| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,264.50 |
11,450.25 |
185.75 |
1.6% |
11,518.00 |
| High |
11,481.75 |
11,539.00 |
57.25 |
0.5% |
11,571.00 |
| Low |
11,233.00 |
11,223.75 |
-9.25 |
-0.1% |
10,924.00 |
| Close |
11,450.25 |
11,255.00 |
-195.25 |
-1.7% |
11,048.25 |
| Range |
248.75 |
315.25 |
66.50 |
26.7% |
647.00 |
| ATR |
328.52 |
327.57 |
-0.95 |
-0.3% |
0.00 |
| Volume |
518,258 |
613,797 |
95,539 |
18.4% |
501,596 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,285.00 |
12,085.25 |
11,428.50 |
|
| R3 |
11,969.75 |
11,770.00 |
11,341.75 |
|
| R2 |
11,654.50 |
11,654.50 |
11,312.75 |
|
| R1 |
11,454.75 |
11,454.75 |
11,284.00 |
11,397.00 |
| PP |
11,339.25 |
11,339.25 |
11,339.25 |
11,310.50 |
| S1 |
11,139.50 |
11,139.50 |
11,226.00 |
11,081.75 |
| S2 |
11,024.00 |
11,024.00 |
11,197.25 |
|
| S3 |
10,708.75 |
10,824.25 |
11,168.25 |
|
| S4 |
10,393.50 |
10,509.00 |
11,081.50 |
|
|
| 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 |
5.6% |
344.25 |
3.1% |
53% |
False |
False |
427,012 |
| 10 |
12,448.75 |
10,924.00 |
1,524.75 |
13.5% |
457.00 |
4.1% |
22% |
False |
False |
220,107 |
| 20 |
12,448.75 |
10,924.00 |
1,524.75 |
13.5% |
324.50 |
2.9% |
22% |
False |
False |
110,787 |
| 40 |
12,448.75 |
10,288.00 |
2,160.75 |
19.2% |
274.00 |
2.4% |
45% |
False |
False |
55,681 |
| 60 |
12,448.75 |
9,720.25 |
2,728.50 |
24.2% |
269.00 |
2.4% |
56% |
False |
False |
37,308 |
| 80 |
12,448.75 |
9,168.00 |
3,280.75 |
29.1% |
254.25 |
2.3% |
64% |
False |
False |
27,999 |
| 100 |
12,448.75 |
8,555.00 |
3,893.75 |
34.6% |
235.75 |
2.1% |
69% |
False |
False |
22,400 |
| 120 |
12,448.75 |
7,386.50 |
5,062.25 |
45.0% |
236.50 |
2.1% |
76% |
False |
False |
18,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,878.75 |
|
2.618 |
12,364.25 |
|
1.618 |
12,049.00 |
|
1.000 |
11,854.25 |
|
0.618 |
11,733.75 |
|
HIGH |
11,539.00 |
|
0.618 |
11,418.50 |
|
0.500 |
11,381.50 |
|
0.382 |
11,344.25 |
|
LOW |
11,223.75 |
|
0.618 |
11,029.00 |
|
1.000 |
10,908.50 |
|
1.618 |
10,713.75 |
|
2.618 |
10,398.50 |
|
4.250 |
9,884.00 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,381.50 |
11,314.25 |
| PP |
11,339.25 |
11,294.50 |
| S1 |
11,297.00 |
11,274.75 |
|