| 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 |
13,188.0 |
13,238.5 |
50.5 |
0.4% |
13,250.0 |
| High |
13,229.5 |
13,244.5 |
15.0 |
0.1% |
13,320.0 |
| Low |
13,014.0 |
13,036.0 |
22.0 |
0.2% |
13,014.0 |
| Close |
13,205.5 |
13,142.5 |
-63.0 |
-0.5% |
13,142.5 |
| Range |
215.5 |
208.5 |
-7.0 |
-3.2% |
306.0 |
| ATR |
230.6 |
229.1 |
-1.6 |
-0.7% |
0.0 |
| Volume |
43,852 |
82,736 |
38,884 |
88.7% |
211,819 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,766.5 |
13,663.0 |
13,257.2 |
|
| R3 |
13,558.0 |
13,454.5 |
13,199.8 |
|
| R2 |
13,349.5 |
13,349.5 |
13,180.7 |
|
| R1 |
13,246.0 |
13,246.0 |
13,161.6 |
13,193.5 |
| PP |
13,141.0 |
13,141.0 |
13,141.0 |
13,114.8 |
| S1 |
13,037.5 |
13,037.5 |
13,123.4 |
12,985.0 |
| S2 |
12,932.5 |
12,932.5 |
13,104.3 |
|
| S3 |
12,724.0 |
12,829.0 |
13,085.2 |
|
| S4 |
12,515.5 |
12,620.5 |
13,027.8 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,076.8 |
13,915.7 |
13,310.8 |
|
| R3 |
13,770.8 |
13,609.7 |
13,226.7 |
|
| R2 |
13,464.8 |
13,464.8 |
13,198.6 |
|
| R1 |
13,303.7 |
13,303.7 |
13,170.6 |
13,231.3 |
| PP |
13,158.8 |
13,158.8 |
13,158.8 |
13,122.6 |
| S1 |
12,997.7 |
12,997.7 |
13,114.5 |
12,925.3 |
| S2 |
12,852.8 |
12,852.8 |
13,086.4 |
|
| S3 |
12,546.8 |
12,691.7 |
13,058.4 |
|
| S4 |
12,240.8 |
12,385.7 |
12,974.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,320.0 |
13,014.0 |
306.0 |
2.3% |
171.0 |
1.3% |
42% |
False |
False |
42,363 |
| 10 |
13,320.0 |
12,843.5 |
476.5 |
3.6% |
208.8 |
1.6% |
63% |
False |
False |
21,805 |
| 20 |
13,435.0 |
12,760.0 |
675.0 |
5.1% |
240.4 |
1.8% |
57% |
False |
False |
11,025 |
| 40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.3% |
211.7 |
1.6% |
76% |
False |
False |
5,553 |
| 60 |
13,435.0 |
11,962.0 |
1,473.0 |
11.2% |
199.9 |
1.5% |
80% |
False |
False |
3,728 |
| 80 |
13,435.0 |
11,610.0 |
1,825.0 |
13.9% |
206.9 |
1.6% |
84% |
False |
False |
2,807 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
24.7% |
175.8 |
1.3% |
91% |
False |
False |
2,250 |
| 120 |
13,435.0 |
9,411.0 |
4,024.0 |
30.6% |
165.8 |
1.3% |
93% |
False |
False |
1,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,130.6 |
|
2.618 |
13,790.4 |
|
1.618 |
13,581.9 |
|
1.000 |
13,453.0 |
|
0.618 |
13,373.4 |
|
HIGH |
13,244.5 |
|
0.618 |
13,164.9 |
|
0.500 |
13,140.3 |
|
0.382 |
13,115.6 |
|
LOW |
13,036.0 |
|
0.618 |
12,907.1 |
|
1.000 |
12,827.5 |
|
1.618 |
12,698.6 |
|
2.618 |
12,490.1 |
|
4.250 |
12,149.9 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,141.8 |
13,140.8 |
| PP |
13,141.0 |
13,139.2 |
| S1 |
13,140.3 |
13,137.5 |
|