Trading Metrics calculated at close of trading on 14-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,508.6 |
1,500.4 |
-8.2 |
-0.5% |
1,532.9 |
High |
1,523.1 |
1,539.8 |
16.7 |
1.1% |
1,553.4 |
Low |
1,481.6 |
1,496.8 |
15.2 |
1.0% |
1,479.6 |
Close |
1,493.1 |
1,536.0 |
42.9 |
2.9% |
1,493.1 |
Range |
41.5 |
43.0 |
1.5 |
3.6% |
73.8 |
ATR |
37.3 |
38.0 |
0.7 |
1.8% |
0.0 |
Volume |
229,911 |
220,596 |
-9,315 |
-4.1% |
914,709 |
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,653.2 |
1,637.6 |
1,559.7 |
|
R3 |
1,610.2 |
1,594.6 |
1,547.8 |
|
R2 |
1,567.2 |
1,567.2 |
1,543.9 |
|
R1 |
1,551.6 |
1,551.6 |
1,539.9 |
1,559.4 |
PP |
1,524.2 |
1,524.2 |
1,524.2 |
1,528.1 |
S1 |
1,508.6 |
1,508.6 |
1,532.1 |
1,516.4 |
S2 |
1,481.2 |
1,481.2 |
1,528.1 |
|
S3 |
1,438.2 |
1,465.6 |
1,524.2 |
|
S4 |
1,395.2 |
1,422.6 |
1,512.4 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,730.1 |
1,685.4 |
1,533.7 |
|
R3 |
1,656.3 |
1,611.6 |
1,513.4 |
|
R2 |
1,582.5 |
1,582.5 |
1,506.6 |
|
R1 |
1,537.8 |
1,537.8 |
1,499.9 |
1,523.3 |
PP |
1,508.7 |
1,508.7 |
1,508.7 |
1,501.4 |
S1 |
1,464.0 |
1,464.0 |
1,486.3 |
1,449.5 |
S2 |
1,434.9 |
1,434.9 |
1,479.6 |
|
S3 |
1,361.1 |
1,390.2 |
1,472.8 |
|
S4 |
1,287.3 |
1,316.4 |
1,452.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,553.4 |
1,479.6 |
73.8 |
4.8% |
47.2 |
3.1% |
76% |
False |
False |
227,061 |
10 |
1,595.7 |
1,479.6 |
116.1 |
7.6% |
46.1 |
3.0% |
49% |
False |
False |
208,986 |
20 |
1,595.7 |
1,479.6 |
116.1 |
7.6% |
34.1 |
2.2% |
49% |
False |
False |
161,892 |
40 |
1,605.7 |
1,451.1 |
154.6 |
10.1% |
32.3 |
2.1% |
55% |
False |
False |
160,217 |
60 |
1,605.7 |
1,359.6 |
246.1 |
16.0% |
37.1 |
2.4% |
72% |
False |
False |
172,590 |
80 |
1,605.7 |
1,314.5 |
291.2 |
19.0% |
41.9 |
2.7% |
76% |
False |
False |
147,814 |
100 |
1,605.7 |
1,173.1 |
432.6 |
28.2% |
44.3 |
2.9% |
84% |
False |
False |
118,291 |
120 |
1,605.7 |
1,030.4 |
575.3 |
37.5% |
46.7 |
3.0% |
88% |
False |
False |
98,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,722.6 |
2.618 |
1,652.4 |
1.618 |
1,609.4 |
1.000 |
1,582.8 |
0.618 |
1,566.4 |
HIGH |
1,539.8 |
0.618 |
1,523.4 |
0.500 |
1,518.3 |
0.382 |
1,513.2 |
LOW |
1,496.8 |
0.618 |
1,470.2 |
1.000 |
1,453.8 |
1.618 |
1,427.2 |
2.618 |
1,384.2 |
4.250 |
1,314.1 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,530.1 |
1,528.3 |
PP |
1,524.2 |
1,520.6 |
S1 |
1,518.3 |
1,513.0 |
|