| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,278.50 |
11,467.50 |
189.00 |
1.7% |
11,531.00 |
| High |
11,495.50 |
11,550.00 |
54.50 |
0.5% |
11,585.00 |
| Low |
11,247.75 |
11,237.50 |
-10.25 |
-0.1% |
10,935.25 |
| Close |
11,464.25 |
11,268.75 |
-195.50 |
-1.7% |
11,061.50 |
| Range |
247.75 |
312.50 |
64.75 |
26.1% |
649.75 |
| ATR |
330.69 |
329.39 |
-1.30 |
-0.4% |
0.00 |
| Volume |
224,404 |
167,828 |
-56,576 |
-25.2% |
3,114,418 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,289.50 |
12,091.75 |
11,440.50 |
|
| R3 |
11,977.00 |
11,779.25 |
11,354.75 |
|
| R2 |
11,664.50 |
11,664.50 |
11,326.00 |
|
| R1 |
11,466.75 |
11,466.75 |
11,297.50 |
11,409.50 |
| PP |
11,352.00 |
11,352.00 |
11,352.00 |
11,323.50 |
| S1 |
11,154.25 |
11,154.25 |
11,240.00 |
11,097.00 |
| S2 |
11,039.50 |
11,039.50 |
11,211.50 |
|
| S3 |
10,727.00 |
10,841.75 |
11,182.75 |
|
| S4 |
10,414.50 |
10,529.25 |
11,097.00 |
|
|
| 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 |
10,937.50 |
629.25 |
5.6% |
343.25 |
3.0% |
53% |
False |
False |
419,132 |
| 10 |
12,465.25 |
10,935.25 |
1,530.00 |
13.6% |
458.00 |
4.1% |
22% |
False |
False |
668,826 |
| 20 |
12,465.25 |
10,935.25 |
1,530.00 |
13.6% |
325.75 |
2.9% |
22% |
False |
False |
590,230 |
| 40 |
12,465.25 |
10,301.00 |
2,164.25 |
19.2% |
277.00 |
2.5% |
45% |
False |
False |
523,756 |
| 60 |
12,465.25 |
9,728.75 |
2,736.50 |
24.3% |
272.50 |
2.4% |
56% |
False |
False |
531,889 |
| 80 |
12,465.25 |
9,158.75 |
3,306.50 |
29.3% |
263.00 |
2.3% |
64% |
False |
False |
439,678 |
| 100 |
12,465.25 |
8,545.00 |
3,920.25 |
34.8% |
255.50 |
2.3% |
69% |
False |
False |
351,817 |
| 120 |
12,465.25 |
7,378.00 |
5,087.25 |
45.1% |
263.25 |
2.3% |
76% |
False |
False |
293,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,878.00 |
|
2.618 |
12,368.00 |
|
1.618 |
12,055.50 |
|
1.000 |
11,862.50 |
|
0.618 |
11,743.00 |
|
HIGH |
11,550.00 |
|
0.618 |
11,430.50 |
|
0.500 |
11,393.75 |
|
0.382 |
11,357.00 |
|
LOW |
11,237.50 |
|
0.618 |
11,044.50 |
|
1.000 |
10,925.00 |
|
1.618 |
10,732.00 |
|
2.618 |
10,419.50 |
|
4.250 |
9,909.50 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,393.75 |
11,327.00 |
| PP |
11,352.00 |
11,307.50 |
| S1 |
11,310.50 |
11,288.25 |
|