Trading Metrics calculated at close of trading on 21-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
27,864.87 |
27,484.71 |
-380.16 |
-1.4% |
27,718.74 |
High |
27,946.69 |
27,484.71 |
-461.98 |
-1.7% |
28,364.77 |
Low |
27,487.97 |
26,715.15 |
-772.82 |
-2.8% |
27,487.97 |
Close |
27,657.42 |
27,147.70 |
-509.72 |
-1.8% |
27,657.42 |
Range |
458.72 |
769.56 |
310.84 |
67.8% |
876.80 |
ATR |
444.81 |
480.34 |
35.53 |
8.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,424.53 |
29,055.68 |
27,570.96 |
|
R3 |
28,654.97 |
28,286.12 |
27,359.33 |
|
R2 |
27,885.41 |
27,885.41 |
27,288.79 |
|
R1 |
27,516.56 |
27,516.56 |
27,218.24 |
27,316.21 |
PP |
27,115.85 |
27,115.85 |
27,115.85 |
27,015.68 |
S1 |
26,747.00 |
26,747.00 |
27,077.16 |
26,546.65 |
S2 |
26,346.29 |
26,346.29 |
27,006.61 |
|
S3 |
25,576.73 |
25,977.44 |
26,936.07 |
|
S4 |
24,807.17 |
25,207.88 |
26,724.44 |
|
|
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 |
6.1% |
454.05 |
1.7% |
26% |
False |
True |
|
10 |
28,364.77 |
26,715.15 |
1,649.62 |
6.1% |
470.79 |
1.7% |
26% |
False |
True |
|
20 |
29,199.35 |
26,715.15 |
2,484.20 |
9.2% |
455.02 |
1.7% |
17% |
False |
True |
|
40 |
29,199.35 |
25,992.28 |
3,207.07 |
11.8% |
359.37 |
1.3% |
36% |
False |
False |
|
60 |
29,199.35 |
24,971.03 |
4,228.32 |
15.6% |
370.02 |
1.4% |
51% |
False |
False |
|
80 |
29,199.35 |
24,843.18 |
4,356.17 |
16.0% |
406.79 |
1.5% |
53% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.6% |
409.07 |
1.5% |
68% |
False |
False |
|
120 |
29,199.35 |
20,735.02 |
8,464.33 |
31.2% |
430.83 |
1.6% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,755.34 |
2.618 |
29,499.42 |
1.618 |
28,729.86 |
1.000 |
28,254.27 |
0.618 |
27,960.30 |
HIGH |
27,484.71 |
0.618 |
27,190.74 |
0.500 |
27,099.93 |
0.382 |
27,009.12 |
LOW |
26,715.15 |
0.618 |
26,239.56 |
1.000 |
25,945.59 |
1.618 |
25,470.00 |
2.618 |
24,700.44 |
4.250 |
23,444.52 |
|
|
Fisher Pivots for day following 21-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,131.78 |
27,385.97 |
PP |
27,115.85 |
27,306.55 |
S1 |
27,099.93 |
27,227.12 |
|