| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
10,966.25 |
11,160.50 |
194.25 |
1.8% |
11,089.50 |
| High |
11,191.00 |
11,222.00 |
31.00 |
0.3% |
11,539.00 |
| Low |
10,897.50 |
10,786.00 |
-111.50 |
-1.0% |
10,742.00 |
| Close |
11,149.50 |
10,829.00 |
-320.50 |
-2.9% |
10,927.00 |
| Range |
293.50 |
436.00 |
142.50 |
48.6% |
797.00 |
| ATR |
335.84 |
342.99 |
7.15 |
2.1% |
0.00 |
| Volume |
573,572 |
656,111 |
82,539 |
14.4% |
3,297,277 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,253.75 |
11,977.25 |
11,068.75 |
|
| R3 |
11,817.75 |
11,541.25 |
10,949.00 |
|
| R2 |
11,381.75 |
11,381.75 |
10,909.00 |
|
| R1 |
11,105.25 |
11,105.25 |
10,869.00 |
11,025.50 |
| PP |
10,945.75 |
10,945.75 |
10,945.75 |
10,905.75 |
| S1 |
10,669.25 |
10,669.25 |
10,789.00 |
10,589.50 |
| S2 |
10,509.75 |
10,509.75 |
10,749.00 |
|
| S3 |
10,073.75 |
10,233.25 |
10,709.00 |
|
| S4 |
9,637.75 |
9,797.25 |
10,589.25 |
|
|
| 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 |
11,288.50 |
10,656.50 |
632.00 |
5.8% |
377.50 |
3.5% |
27% |
False |
False |
715,264 |
| 10 |
11,554.00 |
10,656.50 |
897.50 |
8.3% |
361.00 |
3.3% |
19% |
False |
False |
571,138 |
| 20 |
12,448.75 |
10,656.50 |
1,792.25 |
16.6% |
372.25 |
3.4% |
10% |
False |
False |
289,311 |
| 40 |
12,448.75 |
10,489.00 |
1,959.75 |
18.1% |
286.75 |
2.6% |
17% |
False |
False |
145,008 |
| 60 |
12,448.75 |
9,930.25 |
2,518.50 |
23.3% |
277.00 |
2.6% |
36% |
False |
False |
96,868 |
| 80 |
12,448.75 |
9,390.50 |
3,058.25 |
28.2% |
265.00 |
2.4% |
47% |
False |
False |
72,703 |
| 100 |
12,448.75 |
8,555.00 |
3,893.75 |
36.0% |
245.00 |
2.3% |
58% |
False |
False |
58,163 |
| 120 |
12,448.75 |
7,432.00 |
5,016.75 |
46.3% |
241.50 |
2.2% |
68% |
False |
False |
48,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,075.00 |
|
2.618 |
12,363.50 |
|
1.618 |
11,927.50 |
|
1.000 |
11,658.00 |
|
0.618 |
11,491.50 |
|
HIGH |
11,222.00 |
|
0.618 |
11,055.50 |
|
0.500 |
11,004.00 |
|
0.382 |
10,952.50 |
|
LOW |
10,786.00 |
|
0.618 |
10,516.50 |
|
1.000 |
10,350.00 |
|
1.618 |
10,080.50 |
|
2.618 |
9,644.50 |
|
4.250 |
8,933.00 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,004.00 |
10,939.25 |
| PP |
10,945.75 |
10,902.50 |
| S1 |
10,887.25 |
10,865.75 |
|