| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
10,920.00 |
10,966.25 |
46.25 |
0.4% |
11,089.50 |
| High |
11,009.75 |
11,191.00 |
181.25 |
1.6% |
11,539.00 |
| Low |
10,656.50 |
10,897.50 |
241.00 |
2.3% |
10,742.00 |
| Close |
10,989.00 |
11,149.50 |
160.50 |
1.5% |
10,927.00 |
| Range |
353.25 |
293.50 |
-59.75 |
-16.9% |
797.00 |
| ATR |
339.09 |
335.84 |
-3.26 |
-1.0% |
0.00 |
| Volume |
727,984 |
573,572 |
-154,412 |
-21.2% |
3,297,277 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,959.75 |
11,848.25 |
11,311.00 |
|
| R3 |
11,666.25 |
11,554.75 |
11,230.25 |
|
| R2 |
11,372.75 |
11,372.75 |
11,203.25 |
|
| R1 |
11,261.25 |
11,261.25 |
11,176.50 |
11,317.00 |
| PP |
11,079.25 |
11,079.25 |
11,079.25 |
11,107.25 |
| S1 |
10,967.75 |
10,967.75 |
11,122.50 |
11,023.50 |
| S2 |
10,785.75 |
10,785.75 |
11,095.75 |
|
| S3 |
10,492.25 |
10,674.25 |
11,068.75 |
|
| S4 |
10,198.75 |
10,380.75 |
10,988.00 |
|
|
| 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 |
7.9% |
353.50 |
3.2% |
56% |
False |
False |
706,801 |
| 10 |
11,554.00 |
10,656.50 |
897.50 |
8.0% |
371.25 |
3.3% |
55% |
False |
False |
507,920 |
| 20 |
12,448.75 |
10,656.50 |
1,792.25 |
16.1% |
358.75 |
3.2% |
28% |
False |
False |
256,568 |
| 40 |
12,448.75 |
10,489.00 |
1,959.75 |
17.6% |
282.00 |
2.5% |
34% |
False |
False |
128,616 |
| 60 |
12,448.75 |
9,720.25 |
2,728.50 |
24.5% |
274.25 |
2.5% |
52% |
False |
False |
85,939 |
| 80 |
12,448.75 |
9,390.50 |
3,058.25 |
27.4% |
261.50 |
2.3% |
58% |
False |
False |
64,502 |
| 100 |
12,448.75 |
8,555.00 |
3,893.75 |
34.9% |
240.75 |
2.2% |
67% |
False |
False |
51,602 |
| 120 |
12,448.75 |
7,386.50 |
5,062.25 |
45.4% |
240.00 |
2.2% |
74% |
False |
False |
43,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,438.50 |
|
2.618 |
11,959.50 |
|
1.618 |
11,666.00 |
|
1.000 |
11,484.50 |
|
0.618 |
11,372.50 |
|
HIGH |
11,191.00 |
|
0.618 |
11,079.00 |
|
0.500 |
11,044.25 |
|
0.382 |
11,009.50 |
|
LOW |
10,897.50 |
|
0.618 |
10,716.00 |
|
1.000 |
10,604.00 |
|
1.618 |
10,422.50 |
|
2.618 |
10,129.00 |
|
4.250 |
9,650.00 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,114.50 |
11,074.25 |
| PP |
11,079.25 |
10,999.00 |
| S1 |
11,044.25 |
10,923.75 |
|