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 |
10,865.50 |
10,996.60 |
131.10 |
1.2% |
10,148.45 |
High |
11,098.41 |
11,043.01 |
-55.40 |
-0.5% |
10,487.96 |
Low |
10,672.79 |
10,755.58 |
82.79 |
0.8% |
9,858.94 |
Close |
10,996.64 |
10,941.74 |
-54.90 |
-0.5% |
10,330.04 |
Range |
425.62 |
287.43 |
-138.19 |
-32.5% |
629.02 |
ATR |
477.89 |
464.28 |
-13.60 |
-2.8% |
0.00 |
Volume |
31,414 |
24,400 |
-7,014 |
-22.3% |
122,890 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,775.73 |
11,646.17 |
11,099.83 |
|
R3 |
11,488.30 |
11,358.74 |
11,020.78 |
|
R2 |
11,200.87 |
11,200.87 |
10,994.44 |
|
R1 |
11,071.31 |
11,071.31 |
10,968.09 |
10,992.38 |
PP |
10,913.44 |
10,913.44 |
10,913.44 |
10,873.98 |
S1 |
10,783.88 |
10,783.88 |
10,915.39 |
10,704.95 |
S2 |
10,626.01 |
10,626.01 |
10,889.04 |
|
S3 |
10,338.58 |
10,496.45 |
10,862.70 |
|
S4 |
10,051.15 |
10,209.02 |
10,783.65 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,112.71 |
11,850.39 |
10,676.00 |
|
R3 |
11,483.69 |
11,221.37 |
10,503.02 |
|
R2 |
10,854.67 |
10,854.67 |
10,445.36 |
|
R1 |
10,592.35 |
10,592.35 |
10,387.70 |
10,723.51 |
PP |
10,225.65 |
10,225.65 |
10,225.65 |
10,291.23 |
S1 |
9,963.33 |
9,963.33 |
10,272.38 |
10,094.49 |
S2 |
9,596.63 |
9,596.63 |
10,214.72 |
|
S3 |
8,967.61 |
9,334.31 |
10,157.06 |
|
S4 |
8,338.59 |
8,705.29 |
9,984.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,098.41 |
10,212.02 |
886.39 |
8.1% |
344.59 |
3.1% |
82% |
False |
False |
27,604 |
10 |
11,451.58 |
9,858.94 |
1,592.64 |
14.6% |
480.18 |
4.4% |
68% |
False |
False |
39,438 |
20 |
12,060.58 |
9,858.94 |
2,201.64 |
20.1% |
455.06 |
4.2% |
49% |
False |
False |
34,648 |
40 |
12,476.88 |
9,370.19 |
3,106.69 |
28.4% |
516.47 |
4.7% |
51% |
False |
False |
44,809 |
60 |
12,476.88 |
8,848.18 |
3,628.70 |
33.2% |
414.58 |
3.8% |
58% |
False |
False |
38,135 |
80 |
12,476.88 |
8,848.18 |
3,628.70 |
33.2% |
407.22 |
3.7% |
58% |
False |
False |
39,610 |
100 |
12,476.88 |
8,201.24 |
4,275.64 |
39.1% |
451.17 |
4.1% |
64% |
False |
False |
46,507 |
120 |
12,476.88 |
6,355.56 |
6,121.32 |
55.9% |
450.86 |
4.1% |
75% |
False |
False |
48,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,264.59 |
2.618 |
11,795.50 |
1.618 |
11,508.07 |
1.000 |
11,330.44 |
0.618 |
11,220.64 |
HIGH |
11,043.01 |
0.618 |
10,933.21 |
0.500 |
10,899.30 |
0.382 |
10,865.38 |
LOW |
10,755.58 |
0.618 |
10,577.95 |
1.000 |
10,468.15 |
1.618 |
10,290.52 |
2.618 |
10,003.09 |
4.250 |
9,534.00 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,927.59 |
10,915.65 |
PP |
10,913.44 |
10,889.56 |
S1 |
10,899.30 |
10,863.47 |
|