| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
27,960 |
27,785 |
-175 |
-0.6% |
27,576 |
| High |
27,995 |
27,880 |
-115 |
-0.4% |
28,251 |
| Low |
27,426 |
27,369 |
-57 |
-0.2% |
27,369 |
| Close |
27,819 |
27,602 |
-217 |
-0.8% |
27,602 |
| Range |
569 |
511 |
-58 |
-10.2% |
882 |
| ATR |
520 |
519 |
-1 |
-0.1% |
0 |
| Volume |
236,969 |
215,692 |
-21,277 |
-9.0% |
911,621 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,150 |
28,887 |
27,883 |
|
| R3 |
28,639 |
28,376 |
27,743 |
|
| R2 |
28,128 |
28,128 |
27,696 |
|
| R1 |
27,865 |
27,865 |
27,649 |
27,741 |
| PP |
27,617 |
27,617 |
27,617 |
27,555 |
| S1 |
27,354 |
27,354 |
27,555 |
27,230 |
| S2 |
27,106 |
27,106 |
27,508 |
|
| S3 |
26,595 |
26,843 |
27,462 |
|
| S4 |
26,084 |
26,332 |
27,321 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,387 |
29,876 |
28,087 |
|
| R3 |
29,505 |
28,994 |
27,845 |
|
| R2 |
28,623 |
28,623 |
27,764 |
|
| R1 |
28,112 |
28,112 |
27,683 |
28,368 |
| PP |
27,741 |
27,741 |
27,741 |
27,868 |
| S1 |
27,230 |
27,230 |
27,521 |
27,486 |
| S2 |
26,859 |
26,859 |
27,440 |
|
| S3 |
25,977 |
26,348 |
27,360 |
|
| S4 |
25,095 |
25,466 |
27,117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,251 |
27,369 |
882 |
3.2% |
440 |
1.6% |
26% |
False |
True |
182,324 |
| 10 |
28,463 |
27,066 |
1,397 |
5.1% |
622 |
2.3% |
38% |
False |
False |
112,451 |
| 20 |
29,050 |
27,066 |
1,984 |
7.2% |
541 |
2.0% |
27% |
False |
False |
56,410 |
| 40 |
29,050 |
25,769 |
3,281 |
11.9% |
441 |
1.6% |
56% |
False |
False |
28,265 |
| 60 |
29,050 |
24,644 |
4,406 |
16.0% |
469 |
1.7% |
67% |
False |
False |
18,883 |
| 80 |
29,050 |
24,350 |
4,700 |
17.0% |
517 |
1.9% |
69% |
False |
False |
14,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30,052 |
|
2.618 |
29,218 |
|
1.618 |
28,707 |
|
1.000 |
28,391 |
|
0.618 |
28,196 |
|
HIGH |
27,880 |
|
0.618 |
27,685 |
|
0.500 |
27,625 |
|
0.382 |
27,564 |
|
LOW |
27,369 |
|
0.618 |
27,053 |
|
1.000 |
26,858 |
|
1.618 |
26,542 |
|
2.618 |
26,031 |
|
4.250 |
25,197 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,625 |
27,810 |
| PP |
27,617 |
27,741 |
| S1 |
27,610 |
27,671 |
|