| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,467.90 |
10,973.70 |
-494.20 |
-4.3% |
11,157.84 |
| High |
11,486.09 |
11,160.04 |
-326.05 |
-2.8% |
11,566.34 |
| Low |
11,242.96 |
10,936.80 |
-306.16 |
-2.7% |
10,945.22 |
| Close |
11,247.60 |
11,080.95 |
-166.65 |
-1.5% |
11,087.40 |
| Range |
243.13 |
223.24 |
-19.89 |
-8.2% |
621.12 |
| ATR |
295.20 |
296.32 |
1.11 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,728.98 |
11,628.21 |
11,203.73 |
|
| R3 |
11,505.74 |
11,404.97 |
11,142.34 |
|
| R2 |
11,282.50 |
11,282.50 |
11,121.88 |
|
| R1 |
11,181.73 |
11,181.73 |
11,101.41 |
11,232.12 |
| PP |
11,059.26 |
11,059.26 |
11,059.26 |
11,084.46 |
| S1 |
10,958.49 |
10,958.49 |
11,060.49 |
11,008.88 |
| S2 |
10,836.02 |
10,836.02 |
11,040.02 |
|
| S3 |
10,612.78 |
10,735.25 |
11,019.56 |
|
| S4 |
10,389.54 |
10,512.01 |
10,958.17 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,063.01 |
12,696.33 |
11,429.02 |
|
| R3 |
12,441.89 |
12,075.21 |
11,258.21 |
|
| R2 |
11,820.77 |
11,820.77 |
11,201.27 |
|
| R1 |
11,454.09 |
11,454.09 |
11,144.34 |
11,326.87 |
| PP |
11,199.65 |
11,199.65 |
11,199.65 |
11,136.05 |
| S1 |
10,832.97 |
10,832.97 |
11,030.46 |
10,705.75 |
| S2 |
10,578.53 |
10,578.53 |
10,973.53 |
|
| S3 |
9,957.41 |
10,211.85 |
10,916.59 |
|
| S4 |
9,336.29 |
9,590.73 |
10,745.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,495.40 |
10,936.80 |
558.60 |
5.0% |
220.04 |
2.0% |
26% |
False |
True |
|
| 10 |
12,235.00 |
10,936.80 |
1,298.20 |
11.7% |
347.22 |
3.1% |
11% |
False |
True |
|
| 20 |
12,439.48 |
10,936.80 |
1,502.68 |
13.6% |
262.72 |
2.4% |
10% |
False |
True |
|
| 40 |
12,439.48 |
10,313.94 |
2,125.54 |
19.2% |
214.67 |
1.9% |
36% |
False |
False |
|
| 60 |
12,439.48 |
9,742.89 |
2,696.59 |
24.3% |
216.24 |
2.0% |
50% |
False |
False |
|
| 80 |
12,439.48 |
9,182.45 |
3,257.03 |
29.4% |
207.77 |
1.9% |
58% |
False |
False |
|
| 100 |
12,439.48 |
8,665.40 |
3,774.08 |
34.1% |
199.38 |
1.8% |
64% |
False |
False |
|
| 120 |
12,439.48 |
7,423.97 |
5,015.51 |
45.3% |
200.94 |
1.8% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,108.81 |
|
2.618 |
11,744.48 |
|
1.618 |
11,521.24 |
|
1.000 |
11,383.28 |
|
0.618 |
11,298.00 |
|
HIGH |
11,160.04 |
|
0.618 |
11,074.76 |
|
0.500 |
11,048.42 |
|
0.382 |
11,022.08 |
|
LOW |
10,936.80 |
|
0.618 |
10,798.84 |
|
1.000 |
10,713.56 |
|
1.618 |
10,575.60 |
|
2.618 |
10,352.36 |
|
4.250 |
9,988.03 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,070.11 |
11,216.10 |
| PP |
11,059.26 |
11,171.05 |
| S1 |
11,048.42 |
11,126.00 |
|