| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
12,497.0 |
12,641.0 |
144.0 |
1.2% |
13,134.5 |
| High |
12,675.0 |
12,692.5 |
17.5 |
0.1% |
13,136.5 |
| Low |
12,435.5 |
12,316.0 |
-119.5 |
-1.0% |
12,316.0 |
| Close |
12,583.0 |
12,421.5 |
-161.5 |
-1.3% |
12,421.5 |
| Range |
239.5 |
376.5 |
137.0 |
57.2% |
820.5 |
| ATR |
257.1 |
265.6 |
8.5 |
3.3% |
0.0 |
| Volume |
93,946 |
98,784 |
4,838 |
5.1% |
484,523 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,606.2 |
13,390.3 |
12,628.6 |
|
| R3 |
13,229.7 |
13,013.8 |
12,525.0 |
|
| R2 |
12,853.2 |
12,853.2 |
12,490.5 |
|
| R1 |
12,637.3 |
12,637.3 |
12,456.0 |
12,557.0 |
| PP |
12,476.7 |
12,476.7 |
12,476.7 |
12,436.5 |
| S1 |
12,260.8 |
12,260.8 |
12,387.0 |
12,180.5 |
| S2 |
12,100.2 |
12,100.2 |
12,352.5 |
|
| S3 |
11,723.7 |
11,884.3 |
12,318.0 |
|
| S4 |
11,347.2 |
11,507.8 |
12,214.4 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,086.2 |
14,574.3 |
12,872.8 |
|
| R3 |
14,265.7 |
13,753.8 |
12,647.1 |
|
| R2 |
13,445.2 |
13,445.2 |
12,571.9 |
|
| R1 |
12,933.3 |
12,933.3 |
12,496.7 |
12,779.0 |
| PP |
12,624.7 |
12,624.7 |
12,624.7 |
12,547.5 |
| S1 |
12,112.8 |
12,112.8 |
12,346.3 |
11,958.5 |
| S2 |
11,804.2 |
11,804.2 |
12,271.1 |
|
| S3 |
10,983.7 |
11,292.3 |
12,195.9 |
|
| S4 |
10,163.2 |
10,471.8 |
11,970.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,136.5 |
12,316.0 |
820.5 |
6.6% |
343.9 |
2.8% |
13% |
False |
True |
96,904 |
| 10 |
13,320.0 |
12,316.0 |
1,004.0 |
8.1% |
257.5 |
2.1% |
11% |
False |
True |
69,634 |
| 20 |
13,435.0 |
12,316.0 |
1,119.0 |
9.0% |
273.1 |
2.2% |
9% |
False |
True |
35,227 |
| 40 |
13,435.0 |
12,316.0 |
1,119.0 |
9.0% |
225.5 |
1.8% |
9% |
False |
True |
17,652 |
| 60 |
13,435.0 |
12,207.0 |
1,228.0 |
9.9% |
210.0 |
1.7% |
17% |
False |
False |
11,797 |
| 80 |
13,435.0 |
11,610.0 |
1,825.0 |
14.7% |
217.0 |
1.7% |
44% |
False |
False |
8,862 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
26.1% |
191.6 |
1.5% |
69% |
False |
False |
7,094 |
| 120 |
13,435.0 |
10,180.0 |
3,255.0 |
26.2% |
172.7 |
1.4% |
69% |
False |
False |
5,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,292.6 |
|
2.618 |
13,678.2 |
|
1.618 |
13,301.7 |
|
1.000 |
13,069.0 |
|
0.618 |
12,925.2 |
|
HIGH |
12,692.5 |
|
0.618 |
12,548.7 |
|
0.500 |
12,504.3 |
|
0.382 |
12,459.8 |
|
LOW |
12,316.0 |
|
0.618 |
12,083.3 |
|
1.000 |
11,939.5 |
|
1.618 |
11,706.8 |
|
2.618 |
11,330.3 |
|
4.250 |
10,715.9 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,504.3 |
12,562.8 |
| PP |
12,476.7 |
12,515.7 |
| S1 |
12,449.1 |
12,468.6 |
|