| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
13,238.5 |
13,134.5 |
-104.0 |
-0.8% |
13,250.0 |
| High |
13,244.5 |
13,136.5 |
-108.0 |
-0.8% |
13,320.0 |
| Low |
13,036.0 |
12,478.5 |
-557.5 |
-4.3% |
13,014.0 |
| Close |
13,142.5 |
12,490.5 |
-652.0 |
-5.0% |
13,142.5 |
| Range |
208.5 |
658.0 |
449.5 |
215.6% |
306.0 |
| ATR |
229.1 |
260.1 |
31.1 |
13.6% |
0.0 |
| Volume |
82,736 |
127,807 |
45,071 |
54.5% |
211,819 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,675.8 |
14,241.2 |
12,852.4 |
|
| R3 |
14,017.8 |
13,583.2 |
12,671.5 |
|
| R2 |
13,359.8 |
13,359.8 |
12,611.1 |
|
| R1 |
12,925.2 |
12,925.2 |
12,550.8 |
12,813.5 |
| PP |
12,701.8 |
12,701.8 |
12,701.8 |
12,646.0 |
| S1 |
12,267.2 |
12,267.2 |
12,430.2 |
12,155.5 |
| S2 |
12,043.8 |
12,043.8 |
12,369.9 |
|
| S3 |
11,385.8 |
11,609.2 |
12,309.6 |
|
| S4 |
10,727.8 |
10,951.2 |
12,128.6 |
|
|
| 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 |
13,261.0 |
12,478.5 |
782.5 |
6.3% |
263.4 |
2.1% |
2% |
False |
True |
64,675 |
| 10 |
13,320.0 |
12,478.5 |
841.5 |
6.7% |
252.6 |
2.0% |
1% |
False |
True |
34,552 |
| 20 |
13,435.0 |
12,478.5 |
956.5 |
7.7% |
257.7 |
2.1% |
1% |
False |
True |
17,409 |
| 40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.8% |
226.4 |
1.8% |
23% |
False |
False |
8,746 |
| 60 |
13,435.0 |
12,085.0 |
1,350.0 |
10.8% |
205.9 |
1.6% |
30% |
False |
False |
5,855 |
| 80 |
13,435.0 |
11,610.0 |
1,825.0 |
14.6% |
214.0 |
1.7% |
48% |
False |
False |
4,404 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
26.0% |
181.7 |
1.5% |
71% |
False |
False |
3,528 |
| 120 |
13,435.0 |
9,411.0 |
4,024.0 |
32.2% |
170.3 |
1.4% |
77% |
False |
False |
2,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,933.0 |
|
2.618 |
14,859.1 |
|
1.618 |
14,201.1 |
|
1.000 |
13,794.5 |
|
0.618 |
13,543.1 |
|
HIGH |
13,136.5 |
|
0.618 |
12,885.1 |
|
0.500 |
12,807.5 |
|
0.382 |
12,729.9 |
|
LOW |
12,478.5 |
|
0.618 |
12,071.9 |
|
1.000 |
11,820.5 |
|
1.618 |
11,413.9 |
|
2.618 |
10,755.9 |
|
4.250 |
9,682.0 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,807.5 |
12,861.5 |
| PP |
12,701.8 |
12,737.8 |
| S1 |
12,596.2 |
12,614.2 |
|