| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
27,219 |
26,690 |
-529 |
-1.9% |
27,576 |
| High |
27,392 |
26,971 |
-421 |
-1.5% |
28,251 |
| Low |
26,586 |
26,407 |
-179 |
-0.7% |
27,369 |
| Close |
26,685 |
26,715 |
30 |
0.1% |
27,602 |
| Range |
806 |
564 |
-242 |
-30.0% |
882 |
| ATR |
563 |
563 |
0 |
0.0% |
0 |
| Volume |
235,983 |
254,511 |
18,528 |
7.9% |
911,621 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,390 |
28,116 |
27,025 |
|
| R3 |
27,826 |
27,552 |
26,870 |
|
| R2 |
27,262 |
27,262 |
26,819 |
|
| R1 |
26,988 |
26,988 |
26,767 |
27,125 |
| PP |
26,698 |
26,698 |
26,698 |
26,766 |
| S1 |
26,424 |
26,424 |
26,663 |
26,561 |
| S2 |
26,134 |
26,134 |
26,612 |
|
| S3 |
25,570 |
25,860 |
26,560 |
|
| S4 |
25,006 |
25,296 |
26,405 |
|
|
| 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 |
27,880 |
26,407 |
1,473 |
5.5% |
662 |
2.5% |
21% |
False |
True |
233,963 |
| 10 |
28,251 |
26,407 |
1,844 |
6.9% |
539 |
2.0% |
17% |
False |
True |
205,139 |
| 20 |
29,050 |
26,407 |
2,643 |
9.9% |
608 |
2.3% |
12% |
False |
True |
104,065 |
| 40 |
29,050 |
25,769 |
3,281 |
12.3% |
482 |
1.8% |
29% |
False |
False |
52,105 |
| 60 |
29,050 |
25,184 |
3,866 |
14.5% |
472 |
1.8% |
40% |
False |
False |
34,777 |
| 80 |
29,050 |
24,350 |
4,700 |
17.6% |
533 |
2.0% |
50% |
False |
False |
26,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,368 |
|
2.618 |
28,448 |
|
1.618 |
27,884 |
|
1.000 |
27,535 |
|
0.618 |
27,320 |
|
HIGH |
26,971 |
|
0.618 |
26,756 |
|
0.500 |
26,689 |
|
0.382 |
26,623 |
|
LOW |
26,407 |
|
0.618 |
26,059 |
|
1.000 |
25,843 |
|
1.618 |
25,495 |
|
2.618 |
24,931 |
|
4.250 |
24,010 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,706 |
26,900 |
| PP |
26,698 |
26,838 |
| S1 |
26,689 |
26,777 |
|