| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
10,304.29 |
10,330.06 |
25.77 |
0.3% |
10,148.45 |
| High |
10,379.33 |
10,753.51 |
374.18 |
3.6% |
10,487.96 |
| Low |
10,212.02 |
10,219.66 |
7.64 |
0.1% |
9,858.94 |
| Close |
10,330.04 |
10,692.27 |
362.23 |
3.5% |
10,330.04 |
| Range |
167.31 |
533.85 |
366.54 |
219.1% |
629.02 |
| ATR |
492.26 |
495.23 |
2.97 |
0.6% |
0.00 |
| Volume |
19,755 |
30,510 |
10,755 |
54.4% |
122,890 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,156.70 |
11,958.33 |
10,985.89 |
|
| R3 |
11,622.85 |
11,424.48 |
10,839.08 |
|
| R2 |
11,089.00 |
11,089.00 |
10,790.14 |
|
| R1 |
10,890.63 |
10,890.63 |
10,741.21 |
10,989.82 |
| PP |
10,555.15 |
10,555.15 |
10,555.15 |
10,604.74 |
| S1 |
10,356.78 |
10,356.78 |
10,643.33 |
10,455.97 |
| S2 |
10,021.30 |
10,021.30 |
10,594.40 |
|
| S3 |
9,487.45 |
9,822.93 |
10,545.46 |
|
| S4 |
8,953.60 |
9,289.08 |
10,398.65 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,112.71 |
11,850.39 |
10,676.00 |
|
| R3 |
11,483.69 |
11,221.37 |
10,503.02 |
|
| R2 |
10,854.67 |
10,854.67 |
10,445.36 |
|
| R1 |
10,592.35 |
10,592.35 |
10,387.70 |
10,723.51 |
| PP |
10,225.65 |
10,225.65 |
10,225.65 |
10,291.23 |
| S1 |
9,963.33 |
9,963.33 |
10,272.38 |
10,094.49 |
| S2 |
9,596.63 |
9,596.63 |
10,214.72 |
|
| S3 |
8,967.61 |
9,334.31 |
10,157.06 |
|
| S4 |
8,338.59 |
8,705.29 |
9,984.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,753.51 |
9,858.94 |
894.57 |
8.4% |
400.08 |
3.7% |
93% |
True |
False |
30,680 |
| 10 |
12,060.58 |
9,858.94 |
2,201.64 |
20.6% |
546.16 |
5.1% |
38% |
False |
False |
41,625 |
| 20 |
12,476.88 |
9,858.94 |
2,617.94 |
24.5% |
494.61 |
4.6% |
32% |
False |
False |
39,117 |
| 40 |
12,476.88 |
9,113.49 |
3,363.39 |
31.5% |
503.53 |
4.7% |
47% |
False |
False |
44,160 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
33.9% |
416.31 |
3.9% |
51% |
False |
False |
38,232 |
| 80 |
12,476.88 |
8,647.02 |
3,829.86 |
35.8% |
411.61 |
3.8% |
53% |
False |
False |
39,850 |
| 100 |
12,476.88 |
7,451.23 |
5,025.65 |
47.0% |
457.60 |
4.3% |
64% |
False |
False |
48,331 |
| 120 |
12,476.88 |
5,866.90 |
6,609.98 |
61.8% |
454.14 |
4.2% |
73% |
False |
False |
49,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,022.37 |
|
2.618 |
12,151.13 |
|
1.618 |
11,617.28 |
|
1.000 |
11,287.36 |
|
0.618 |
11,083.43 |
|
HIGH |
10,753.51 |
|
0.618 |
10,549.58 |
|
0.500 |
10,486.59 |
|
0.382 |
10,423.59 |
|
LOW |
10,219.66 |
|
0.618 |
9,889.74 |
|
1.000 |
9,685.81 |
|
1.618 |
9,355.89 |
|
2.618 |
8,822.04 |
|
4.250 |
7,950.80 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,623.71 |
10,617.84 |
| PP |
10,555.15 |
10,543.40 |
| S1 |
10,486.59 |
10,468.97 |
|