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 |
1,949.58 |
1,912.22 |
-37.36 |
-1.9% |
1,939.69 |
High |
1,954.28 |
1,918.90 |
-35.38 |
-1.8% |
1,971.34 |
Low |
1,888.25 |
1,896.88 |
8.63 |
0.5% |
1,934.41 |
Close |
1,912.21 |
1,899.69 |
-12.52 |
-0.7% |
1,949.65 |
Range |
66.03 |
22.02 |
-44.01 |
-66.7% |
36.93 |
ATR |
31.60 |
30.92 |
-0.68 |
-2.2% |
0.00 |
Volume |
6,697 |
7,030 |
333 |
5.0% |
36,531 |
|
Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,971.22 |
1,957.47 |
1,911.80 |
|
R3 |
1,949.20 |
1,935.45 |
1,905.75 |
|
R2 |
1,927.18 |
1,927.18 |
1,903.73 |
|
R1 |
1,913.43 |
1,913.43 |
1,901.71 |
1,909.30 |
PP |
1,905.16 |
1,905.16 |
1,905.16 |
1,903.09 |
S1 |
1,891.41 |
1,891.41 |
1,897.67 |
1,887.28 |
S2 |
1,883.14 |
1,883.14 |
1,895.65 |
|
S3 |
1,861.12 |
1,869.39 |
1,893.63 |
|
S4 |
1,839.10 |
1,847.37 |
1,887.58 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,062.59 |
2,043.05 |
1,969.96 |
|
R3 |
2,025.66 |
2,006.12 |
1,959.81 |
|
R2 |
1,988.73 |
1,988.73 |
1,956.42 |
|
R1 |
1,969.19 |
1,969.19 |
1,953.04 |
1,978.96 |
PP |
1,951.80 |
1,951.80 |
1,951.80 |
1,956.69 |
S1 |
1,932.26 |
1,932.26 |
1,946.26 |
1,942.03 |
S2 |
1,914.87 |
1,914.87 |
1,942.88 |
|
S3 |
1,877.94 |
1,895.33 |
1,939.49 |
|
S4 |
1,841.01 |
1,858.40 |
1,929.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,971.34 |
1,888.25 |
83.09 |
4.4% |
29.98 |
1.6% |
14% |
False |
False |
7,056 |
10 |
1,971.34 |
1,888.25 |
83.09 |
4.4% |
26.14 |
1.4% |
14% |
False |
False |
7,189 |
20 |
1,991.22 |
1,888.25 |
102.97 |
5.4% |
29.33 |
1.5% |
11% |
False |
False |
7,135 |
40 |
2,070.48 |
1,869.42 |
201.06 |
10.6% |
36.72 |
1.9% |
15% |
False |
False |
6,702 |
60 |
2,070.48 |
1,759.10 |
311.38 |
16.4% |
32.03 |
1.7% |
45% |
False |
False |
6,697 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
29.59 |
1.6% |
57% |
False |
False |
6,453 |
100 |
2,070.48 |
1,672.80 |
397.68 |
20.9% |
27.81 |
1.5% |
57% |
False |
False |
6,326 |
120 |
2,070.48 |
1,643.69 |
426.79 |
22.5% |
27.57 |
1.5% |
60% |
False |
False |
6,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,012.49 |
2.618 |
1,976.55 |
1.618 |
1,954.53 |
1.000 |
1,940.92 |
0.618 |
1,932.51 |
HIGH |
1,918.90 |
0.618 |
1,910.49 |
0.500 |
1,907.89 |
0.382 |
1,905.29 |
LOW |
1,896.88 |
0.618 |
1,883.27 |
1.000 |
1,874.86 |
1.618 |
1,861.25 |
2.618 |
1,839.23 |
4.250 |
1,803.30 |
|
|
Fisher Pivots for day following 22-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,907.89 |
1,923.78 |
PP |
1,905.16 |
1,915.75 |
S1 |
1,902.42 |
1,907.72 |
|