.69 |
27,834.18 |
-197.51 |
-0.7% |
27,925.23 |
High |
28,364.77 |
28,056.79 |
-307.98 |
-1.1% |
28,206.21 |
Low |
28,021.67 |
27,657.53 |
-364.14 |
-1.3% |
27,447.08 |
Close |
28,032.38 |
27,901.98 |
-130.40 |
-0.5% |
27,665.64 |
Range |
343.10 |
399.26 |
56.16 |
16.4% |
759.13 |
ATR |
447.16 |
443.74 |
-3.42 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,069.88 |
28,885.19 |
28,121.57 |
|
R3 |
28,670.62 |
28,485.93 |
28,011.78 |
|
R2 |
28,271.36 |
28,271.36 |
27,975.18 |
|
R1 |
28,086.67 |
28,086.67 |
27,938.58 |
28,179.02 |
PP |
27,872.10 |
27,872.10 |
27,872.10 |
27,918.27 |
S1 |
27,687.41 |
27,687.41 |
27,865.38 |
27,779.76 |
S2 |
27,472.84 |
27,472.84 |
27,828.78 |
|
S3 |
27,073.58 |
27,288.15 |
27,792.18 |
|
S4 |
26,674.32 |
26,888.89 |
27,682.39 |
|
|
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 |
27,448.15 |
916.62 |
3.3% |
357.99 |
1.3% |
50% |
False |
False |
|
10 |
29,199.35 |
27,447.08 |
1,752.27 |
6.3% |
547.93 |
2.0% |
26% |
False |
False |
|
20 |
29,199.35 |
27,447.08 |
1,752.27 |
6.3% |
420.00 |
1.5% |
26% |
False |
False |
|
40 |
29,199.35 |
25,992.28 |
3,207.07 |
11.5% |
344.58 |
1.2% |
60% |
False |
False |
|
60 |
29,199.35 |
24,971.03 |
4,228.32 |
15.2% |
370.19 |
1.3% |
69% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
15.6% |
403.21 |
1.4% |
70% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.0% |
404.71 |
1.5% |
80% |
False |
False |
|
120 |
29,199.35 |
20,735.02 |
8,464.33 |
30.3% |
432.90 |
1.6% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,753.65 |
2.618 |
29,102.05 |
1.618 |
28,702.79 |
1.000 |
28,456.05 |
0.618 |
28,303.53 |
HIGH |
28,056.79 |
0.618 |
27,904.27 |
0.500 |
27,857.16 |
0.382 |
27,810.05 |
LOW |
27,657.53 |
0.618 |
27,410.79 |
1.000 |
27,258.27 |
1.618 |
27,011.53 |
2.618 |
26,612.27 |
4.250 |
25,960.68 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,887.04 |
28,011.15 |
PP |
27,872.10 |
27,974.76 |
S1 |
27,857.16 |
27,938.37 |
|