| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,269.50 |
11,082.00 |
-187.50 |
-1.7% |
11,104.00 |
| High |
11,302.50 |
11,179.25 |
-123.25 |
-1.1% |
11,550.00 |
| Low |
10,918.75 |
11,037.25 |
118.50 |
1.1% |
10,918.75 |
| Close |
11,090.00 |
11,144.81 |
54.81 |
0.5% |
11,144.81 |
| Range |
383.75 |
142.00 |
-241.75 |
-63.0% |
631.25 |
| ATR |
333.27 |
319.61 |
-13.66 |
-4.1% |
0.00 |
| Volume |
157,390 |
6,503 |
-150,887 |
-95.9% |
878,485 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,546.50 |
11,487.50 |
11,223.00 |
|
| R3 |
11,404.50 |
11,345.50 |
11,183.75 |
|
| R2 |
11,262.50 |
11,262.50 |
11,170.75 |
|
| R1 |
11,203.50 |
11,203.50 |
11,157.75 |
11,233.00 |
| PP |
11,120.50 |
11,120.50 |
11,120.50 |
11,135.25 |
| S1 |
11,061.50 |
11,061.50 |
11,131.75 |
11,091.00 |
| S2 |
10,978.50 |
10,978.50 |
11,118.75 |
|
| S3 |
10,836.50 |
10,919.50 |
11,105.75 |
|
| S4 |
10,694.50 |
10,777.50 |
11,066.75 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,098.25 |
12,752.75 |
11,492.00 |
|
| R3 |
12,467.00 |
12,121.50 |
11,318.50 |
|
| R2 |
11,835.75 |
11,835.75 |
11,260.50 |
|
| R1 |
11,490.25 |
11,490.25 |
11,202.75 |
11,663.00 |
| PP |
11,204.50 |
11,204.50 |
11,204.50 |
11,291.00 |
| S1 |
10,859.00 |
10,859.00 |
11,087.00 |
11,031.75 |
| S2 |
10,573.25 |
10,573.25 |
11,029.00 |
|
| S3 |
9,942.00 |
10,227.75 |
10,971.25 |
|
| S4 |
9,310.75 |
9,596.50 |
10,797.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,550.00 |
10,918.75 |
631.25 |
5.7% |
269.00 |
2.4% |
36% |
False |
False |
175,697 |
| 10 |
11,843.00 |
10,918.75 |
924.25 |
8.3% |
403.00 |
3.6% |
24% |
False |
False |
519,517 |
| 20 |
12,465.25 |
10,918.75 |
1,546.50 |
13.9% |
331.50 |
3.0% |
15% |
False |
False |
557,823 |
| 40 |
12,465.25 |
10,301.00 |
2,164.25 |
19.4% |
275.75 |
2.5% |
39% |
False |
False |
499,652 |
| 60 |
12,465.25 |
9,728.75 |
2,736.50 |
24.6% |
270.75 |
2.4% |
52% |
False |
False |
516,818 |
| 80 |
12,465.25 |
9,305.00 |
3,160.25 |
28.4% |
262.50 |
2.4% |
58% |
False |
False |
441,701 |
| 100 |
12,465.25 |
8,545.00 |
3,920.25 |
35.2% |
256.25 |
2.3% |
66% |
False |
False |
353,452 |
| 120 |
12,465.25 |
7,378.00 |
5,087.25 |
45.6% |
260.75 |
2.3% |
74% |
False |
False |
294,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,782.75 |
|
2.618 |
11,551.00 |
|
1.618 |
11,409.00 |
|
1.000 |
11,321.25 |
|
0.618 |
11,267.00 |
|
HIGH |
11,179.25 |
|
0.618 |
11,125.00 |
|
0.500 |
11,108.25 |
|
0.382 |
11,091.50 |
|
LOW |
11,037.25 |
|
0.618 |
10,949.50 |
|
1.000 |
10,895.25 |
|
1.618 |
10,807.50 |
|
2.618 |
10,665.50 |
|
4.250 |
10,433.75 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,132.50 |
11,234.50 |
| PP |
11,120.50 |
11,204.50 |
| S1 |
11,108.25 |
11,174.75 |
|