| 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 |
11,104.00 |
11,278.50 |
174.50 |
1.6% |
11,531.00 |
| High |
11,362.75 |
11,495.50 |
132.75 |
1.2% |
11,585.00 |
| Low |
11,104.00 |
11,247.75 |
143.75 |
1.3% |
10,935.25 |
| Close |
11,280.50 |
11,464.25 |
183.75 |
1.6% |
11,061.50 |
| Range |
258.75 |
247.75 |
-11.00 |
-4.3% |
649.75 |
| ATR |
337.06 |
330.69 |
-6.38 |
-1.9% |
0.00 |
| Volume |
322,360 |
224,404 |
-97,956 |
-30.4% |
3,114,418 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,145.75 |
12,052.75 |
11,600.50 |
|
| R3 |
11,898.00 |
11,805.00 |
11,532.50 |
|
| R2 |
11,650.25 |
11,650.25 |
11,509.75 |
|
| R1 |
11,557.25 |
11,557.25 |
11,487.00 |
11,603.75 |
| PP |
11,402.50 |
11,402.50 |
11,402.50 |
11,425.75 |
| S1 |
11,309.50 |
11,309.50 |
11,441.50 |
11,356.00 |
| S2 |
11,154.75 |
11,154.75 |
11,418.75 |
|
| S3 |
10,907.00 |
11,061.75 |
11,396.00 |
|
| S4 |
10,659.25 |
10,814.00 |
11,328.00 |
|
|
| 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 |
11,566.75 |
10,935.25 |
631.50 |
5.5% |
389.50 |
3.4% |
84% |
False |
False |
529,758 |
| 10 |
12,465.25 |
10,935.25 |
1,530.00 |
13.3% |
450.25 |
3.9% |
35% |
False |
False |
703,943 |
| 20 |
12,465.25 |
10,935.25 |
1,530.00 |
13.3% |
317.50 |
2.8% |
35% |
False |
False |
598,179 |
| 40 |
12,465.25 |
10,301.00 |
2,164.25 |
18.9% |
276.00 |
2.4% |
54% |
False |
False |
534,260 |
| 60 |
12,465.25 |
9,728.75 |
2,736.50 |
23.9% |
272.25 |
2.4% |
63% |
False |
False |
535,004 |
| 80 |
12,465.25 |
9,158.75 |
3,306.50 |
28.8% |
261.25 |
2.3% |
70% |
False |
False |
437,585 |
| 100 |
12,465.25 |
8,491.00 |
3,974.25 |
34.7% |
255.25 |
2.2% |
75% |
False |
False |
350,140 |
| 120 |
12,465.25 |
7,314.50 |
5,150.75 |
44.9% |
265.50 |
2.3% |
81% |
False |
False |
291,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,548.50 |
|
2.618 |
12,144.00 |
|
1.618 |
11,896.25 |
|
1.000 |
11,743.25 |
|
0.618 |
11,648.50 |
|
HIGH |
11,495.50 |
|
0.618 |
11,400.75 |
|
0.500 |
11,371.50 |
|
0.382 |
11,342.50 |
|
LOW |
11,247.75 |
|
0.618 |
11,094.75 |
|
1.000 |
11,000.00 |
|
1.618 |
10,847.00 |
|
2.618 |
10,599.25 |
|
4.250 |
10,194.75 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,433.50 |
11,381.75 |
| PP |
11,402.50 |
11,299.00 |
| S1 |
11,371.50 |
11,216.50 |
|