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 |
27,910 |
27,960 |
50 |
0.2% |
27,917 |
High |
28,251 |
27,995 |
-256 |
-0.9% |
28,283 |
Low |
27,846 |
27,426 |
-420 |
-1.5% |
27,066 |
Close |
27,937 |
27,819 |
-118 |
-0.4% |
27,493 |
Range |
405 |
569 |
164 |
40.5% |
1,217 |
ATR |
516 |
520 |
4 |
0.7% |
0 |
Volume |
149,813 |
236,969 |
87,156 |
58.2% |
211,229 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,454 |
29,205 |
28,132 |
|
R3 |
28,885 |
28,636 |
27,976 |
|
R2 |
28,316 |
28,316 |
27,923 |
|
R1 |
28,067 |
28,067 |
27,871 |
27,907 |
PP |
27,747 |
27,747 |
27,747 |
27,667 |
S1 |
27,498 |
27,498 |
27,767 |
27,338 |
S2 |
27,178 |
27,178 |
27,715 |
|
S3 |
26,609 |
26,929 |
27,663 |
|
S4 |
26,040 |
26,360 |
27,506 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,265 |
30,596 |
28,162 |
|
R3 |
30,048 |
29,379 |
27,828 |
|
R2 |
28,831 |
28,831 |
27,716 |
|
R1 |
28,162 |
28,162 |
27,605 |
27,888 |
PP |
27,614 |
27,614 |
27,614 |
27,477 |
S1 |
26,945 |
26,945 |
27,382 |
26,671 |
S2 |
26,397 |
26,397 |
27,270 |
|
S3 |
25,180 |
25,728 |
27,158 |
|
S4 |
23,963 |
24,511 |
26,824 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,251 |
27,318 |
933 |
3.4% |
416 |
1.5% |
54% |
False |
False |
176,316 |
10 |
29,050 |
27,066 |
1,984 |
7.1% |
683 |
2.5% |
38% |
False |
False |
91,001 |
20 |
29,050 |
27,066 |
1,984 |
7.1% |
531 |
1.9% |
38% |
False |
False |
45,632 |
40 |
29,050 |
25,769 |
3,281 |
11.8% |
443 |
1.6% |
62% |
False |
False |
22,878 |
60 |
29,050 |
24,644 |
4,406 |
15.8% |
476 |
1.7% |
72% |
False |
False |
15,291 |
80 |
29,050 |
24,350 |
4,700 |
16.9% |
517 |
1.9% |
74% |
False |
False |
11,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,413 |
2.618 |
29,485 |
1.618 |
28,916 |
1.000 |
28,564 |
0.618 |
28,347 |
HIGH |
27,995 |
0.618 |
27,778 |
0.500 |
27,711 |
0.382 |
27,643 |
LOW |
27,426 |
0.618 |
27,074 |
1.000 |
26,857 |
1.618 |
26,505 |
2.618 |
25,936 |
4.250 |
25,008 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,783 |
27,839 |
PP |
27,747 |
27,832 |
S1 |
27,711 |
27,826 |
|