| 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 |
11,467.50 |
11,269.50 |
-198.00 |
-1.7% |
11,531.00 |
| High |
11,550.00 |
11,302.50 |
-247.50 |
-2.1% |
11,585.00 |
| Low |
11,237.50 |
10,918.75 |
-318.75 |
-2.8% |
10,935.25 |
| Close |
11,268.75 |
11,090.00 |
-178.75 |
-1.6% |
11,061.50 |
| Range |
312.50 |
383.75 |
71.25 |
22.8% |
649.75 |
| ATR |
329.39 |
333.27 |
3.88 |
1.2% |
0.00 |
| Volume |
167,828 |
157,390 |
-10,438 |
-6.2% |
3,114,418 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,255.00 |
12,056.25 |
11,301.00 |
|
| R3 |
11,871.25 |
11,672.50 |
11,195.50 |
|
| R2 |
11,487.50 |
11,487.50 |
11,160.25 |
|
| R1 |
11,288.75 |
11,288.75 |
11,125.25 |
11,196.25 |
| PP |
11,103.75 |
11,103.75 |
11,103.75 |
11,057.50 |
| S1 |
10,905.00 |
10,905.00 |
11,054.75 |
10,812.50 |
| S2 |
10,720.00 |
10,720.00 |
11,019.75 |
|
| S3 |
10,336.25 |
10,521.25 |
10,984.50 |
|
| S4 |
9,952.50 |
10,137.50 |
10,879.00 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,143.25 |
12,752.00 |
11,418.75 |
|
| R3 |
12,493.50 |
12,102.25 |
11,240.25 |
|
| R2 |
11,843.75 |
11,843.75 |
11,180.50 |
|
| R1 |
11,452.50 |
11,452.50 |
11,121.00 |
11,323.25 |
| PP |
11,194.00 |
11,194.00 |
11,194.00 |
11,129.25 |
| S1 |
10,802.75 |
10,802.75 |
11,002.00 |
10,673.50 |
| S2 |
10,544.25 |
10,544.25 |
10,942.50 |
|
| S3 |
9,894.50 |
10,153.00 |
10,882.75 |
|
| S4 |
9,244.75 |
9,503.25 |
10,704.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,550.00 |
10,918.75 |
631.25 |
5.7% |
324.25 |
2.9% |
27% |
False |
True |
273,556 |
| 10 |
12,438.75 |
10,918.75 |
1,520.00 |
13.7% |
467.00 |
4.2% |
11% |
False |
True |
612,025 |
| 20 |
12,465.25 |
10,918.75 |
1,546.50 |
13.9% |
338.00 |
3.0% |
11% |
False |
True |
577,554 |
| 40 |
12,465.25 |
10,301.00 |
2,164.25 |
19.5% |
282.75 |
2.5% |
36% |
False |
False |
515,594 |
| 60 |
12,465.25 |
9,728.75 |
2,736.50 |
24.7% |
273.50 |
2.5% |
50% |
False |
False |
527,737 |
| 80 |
12,465.25 |
9,158.75 |
3,306.50 |
29.8% |
265.00 |
2.4% |
58% |
False |
False |
441,637 |
| 100 |
12,465.25 |
8,545.00 |
3,920.25 |
35.3% |
257.75 |
2.3% |
65% |
False |
False |
353,388 |
| 120 |
12,465.25 |
7,378.00 |
5,087.25 |
45.9% |
263.50 |
2.4% |
73% |
False |
False |
294,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,933.50 |
|
2.618 |
12,307.25 |
|
1.618 |
11,923.50 |
|
1.000 |
11,686.25 |
|
0.618 |
11,539.75 |
|
HIGH |
11,302.50 |
|
0.618 |
11,156.00 |
|
0.500 |
11,110.50 |
|
0.382 |
11,065.25 |
|
LOW |
10,918.75 |
|
0.618 |
10,681.50 |
|
1.000 |
10,535.00 |
|
1.618 |
10,297.75 |
|
2.618 |
9,914.00 |
|
4.250 |
9,287.75 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,110.50 |
11,234.50 |
| PP |
11,103.75 |
11,186.25 |
| S1 |
11,097.00 |
11,138.00 |
|