| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
27,568 |
27,000 |
-568 |
-2.1% |
27,576 |
| High |
27,663 |
27,207 |
-456 |
-1.6% |
28,251 |
| Low |
26,584 |
26,858 |
274 |
1.0% |
27,369 |
| Close |
27,055 |
27,143 |
88 |
0.3% |
27,602 |
| Range |
1,079 |
349 |
-730 |
-67.7% |
882 |
| ATR |
559 |
544 |
-15 |
-2.7% |
0 |
| Volume |
264,286 |
199,343 |
-64,943 |
-24.6% |
911,621 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,116 |
27,979 |
27,335 |
|
| R3 |
27,767 |
27,630 |
27,239 |
|
| R2 |
27,418 |
27,418 |
27,207 |
|
| R1 |
27,281 |
27,281 |
27,175 |
27,350 |
| PP |
27,069 |
27,069 |
27,069 |
27,104 |
| S1 |
26,932 |
26,932 |
27,111 |
27,001 |
| S2 |
26,720 |
26,720 |
27,079 |
|
| S3 |
26,371 |
26,583 |
27,047 |
|
| S4 |
26,022 |
26,234 |
26,951 |
|
|
| 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 |
26,584 |
1,667 |
6.1% |
583 |
2.1% |
34% |
False |
False |
213,220 |
| 10 |
28,251 |
26,584 |
1,667 |
6.1% |
574 |
2.1% |
34% |
False |
False |
158,312 |
| 20 |
29,050 |
26,584 |
2,466 |
9.1% |
572 |
2.1% |
23% |
False |
False |
79,575 |
| 40 |
29,050 |
25,769 |
3,281 |
12.1% |
464 |
1.7% |
42% |
False |
False |
39,848 |
| 60 |
29,050 |
24,644 |
4,406 |
16.2% |
469 |
1.7% |
57% |
False |
False |
26,606 |
| 80 |
29,050 |
24,350 |
4,700 |
17.3% |
524 |
1.9% |
59% |
False |
False |
19,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,690 |
|
2.618 |
28,121 |
|
1.618 |
27,772 |
|
1.000 |
27,556 |
|
0.618 |
27,423 |
|
HIGH |
27,207 |
|
0.618 |
27,074 |
|
0.500 |
27,033 |
|
0.382 |
26,991 |
|
LOW |
26,858 |
|
0.618 |
26,642 |
|
1.000 |
26,509 |
|
1.618 |
26,293 |
|
2.618 |
25,944 |
|
4.250 |
25,375 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,106 |
27,232 |
| PP |
27,069 |
27,202 |
| S1 |
27,033 |
27,173 |
|