Trading Metrics calculated at close of trading on 21-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
335.37 |
325.70 |
-9.67 |
-2.9% |
337.49 |
High |
335.49 |
327.13 |
-8.36 |
-2.5% |
343.06 |
Low |
327.97 |
321.73 |
-6.24 |
-1.9% |
327.97 |
Close |
330.65 |
326.97 |
-3.68 |
-1.1% |
330.65 |
Range |
7.52 |
5.40 |
-2.12 |
-28.2% |
15.09 |
ATR |
5.83 |
6.05 |
0.22 |
3.8% |
0.00 |
Volume |
105,877,904 |
99,450,800 |
-6,427,104 |
-6.1% |
398,138,800 |
|
Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
341.48 |
339.62 |
329.94 |
|
R3 |
336.08 |
334.22 |
328.46 |
|
R2 |
330.68 |
330.68 |
327.96 |
|
R1 |
328.82 |
328.82 |
327.47 |
329.75 |
PP |
325.28 |
325.28 |
325.28 |
325.74 |
S1 |
323.42 |
323.42 |
326.48 |
324.35 |
S2 |
319.88 |
319.88 |
325.98 |
|
S3 |
314.48 |
318.02 |
325.49 |
|
S4 |
309.08 |
312.62 |
324.00 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
379.16 |
370.00 |
338.95 |
|
R3 |
364.07 |
354.91 |
334.80 |
|
R2 |
348.98 |
348.98 |
333.42 |
|
R1 |
339.82 |
339.82 |
332.03 |
336.86 |
PP |
333.89 |
333.89 |
333.89 |
332.41 |
S1 |
324.73 |
324.73 |
329.27 |
321.77 |
S2 |
318.80 |
318.80 |
327.88 |
|
S3 |
303.71 |
309.64 |
326.50 |
|
S4 |
288.62 |
294.55 |
322.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
343.06 |
321.73 |
21.33 |
6.5% |
5.14 |
1.6% |
25% |
False |
True |
86,396,800 |
10 |
343.06 |
321.73 |
21.33 |
6.5% |
6.31 |
1.9% |
25% |
False |
True |
87,876,669 |
20 |
358.75 |
321.73 |
37.02 |
11.3% |
5.80 |
1.8% |
14% |
False |
True |
80,051,874 |
40 |
358.75 |
319.64 |
39.11 |
12.0% |
4.43 |
1.4% |
19% |
False |
False |
65,939,257 |
60 |
358.75 |
298.93 |
59.82 |
18.3% |
4.47 |
1.4% |
47% |
False |
False |
69,382,661 |
80 |
358.75 |
296.74 |
62.01 |
19.0% |
4.77 |
1.5% |
49% |
False |
False |
79,009,891 |
100 |
358.75 |
272.99 |
85.76 |
26.2% |
4.88 |
1.5% |
63% |
False |
False |
82,362,110 |
120 |
358.75 |
243.90 |
114.85 |
35.1% |
5.31 |
1.6% |
72% |
False |
False |
91,113,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
350.08 |
2.618 |
341.27 |
1.618 |
335.87 |
1.000 |
332.53 |
0.618 |
330.47 |
HIGH |
327.13 |
0.618 |
325.07 |
0.500 |
324.43 |
0.382 |
323.79 |
LOW |
321.73 |
0.618 |
318.39 |
1.000 |
316.33 |
1.618 |
312.99 |
2.618 |
307.59 |
4.250 |
298.78 |
|
|
Fisher Pivots for day following 21-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
326.12 |
329.71 |
PP |
325.28 |
328.80 |
S1 |
324.43 |
327.88 |
|