| 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 |
11,187.00 |
11,104.00 |
-83.00 |
-0.7% |
11,531.00 |
| High |
11,356.25 |
11,362.75 |
6.50 |
0.1% |
11,585.00 |
| Low |
10,937.50 |
11,104.00 |
166.50 |
1.5% |
10,935.25 |
| Close |
11,061.50 |
11,280.50 |
219.00 |
2.0% |
11,061.50 |
| Range |
418.75 |
258.75 |
-160.00 |
-38.2% |
649.75 |
| ATR |
339.82 |
337.06 |
-2.75 |
-0.8% |
0.00 |
| Volume |
495,802 |
322,360 |
-173,442 |
-35.0% |
3,114,418 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,025.25 |
11,911.75 |
11,422.75 |
|
| R3 |
11,766.50 |
11,653.00 |
11,351.75 |
|
| R2 |
11,507.75 |
11,507.75 |
11,328.00 |
|
| R1 |
11,394.25 |
11,394.25 |
11,304.25 |
11,451.00 |
| PP |
11,249.00 |
11,249.00 |
11,249.00 |
11,277.50 |
| S1 |
11,135.50 |
11,135.50 |
11,256.75 |
11,192.25 |
| S2 |
10,990.25 |
10,990.25 |
11,233.00 |
|
| S3 |
10,731.50 |
10,876.75 |
11,209.25 |
|
| S4 |
10,472.75 |
10,618.00 |
11,138.25 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,143.25 |
12,752.00 |
11,418.75 |
|
| R3 |
12,493.50 |
12,102.25 |
11,240.25 |
|
| R2 |
11,843.75 |
11,843.75 |
11,180.50 |
|
| R1 |
11,452.50 |
11,452.50 |
11,121.00 |
11,323.25 |
| PP |
11,194.00 |
11,194.00 |
11,194.00 |
11,129.25 |
| S1 |
10,802.75 |
10,802.75 |
11,002.00 |
10,673.50 |
| S2 |
10,544.25 |
10,544.25 |
10,942.50 |
|
| S3 |
9,894.50 |
10,153.00 |
10,882.75 |
|
| S4 |
9,244.75 |
9,503.25 |
10,704.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,585.00 |
10,935.25 |
649.75 |
5.8% |
448.75 |
4.0% |
53% |
False |
False |
687,355 |
| 10 |
12,465.25 |
10,935.25 |
1,530.00 |
13.6% |
443.00 |
3.9% |
23% |
False |
False |
729,600 |
| 20 |
12,465.25 |
10,935.25 |
1,530.00 |
13.6% |
313.00 |
2.8% |
23% |
False |
False |
599,279 |
| 40 |
12,465.25 |
10,301.00 |
2,164.25 |
19.2% |
280.25 |
2.5% |
45% |
False |
False |
541,060 |
| 60 |
12,465.25 |
9,728.75 |
2,736.50 |
24.3% |
271.25 |
2.4% |
57% |
False |
False |
539,905 |
| 80 |
12,465.25 |
9,158.75 |
3,306.50 |
29.3% |
260.25 |
2.3% |
64% |
False |
False |
434,784 |
| 100 |
12,465.25 |
8,491.00 |
3,974.25 |
35.2% |
254.75 |
2.3% |
70% |
False |
False |
347,899 |
| 120 |
12,465.25 |
7,314.50 |
5,150.75 |
45.7% |
266.50 |
2.4% |
77% |
False |
False |
290,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,462.50 |
|
2.618 |
12,040.25 |
|
1.618 |
11,781.50 |
|
1.000 |
11,621.50 |
|
0.618 |
11,522.75 |
|
HIGH |
11,362.75 |
|
0.618 |
11,264.00 |
|
0.500 |
11,233.50 |
|
0.382 |
11,202.75 |
|
LOW |
11,104.00 |
|
0.618 |
10,944.00 |
|
1.000 |
10,845.25 |
|
1.618 |
10,685.25 |
|
2.618 |
10,426.50 |
|
4.250 |
10,004.25 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,264.75 |
11,271.00 |
| PP |
11,249.00 |
11,261.50 |
| S1 |
11,233.50 |
11,252.00 |
|