| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,089.50 |
11,264.50 |
175.00 |
1.6% |
11,518.00 |
| High |
11,349.25 |
11,481.75 |
132.50 |
1.2% |
11,571.00 |
| Low |
11,089.50 |
11,233.00 |
143.50 |
1.3% |
10,924.00 |
| Close |
11,266.50 |
11,450.25 |
183.75 |
1.6% |
11,048.25 |
| Range |
259.75 |
248.75 |
-11.00 |
-4.2% |
647.00 |
| ATR |
334.65 |
328.52 |
-6.14 |
-1.8% |
0.00 |
| Volume |
546,567 |
518,258 |
-28,309 |
-5.2% |
501,596 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,134.50 |
12,041.25 |
11,587.00 |
|
| R3 |
11,885.75 |
11,792.50 |
11,518.75 |
|
| R2 |
11,637.00 |
11,637.00 |
11,495.75 |
|
| R1 |
11,543.75 |
11,543.75 |
11,473.00 |
11,590.50 |
| PP |
11,388.25 |
11,388.25 |
11,388.25 |
11,411.75 |
| S1 |
11,295.00 |
11,295.00 |
11,427.50 |
11,341.50 |
| S2 |
11,139.50 |
11,139.50 |
11,404.75 |
|
| S3 |
10,890.75 |
11,046.25 |
11,381.75 |
|
| S4 |
10,642.00 |
10,797.50 |
11,313.50 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,122.00 |
12,732.25 |
11,404.00 |
|
| R3 |
12,475.00 |
12,085.25 |
11,226.25 |
|
| R2 |
11,828.00 |
11,828.00 |
11,166.75 |
|
| R1 |
11,438.25 |
11,438.25 |
11,107.50 |
11,309.50 |
| PP |
11,181.00 |
11,181.00 |
11,181.00 |
11,116.75 |
| S1 |
10,791.25 |
10,791.25 |
10,989.00 |
10,662.50 |
| S2 |
10,534.00 |
10,534.00 |
10,929.75 |
|
| S3 |
9,887.00 |
10,144.25 |
10,870.25 |
|
| S4 |
9,240.00 |
9,497.25 |
10,692.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,554.00 |
10,924.00 |
630.00 |
5.5% |
389.25 |
3.4% |
84% |
False |
False |
309,040 |
| 10 |
12,448.75 |
10,924.00 |
1,524.75 |
13.3% |
449.00 |
3.9% |
35% |
False |
False |
158,991 |
| 20 |
12,448.75 |
10,924.00 |
1,524.75 |
13.3% |
316.00 |
2.8% |
35% |
False |
False |
80,133 |
| 40 |
12,448.75 |
10,288.00 |
2,160.75 |
18.9% |
273.00 |
2.4% |
54% |
False |
False |
40,356 |
| 60 |
12,448.75 |
9,720.25 |
2,728.50 |
23.8% |
268.50 |
2.3% |
63% |
False |
False |
27,085 |
| 80 |
12,448.75 |
9,168.00 |
3,280.75 |
28.7% |
252.50 |
2.2% |
70% |
False |
False |
20,327 |
| 100 |
12,448.75 |
8,505.50 |
3,943.25 |
34.4% |
235.25 |
2.1% |
75% |
False |
False |
16,262 |
| 120 |
12,448.75 |
7,320.75 |
5,128.00 |
44.8% |
238.25 |
2.1% |
81% |
False |
False |
13,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,539.00 |
|
2.618 |
12,133.00 |
|
1.618 |
11,884.25 |
|
1.000 |
11,730.50 |
|
0.618 |
11,635.50 |
|
HIGH |
11,481.75 |
|
0.618 |
11,386.75 |
|
0.500 |
11,357.50 |
|
0.382 |
11,328.00 |
|
LOW |
11,233.00 |
|
0.618 |
11,079.25 |
|
1.000 |
10,984.25 |
|
1.618 |
10,830.50 |
|
2.618 |
10,581.75 |
|
4.250 |
10,175.75 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,419.25 |
11,367.75 |
| PP |
11,388.25 |
11,285.25 |
| S1 |
11,357.50 |
11,203.00 |
|