| 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 |
11,181.25 |
11,089.50 |
-91.75 |
-0.8% |
11,518.00 |
| High |
11,343.75 |
11,349.25 |
5.50 |
0.0% |
11,571.00 |
| Low |
10,924.00 |
11,089.50 |
165.50 |
1.5% |
10,924.00 |
| Close |
11,048.25 |
11,266.50 |
218.25 |
2.0% |
11,048.25 |
| Range |
419.75 |
259.75 |
-160.00 |
-38.1% |
647.00 |
| ATR |
337.24 |
334.65 |
-2.59 |
-0.8% |
0.00 |
| Volume |
379,285 |
546,567 |
167,282 |
44.1% |
501,596 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,014.25 |
11,900.25 |
11,409.25 |
|
| R3 |
11,754.50 |
11,640.50 |
11,338.00 |
|
| R2 |
11,494.75 |
11,494.75 |
11,314.00 |
|
| R1 |
11,380.75 |
11,380.75 |
11,290.25 |
11,437.75 |
| PP |
11,235.00 |
11,235.00 |
11,235.00 |
11,263.50 |
| S1 |
11,121.00 |
11,121.00 |
11,242.75 |
11,178.00 |
| S2 |
10,975.25 |
10,975.25 |
11,219.00 |
|
| S3 |
10,715.50 |
10,861.25 |
11,195.00 |
|
| S4 |
10,455.75 |
10,601.50 |
11,123.75 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,122.00 |
12,732.25 |
11,404.00 |
|
| R3 |
12,475.00 |
12,085.25 |
11,226.25 |
|
| R2 |
11,828.00 |
11,828.00 |
11,166.75 |
|
| R1 |
11,438.25 |
11,438.25 |
11,107.50 |
11,309.50 |
| PP |
11,181.00 |
11,181.00 |
11,181.00 |
11,116.75 |
| S1 |
10,791.25 |
10,791.25 |
10,989.00 |
10,662.50 |
| S2 |
10,534.00 |
10,534.00 |
10,929.75 |
|
| S3 |
9,887.00 |
10,144.25 |
10,870.25 |
|
| S4 |
9,240.00 |
9,497.25 |
10,692.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,571.00 |
10,924.00 |
647.00 |
5.7% |
448.00 |
4.0% |
53% |
False |
False |
209,632 |
| 10 |
12,448.75 |
10,924.00 |
1,524.75 |
13.5% |
441.50 |
3.9% |
22% |
False |
False |
107,375 |
| 20 |
12,448.75 |
10,924.00 |
1,524.75 |
13.5% |
311.00 |
2.8% |
22% |
False |
False |
54,232 |
| 40 |
12,448.75 |
10,288.00 |
2,160.75 |
19.2% |
277.00 |
2.5% |
45% |
False |
False |
27,410 |
| 60 |
12,448.75 |
9,720.25 |
2,728.50 |
24.2% |
267.50 |
2.4% |
57% |
False |
False |
18,450 |
| 80 |
12,448.75 |
9,168.00 |
3,280.75 |
29.1% |
249.25 |
2.2% |
64% |
False |
False |
13,849 |
| 100 |
12,448.75 |
8,505.50 |
3,943.25 |
35.0% |
234.50 |
2.1% |
70% |
False |
False |
11,079 |
| 120 |
12,448.75 |
7,320.75 |
5,128.00 |
45.5% |
239.25 |
2.1% |
77% |
False |
False |
9,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,453.25 |
|
2.618 |
12,029.25 |
|
1.618 |
11,769.50 |
|
1.000 |
11,609.00 |
|
0.618 |
11,509.75 |
|
HIGH |
11,349.25 |
|
0.618 |
11,250.00 |
|
0.500 |
11,219.50 |
|
0.382 |
11,188.75 |
|
LOW |
11,089.50 |
|
0.618 |
10,929.00 |
|
1.000 |
10,829.75 |
|
1.618 |
10,669.25 |
|
2.618 |
10,409.50 |
|
4.250 |
9,985.50 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,250.75 |
11,257.25 |
| PP |
11,235.00 |
11,248.25 |
| S1 |
11,219.50 |
11,239.00 |
|