| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
13,134.5 |
12,642.0 |
-492.5 |
-3.7% |
13,250.0 |
| High |
13,136.5 |
12,679.5 |
-457.0 |
-3.5% |
13,320.0 |
| Low |
12,478.5 |
12,537.0 |
58.5 |
0.5% |
13,014.0 |
| Close |
12,490.5 |
12,616.0 |
125.5 |
1.0% |
13,142.5 |
| Range |
658.0 |
142.5 |
-515.5 |
-78.3% |
306.0 |
| ATR |
260.1 |
255.0 |
-5.1 |
-2.0% |
0.0 |
| Volume |
127,807 |
82,094 |
-45,713 |
-35.8% |
211,819 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,038.3 |
12,969.7 |
12,694.4 |
|
| R3 |
12,895.8 |
12,827.2 |
12,655.2 |
|
| R2 |
12,753.3 |
12,753.3 |
12,642.1 |
|
| R1 |
12,684.7 |
12,684.7 |
12,629.1 |
12,647.8 |
| PP |
12,610.8 |
12,610.8 |
12,610.8 |
12,592.4 |
| S1 |
12,542.2 |
12,542.2 |
12,602.9 |
12,505.3 |
| S2 |
12,468.3 |
12,468.3 |
12,589.9 |
|
| S3 |
12,325.8 |
12,399.7 |
12,576.8 |
|
| S4 |
12,183.3 |
12,257.2 |
12,537.6 |
|
|
| 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 |
6.2% |
266.6 |
2.1% |
18% |
False |
False |
73,064 |
| 10 |
13,320.0 |
12,478.5 |
841.5 |
6.7% |
239.7 |
1.9% |
16% |
False |
False |
42,712 |
| 20 |
13,435.0 |
12,478.5 |
956.5 |
7.6% |
256.2 |
2.0% |
14% |
False |
False |
21,508 |
| 40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.7% |
225.7 |
1.8% |
33% |
False |
False |
10,796 |
| 60 |
13,435.0 |
12,085.0 |
1,350.0 |
10.7% |
204.8 |
1.6% |
39% |
False |
False |
7,222 |
| 80 |
13,435.0 |
11,610.0 |
1,825.0 |
14.5% |
213.8 |
1.7% |
55% |
False |
False |
5,430 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
25.7% |
183.1 |
1.5% |
75% |
False |
False |
4,348 |
| 120 |
13,435.0 |
9,476.0 |
3,959.0 |
31.4% |
170.1 |
1.3% |
79% |
False |
False |
3,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,285.1 |
|
2.618 |
13,052.6 |
|
1.618 |
12,910.1 |
|
1.000 |
12,822.0 |
|
0.618 |
12,767.6 |
|
HIGH |
12,679.5 |
|
0.618 |
12,625.1 |
|
0.500 |
12,608.3 |
|
0.382 |
12,591.4 |
|
LOW |
12,537.0 |
|
0.618 |
12,448.9 |
|
1.000 |
12,394.5 |
|
1.618 |
12,306.4 |
|
2.618 |
12,163.9 |
|
4.250 |
11,931.4 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,613.4 |
12,861.5 |
| PP |
12,610.8 |
12,779.7 |
| S1 |
12,608.3 |
12,697.8 |
|