| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
10,330.06 |
10,692.27 |
362.21 |
3.5% |
10,148.45 |
| High |
10,753.51 |
10,937.27 |
183.76 |
1.7% |
10,487.96 |
| Low |
10,219.66 |
10,628.53 |
408.87 |
4.0% |
9,858.94 |
| Close |
10,692.27 |
10,866.25 |
173.98 |
1.6% |
10,330.04 |
| Range |
533.85 |
308.74 |
-225.11 |
-42.2% |
629.02 |
| ATR |
495.23 |
481.91 |
-13.32 |
-2.7% |
0.00 |
| Volume |
30,510 |
31,941 |
1,431 |
4.7% |
122,890 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,736.90 |
11,610.32 |
11,036.06 |
|
| R3 |
11,428.16 |
11,301.58 |
10,951.15 |
|
| R2 |
11,119.42 |
11,119.42 |
10,922.85 |
|
| R1 |
10,992.84 |
10,992.84 |
10,894.55 |
11,056.13 |
| PP |
10,810.68 |
10,810.68 |
10,810.68 |
10,842.33 |
| S1 |
10,684.10 |
10,684.10 |
10,837.95 |
10,747.39 |
| S2 |
10,501.94 |
10,501.94 |
10,809.65 |
|
| S3 |
10,193.20 |
10,375.36 |
10,781.35 |
|
| S4 |
9,884.46 |
10,066.62 |
10,696.44 |
|
|
| 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 |
10,937.27 |
9,858.94 |
1,078.33 |
9.9% |
360.50 |
3.3% |
93% |
True |
False |
29,358 |
| 10 |
12,060.58 |
9,858.94 |
2,201.64 |
20.3% |
542.92 |
5.0% |
46% |
False |
False |
42,714 |
| 20 |
12,405.51 |
9,858.94 |
2,546.57 |
23.4% |
471.40 |
4.3% |
40% |
False |
False |
36,428 |
| 40 |
12,476.88 |
9,155.59 |
3,321.29 |
30.6% |
508.23 |
4.7% |
52% |
False |
False |
44,570 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
33.4% |
413.56 |
3.8% |
56% |
False |
False |
38,321 |
| 80 |
12,476.88 |
8,705.92 |
3,770.96 |
34.7% |
407.19 |
3.7% |
57% |
False |
False |
39,687 |
| 100 |
12,476.88 |
7,673.69 |
4,803.19 |
44.2% |
457.33 |
4.2% |
66% |
False |
False |
48,261 |
| 120 |
12,476.88 |
6,166.48 |
6,310.40 |
58.1% |
449.72 |
4.1% |
74% |
False |
False |
49,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,249.42 |
|
2.618 |
11,745.55 |
|
1.618 |
11,436.81 |
|
1.000 |
11,246.01 |
|
0.618 |
11,128.07 |
|
HIGH |
10,937.27 |
|
0.618 |
10,819.33 |
|
0.500 |
10,782.90 |
|
0.382 |
10,746.47 |
|
LOW |
10,628.53 |
|
0.618 |
10,437.73 |
|
1.000 |
10,319.79 |
|
1.618 |
10,128.99 |
|
2.618 |
9,820.25 |
|
4.250 |
9,316.39 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,838.47 |
10,769.05 |
| PP |
10,810.68 |
10,671.85 |
| S1 |
10,782.90 |
10,574.65 |
|