| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
12,659.5 |
12,497.0 |
-162.5 |
-1.3% |
13,250.0 |
| High |
12,809.5 |
12,675.0 |
-134.5 |
-1.1% |
13,320.0 |
| Low |
12,506.5 |
12,435.5 |
-71.0 |
-0.6% |
13,014.0 |
| Close |
12,631.0 |
12,583.0 |
-48.0 |
-0.4% |
13,142.5 |
| Range |
303.0 |
239.5 |
-63.5 |
-21.0% |
306.0 |
| ATR |
258.5 |
257.1 |
-1.4 |
-0.5% |
0.0 |
| Volume |
81,892 |
93,946 |
12,054 |
14.7% |
211,819 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,283.0 |
13,172.5 |
12,714.7 |
|
| R3 |
13,043.5 |
12,933.0 |
12,648.9 |
|
| R2 |
12,804.0 |
12,804.0 |
12,626.9 |
|
| R1 |
12,693.5 |
12,693.5 |
12,605.0 |
12,748.8 |
| PP |
12,564.5 |
12,564.5 |
12,564.5 |
12,592.1 |
| S1 |
12,454.0 |
12,454.0 |
12,561.0 |
12,509.3 |
| S2 |
12,325.0 |
12,325.0 |
12,539.1 |
|
| S3 |
12,085.5 |
12,214.5 |
12,517.1 |
|
| S4 |
11,846.0 |
11,975.0 |
12,451.3 |
|
|
| 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 |
13,244.5 |
12,435.5 |
809.0 |
6.4% |
310.3 |
2.5% |
18% |
False |
True |
93,695 |
| 10 |
13,320.0 |
12,435.5 |
884.5 |
7.0% |
233.4 |
1.9% |
17% |
False |
True |
60,038 |
| 20 |
13,435.0 |
12,435.5 |
999.5 |
7.9% |
264.2 |
2.1% |
15% |
False |
True |
30,291 |
| 40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.8% |
222.8 |
1.8% |
31% |
False |
False |
15,185 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.8% |
205.9 |
1.6% |
31% |
False |
False |
10,151 |
| 80 |
13,435.0 |
11,610.0 |
1,825.0 |
14.5% |
215.6 |
1.7% |
53% |
False |
False |
7,627 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
25.8% |
188.5 |
1.5% |
74% |
False |
False |
6,106 |
| 120 |
13,435.0 |
10,089.0 |
3,346.0 |
26.6% |
172.8 |
1.4% |
75% |
False |
False |
5,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,692.9 |
|
2.618 |
13,302.0 |
|
1.618 |
13,062.5 |
|
1.000 |
12,914.5 |
|
0.618 |
12,823.0 |
|
HIGH |
12,675.0 |
|
0.618 |
12,583.5 |
|
0.500 |
12,555.3 |
|
0.382 |
12,527.0 |
|
LOW |
12,435.5 |
|
0.618 |
12,287.5 |
|
1.000 |
12,196.0 |
|
1.618 |
12,048.0 |
|
2.618 |
11,808.5 |
|
4.250 |
11,417.6 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,573.8 |
12,622.5 |
| PP |
12,564.5 |
12,609.3 |
| S1 |
12,555.3 |
12,596.2 |
|