| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,257.00 |
11,066.50 |
-190.50 |
-1.7% |
11,089.50 |
| High |
11,288.50 |
11,163.00 |
-125.50 |
-1.1% |
11,539.00 |
| Low |
10,904.25 |
10,742.00 |
-162.25 |
-1.5% |
10,742.00 |
| Close |
11,075.25 |
10,927.00 |
-148.25 |
-1.3% |
10,927.00 |
| Range |
384.25 |
421.00 |
36.75 |
9.6% |
797.00 |
| ATR |
331.62 |
338.00 |
6.38 |
1.9% |
0.00 |
| Volume |
818,376 |
800,279 |
-18,097 |
-2.2% |
3,297,277 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,207.00 |
11,988.00 |
11,158.50 |
|
| R3 |
11,786.00 |
11,567.00 |
11,042.75 |
|
| R2 |
11,365.00 |
11,365.00 |
11,004.25 |
|
| R1 |
11,146.00 |
11,146.00 |
10,965.50 |
11,045.00 |
| PP |
10,944.00 |
10,944.00 |
10,944.00 |
10,893.50 |
| S1 |
10,725.00 |
10,725.00 |
10,888.50 |
10,624.00 |
| S2 |
10,523.00 |
10,523.00 |
10,849.75 |
|
| S3 |
10,102.00 |
10,304.00 |
10,811.25 |
|
| S4 |
9,681.00 |
9,883.00 |
10,695.50 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,460.25 |
12,990.75 |
11,365.25 |
|
| R3 |
12,663.25 |
12,193.75 |
11,146.25 |
|
| R2 |
11,866.25 |
11,866.25 |
11,073.00 |
|
| R1 |
11,396.75 |
11,396.75 |
11,000.00 |
11,233.00 |
| PP |
11,069.25 |
11,069.25 |
11,069.25 |
10,987.50 |
| S1 |
10,599.75 |
10,599.75 |
10,854.00 |
10,436.00 |
| S2 |
10,272.25 |
10,272.25 |
10,781.00 |
|
| S3 |
9,475.25 |
9,802.75 |
10,707.75 |
|
| S4 |
8,678.25 |
9,005.75 |
10,488.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,539.00 |
10,742.00 |
797.00 |
7.3% |
325.75 |
3.0% |
23% |
False |
True |
659,455 |
| 10 |
11,829.50 |
10,742.00 |
1,087.50 |
10.0% |
431.00 |
3.9% |
17% |
False |
True |
381,033 |
| 20 |
12,448.75 |
10,742.00 |
1,706.75 |
15.6% |
344.25 |
3.2% |
11% |
False |
True |
191,642 |
| 40 |
12,448.75 |
10,288.00 |
2,160.75 |
19.8% |
279.75 |
2.6% |
30% |
False |
False |
96,114 |
| 60 |
12,448.75 |
9,720.25 |
2,728.50 |
25.0% |
272.00 |
2.5% |
44% |
False |
False |
64,264 |
| 80 |
12,448.75 |
9,319.00 |
3,129.75 |
28.6% |
258.25 |
2.4% |
51% |
False |
False |
48,232 |
| 100 |
12,448.75 |
8,555.00 |
3,893.75 |
35.6% |
240.00 |
2.2% |
61% |
False |
False |
38,586 |
| 120 |
12,448.75 |
7,386.50 |
5,062.25 |
46.3% |
236.75 |
2.2% |
70% |
False |
False |
32,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,952.25 |
|
2.618 |
12,265.25 |
|
1.618 |
11,844.25 |
|
1.000 |
11,584.00 |
|
0.618 |
11,423.25 |
|
HIGH |
11,163.00 |
|
0.618 |
11,002.25 |
|
0.500 |
10,952.50 |
|
0.382 |
10,902.75 |
|
LOW |
10,742.00 |
|
0.618 |
10,481.75 |
|
1.000 |
10,321.00 |
|
1.618 |
10,060.75 |
|
2.618 |
9,639.75 |
|
4.250 |
8,952.75 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,952.50 |
11,140.50 |
| PP |
10,944.00 |
11,069.25 |
| S1 |
10,935.50 |
10,998.25 |
|