| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
13,147.5 |
13,174.0 |
26.5 |
0.2% |
12,900.0 |
| High |
13,242.5 |
13,261.0 |
18.5 |
0.1% |
13,288.0 |
| Low |
13,116.0 |
13,152.5 |
36.5 |
0.3% |
12,843.5 |
| Close |
13,206.0 |
13,217.5 |
11.5 |
0.1% |
13,196.0 |
| Range |
126.5 |
108.5 |
-18.0 |
-14.2% |
444.5 |
| ATR |
241.3 |
231.8 |
-9.5 |
-3.9% |
0.0 |
| Volume |
40,147 |
28,835 |
-11,312 |
-28.2% |
6,237 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,535.8 |
13,485.2 |
13,277.2 |
|
| R3 |
13,427.3 |
13,376.7 |
13,247.3 |
|
| R2 |
13,318.8 |
13,318.8 |
13,237.4 |
|
| R1 |
13,268.2 |
13,268.2 |
13,227.4 |
13,293.5 |
| PP |
13,210.3 |
13,210.3 |
13,210.3 |
13,223.0 |
| S1 |
13,159.7 |
13,159.7 |
13,207.6 |
13,185.0 |
| S2 |
13,101.8 |
13,101.8 |
13,197.6 |
|
| S3 |
12,993.3 |
13,051.2 |
13,187.7 |
|
| S4 |
12,884.8 |
12,942.7 |
13,157.8 |
|
|
| 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 |
13,081.0 |
239.0 |
1.8% |
154.8 |
1.2% |
57% |
False |
False |
17,988 |
| 10 |
13,435.0 |
12,760.0 |
675.0 |
5.1% |
252.2 |
1.9% |
68% |
False |
False |
9,256 |
| 20 |
13,435.0 |
12,662.0 |
773.0 |
5.8% |
235.6 |
1.8% |
72% |
False |
False |
4,707 |
| 40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.3% |
209.9 |
1.6% |
82% |
False |
False |
2,392 |
| 60 |
13,435.0 |
11,929.0 |
1,506.0 |
11.4% |
202.7 |
1.5% |
86% |
False |
False |
1,620 |
| 80 |
13,435.0 |
11,570.0 |
1,865.0 |
14.1% |
203.6 |
1.5% |
88% |
False |
False |
1,225 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
24.5% |
174.9 |
1.3% |
93% |
False |
False |
984 |
| 120 |
13,435.0 |
9,411.0 |
4,024.0 |
30.4% |
167.5 |
1.3% |
95% |
False |
False |
829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,722.1 |
|
2.618 |
13,545.1 |
|
1.618 |
13,436.6 |
|
1.000 |
13,369.5 |
|
0.618 |
13,328.1 |
|
HIGH |
13,261.0 |
|
0.618 |
13,219.6 |
|
0.500 |
13,206.8 |
|
0.382 |
13,193.9 |
|
LOW |
13,152.5 |
|
0.618 |
13,085.4 |
|
1.000 |
13,044.0 |
|
1.618 |
12,976.9 |
|
2.618 |
12,868.4 |
|
4.250 |
12,691.4 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,213.9 |
13,218.0 |
| PP |
13,210.3 |
13,217.8 |
| S1 |
13,206.8 |
13,217.7 |
|