Trading Metrics calculated at close of trading on 23-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
27,000 |
27,219 |
219 |
0.8% |
27,576 |
High |
27,207 |
27,392 |
185 |
0.7% |
28,251 |
Low |
26,858 |
26,586 |
-272 |
-1.0% |
27,369 |
Close |
27,143 |
26,685 |
-458 |
-1.7% |
27,602 |
Range |
349 |
806 |
457 |
130.9% |
882 |
ATR |
544 |
563 |
19 |
3.4% |
0 |
Volume |
199,343 |
235,983 |
36,640 |
18.4% |
911,621 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,306 |
28,801 |
27,128 |
|
R3 |
28,500 |
27,995 |
26,907 |
|
R2 |
27,694 |
27,694 |
26,833 |
|
R1 |
27,189 |
27,189 |
26,759 |
27,039 |
PP |
26,888 |
26,888 |
26,888 |
26,812 |
S1 |
26,383 |
26,383 |
26,611 |
26,233 |
S2 |
26,082 |
26,082 |
26,537 |
|
S3 |
25,276 |
25,577 |
26,463 |
|
S4 |
24,470 |
24,771 |
26,242 |
|
|
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 |
27,995 |
26,584 |
1,411 |
5.3% |
663 |
2.5% |
7% |
False |
False |
230,454 |
10 |
28,251 |
26,584 |
1,667 |
6.2% |
554 |
2.1% |
6% |
False |
False |
181,373 |
20 |
29,050 |
26,584 |
2,466 |
9.2% |
591 |
2.2% |
4% |
False |
False |
91,349 |
40 |
29,050 |
25,769 |
3,281 |
12.3% |
476 |
1.8% |
28% |
False |
False |
45,745 |
60 |
29,050 |
25,184 |
3,866 |
14.5% |
470 |
1.8% |
39% |
False |
False |
30,538 |
80 |
29,050 |
24,350 |
4,700 |
17.6% |
531 |
2.0% |
50% |
False |
False |
22,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,818 |
2.618 |
29,502 |
1.618 |
28,696 |
1.000 |
28,198 |
0.618 |
27,890 |
HIGH |
27,392 |
0.618 |
27,084 |
0.500 |
26,989 |
0.382 |
26,894 |
LOW |
26,586 |
0.618 |
26,088 |
1.000 |
25,780 |
1.618 |
25,282 |
2.618 |
24,476 |
4.250 |
23,161 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
26,989 |
27,124 |
PP |
26,888 |
26,977 |
S1 |
26,786 |
26,831 |
|