| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
13,148.5 |
13,250.0 |
101.5 |
0.8% |
12,900.0 |
| High |
13,233.0 |
13,320.0 |
87.0 |
0.7% |
13,288.0 |
| Low |
13,097.0 |
13,124.0 |
27.0 |
0.2% |
12,843.5 |
| Close |
13,196.0 |
13,180.5 |
-15.5 |
-0.1% |
13,196.0 |
| Range |
136.0 |
196.0 |
60.0 |
44.1% |
444.5 |
| ATR |
254.3 |
250.1 |
-4.2 |
-1.6% |
0.0 |
| Volume |
2,826 |
16,249 |
13,423 |
475.0% |
6,237 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,796.2 |
13,684.3 |
13,288.3 |
|
| R3 |
13,600.2 |
13,488.3 |
13,234.4 |
|
| R2 |
13,404.2 |
13,404.2 |
13,216.4 |
|
| R1 |
13,292.3 |
13,292.3 |
13,198.5 |
13,250.3 |
| PP |
13,208.2 |
13,208.2 |
13,208.2 |
13,187.1 |
| S1 |
13,096.3 |
13,096.3 |
13,162.5 |
13,054.3 |
| S2 |
13,012.2 |
13,012.2 |
13,144.6 |
|
| S3 |
12,816.2 |
12,900.3 |
13,126.6 |
|
| S4 |
12,620.2 |
12,704.3 |
13,072.7 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,442.7 |
14,263.8 |
13,440.5 |
|
| R3 |
13,998.2 |
13,819.3 |
13,318.2 |
|
| R2 |
13,553.7 |
13,553.7 |
13,277.5 |
|
| R1 |
13,374.8 |
13,374.8 |
13,236.7 |
13,464.3 |
| PP |
13,109.2 |
13,109.2 |
13,109.2 |
13,153.9 |
| S1 |
12,930.3 |
12,930.3 |
13,155.3 |
13,019.8 |
| S2 |
12,664.7 |
12,664.7 |
13,114.5 |
|
| S3 |
12,220.2 |
12,485.8 |
13,073.8 |
|
| S4 |
11,775.7 |
12,041.3 |
12,951.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,320.0 |
12,843.5 |
476.5 |
3.6% |
241.8 |
1.8% |
71% |
True |
False |
4,429 |
| 10 |
13,435.0 |
12,760.0 |
675.0 |
5.1% |
287.2 |
2.2% |
62% |
False |
False |
2,438 |
| 20 |
13,435.0 |
12,662.0 |
773.0 |
5.9% |
238.0 |
1.8% |
67% |
False |
False |
1,265 |
| 40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.3% |
210.7 |
1.6% |
79% |
False |
False |
674 |
| 60 |
13,435.0 |
11,929.0 |
1,506.0 |
11.4% |
210.8 |
1.6% |
83% |
False |
False |
474 |
| 80 |
13,435.0 |
11,467.0 |
1,968.0 |
14.9% |
200.8 |
1.5% |
87% |
False |
False |
363 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
24.6% |
173.5 |
1.3% |
92% |
False |
False |
296 |
| 120 |
13,435.0 |
9,411.0 |
4,024.0 |
30.5% |
166.7 |
1.3% |
94% |
False |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,153.0 |
|
2.618 |
13,833.1 |
|
1.618 |
13,637.1 |
|
1.000 |
13,516.0 |
|
0.618 |
13,441.1 |
|
HIGH |
13,320.0 |
|
0.618 |
13,245.1 |
|
0.500 |
13,222.0 |
|
0.382 |
13,198.9 |
|
LOW |
13,124.0 |
|
0.618 |
13,002.9 |
|
1.000 |
12,928.0 |
|
1.618 |
12,806.9 |
|
2.618 |
12,610.9 |
|
4.250 |
12,291.0 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,222.0 |
13,200.5 |
| PP |
13,208.2 |
13,193.8 |
| S1 |
13,194.3 |
13,187.2 |
|