| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,066.50 |
10,920.00 |
-146.50 |
-1.3% |
11,089.50 |
| High |
11,163.00 |
11,009.75 |
-153.25 |
-1.4% |
11,539.00 |
| Low |
10,742.00 |
10,656.50 |
-85.50 |
-0.8% |
10,742.00 |
| Close |
10,927.00 |
10,989.00 |
62.00 |
0.6% |
10,927.00 |
| Range |
421.00 |
353.25 |
-67.75 |
-16.1% |
797.00 |
| ATR |
338.00 |
339.09 |
1.09 |
0.3% |
0.00 |
| Volume |
800,279 |
727,984 |
-72,295 |
-9.0% |
3,297,277 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,944.75 |
11,820.25 |
11,183.25 |
|
| R3 |
11,591.50 |
11,467.00 |
11,086.25 |
|
| R2 |
11,238.25 |
11,238.25 |
11,053.75 |
|
| R1 |
11,113.75 |
11,113.75 |
11,021.50 |
11,176.00 |
| PP |
10,885.00 |
10,885.00 |
10,885.00 |
10,916.25 |
| S1 |
10,760.50 |
10,760.50 |
10,956.50 |
10,822.75 |
| S2 |
10,531.75 |
10,531.75 |
10,924.25 |
|
| S3 |
10,178.50 |
10,407.25 |
10,891.75 |
|
| S4 |
9,825.25 |
10,054.00 |
10,794.75 |
|
|
| 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 |
10,656.50 |
882.50 |
8.0% |
344.50 |
3.1% |
38% |
False |
True |
695,738 |
| 10 |
11,571.00 |
10,656.50 |
914.50 |
8.3% |
396.25 |
3.6% |
36% |
False |
True |
452,685 |
| 20 |
12,448.75 |
10,656.50 |
1,792.25 |
16.3% |
353.75 |
3.2% |
19% |
False |
True |
227,972 |
| 40 |
12,448.75 |
10,397.50 |
2,051.25 |
18.7% |
281.25 |
2.6% |
29% |
False |
False |
114,290 |
| 60 |
12,448.75 |
9,720.25 |
2,728.50 |
24.8% |
274.25 |
2.5% |
46% |
False |
False |
76,390 |
| 80 |
12,448.75 |
9,371.25 |
3,077.50 |
28.0% |
260.00 |
2.4% |
53% |
False |
False |
57,332 |
| 100 |
12,448.75 |
8,555.00 |
3,893.75 |
35.4% |
240.50 |
2.2% |
63% |
False |
False |
45,866 |
| 120 |
12,448.75 |
7,386.50 |
5,062.25 |
46.1% |
237.75 |
2.2% |
71% |
False |
False |
38,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,511.00 |
|
2.618 |
11,934.50 |
|
1.618 |
11,581.25 |
|
1.000 |
11,363.00 |
|
0.618 |
11,228.00 |
|
HIGH |
11,009.75 |
|
0.618 |
10,874.75 |
|
0.500 |
10,833.00 |
|
0.382 |
10,791.50 |
|
LOW |
10,656.50 |
|
0.618 |
10,438.25 |
|
1.000 |
10,303.25 |
|
1.618 |
10,085.00 |
|
2.618 |
9,731.75 |
|
4.250 |
9,155.25 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,937.00 |
10,983.50 |
| PP |
10,885.00 |
10,978.00 |
| S1 |
10,833.00 |
10,972.50 |
|