| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
10,803.50 |
10,914.25 |
110.75 |
1.0% |
10,920.00 |
| High |
11,011.75 |
11,166.25 |
154.50 |
1.4% |
11,222.00 |
| Low |
10,660.25 |
10,813.75 |
153.50 |
1.4% |
10,656.50 |
| Close |
10,891.75 |
11,136.50 |
244.75 |
2.2% |
11,136.50 |
| Range |
351.50 |
352.50 |
1.00 |
0.3% |
565.50 |
| ATR |
343.60 |
344.23 |
0.64 |
0.2% |
0.00 |
| Volume |
791,934 |
600,725 |
-191,209 |
-24.1% |
3,350,326 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,096.25 |
11,969.00 |
11,330.50 |
|
| R3 |
11,743.75 |
11,616.50 |
11,233.50 |
|
| R2 |
11,391.25 |
11,391.25 |
11,201.00 |
|
| R1 |
11,264.00 |
11,264.00 |
11,168.75 |
11,327.50 |
| PP |
11,038.75 |
11,038.75 |
11,038.75 |
11,070.75 |
| S1 |
10,911.50 |
10,911.50 |
11,104.25 |
10,975.00 |
| S2 |
10,686.25 |
10,686.25 |
11,072.00 |
|
| S3 |
10,333.75 |
10,559.00 |
11,039.50 |
|
| S4 |
9,981.25 |
10,206.50 |
10,942.50 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,701.50 |
12,484.50 |
11,447.50 |
|
| R3 |
12,136.00 |
11,919.00 |
11,292.00 |
|
| R2 |
11,570.50 |
11,570.50 |
11,240.25 |
|
| R1 |
11,353.50 |
11,353.50 |
11,188.25 |
11,462.00 |
| PP |
11,005.00 |
11,005.00 |
11,005.00 |
11,059.25 |
| S1 |
10,788.00 |
10,788.00 |
11,084.75 |
10,896.50 |
| S2 |
10,439.50 |
10,439.50 |
11,032.75 |
|
| S3 |
9,874.00 |
10,222.50 |
10,981.00 |
|
| S4 |
9,308.50 |
9,657.00 |
10,825.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,222.00 |
10,656.50 |
565.50 |
5.1% |
357.25 |
3.2% |
85% |
False |
False |
670,065 |
| 10 |
11,539.00 |
10,656.50 |
882.50 |
7.9% |
341.50 |
3.1% |
54% |
False |
False |
664,760 |
| 20 |
12,448.75 |
10,656.50 |
1,792.25 |
16.1% |
383.25 |
3.4% |
27% |
False |
False |
358,785 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
16.1% |
290.25 |
2.6% |
27% |
False |
False |
179,795 |
| 60 |
12,448.75 |
10,240.00 |
2,208.75 |
19.8% |
281.25 |
2.5% |
41% |
False |
False |
120,068 |
| 80 |
12,448.75 |
9,390.50 |
3,058.25 |
27.5% |
271.50 |
2.4% |
57% |
False |
False |
90,111 |
| 100 |
12,448.75 |
8,829.25 |
3,619.50 |
32.5% |
248.75 |
2.2% |
64% |
False |
False |
72,090 |
| 120 |
12,448.75 |
7,960.25 |
4,488.50 |
40.3% |
244.25 |
2.2% |
71% |
False |
False |
60,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,664.50 |
|
2.618 |
12,089.00 |
|
1.618 |
11,736.50 |
|
1.000 |
11,518.75 |
|
0.618 |
11,384.00 |
|
HIGH |
11,166.25 |
|
0.618 |
11,031.50 |
|
0.500 |
10,990.00 |
|
0.382 |
10,948.50 |
|
LOW |
10,813.75 |
|
0.618 |
10,596.00 |
|
1.000 |
10,461.25 |
|
1.618 |
10,243.50 |
|
2.618 |
9,891.00 |
|
4.250 |
9,315.50 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,087.75 |
11,071.50 |
| PP |
11,038.75 |
11,006.25 |
| S1 |
10,990.00 |
10,941.00 |
|