| 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 |
11,450.25 |
11,257.00 |
-193.25 |
-1.7% |
11,518.00 |
| High |
11,539.00 |
11,288.50 |
-250.50 |
-2.2% |
11,571.00 |
| Low |
11,223.75 |
10,904.25 |
-319.50 |
-2.8% |
10,924.00 |
| Close |
11,255.00 |
11,075.25 |
-179.75 |
-1.6% |
11,048.25 |
| Range |
315.25 |
384.25 |
69.00 |
21.9% |
647.00 |
| ATR |
327.57 |
331.62 |
4.05 |
1.2% |
0.00 |
| Volume |
613,797 |
818,376 |
204,579 |
33.3% |
501,596 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,242.00 |
12,043.00 |
11,286.50 |
|
| R3 |
11,857.75 |
11,658.75 |
11,181.00 |
|
| R2 |
11,473.50 |
11,473.50 |
11,145.75 |
|
| R1 |
11,274.50 |
11,274.50 |
11,110.50 |
11,182.00 |
| PP |
11,089.25 |
11,089.25 |
11,089.25 |
11,043.00 |
| S1 |
10,890.25 |
10,890.25 |
11,040.00 |
10,797.50 |
| S2 |
10,705.00 |
10,705.00 |
11,004.75 |
|
| S3 |
10,320.75 |
10,506.00 |
10,969.50 |
|
| S4 |
9,936.50 |
10,121.75 |
10,864.00 |
|
|
| 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 |
11,539.00 |
10,904.25 |
634.75 |
5.7% |
325.50 |
2.9% |
27% |
False |
True |
575,256 |
| 10 |
12,423.50 |
10,904.25 |
1,519.25 |
13.7% |
466.50 |
4.2% |
11% |
False |
True |
301,568 |
| 20 |
12,448.75 |
10,904.25 |
1,544.50 |
13.9% |
337.00 |
3.0% |
11% |
False |
True |
151,663 |
| 40 |
12,448.75 |
10,288.00 |
2,160.75 |
19.5% |
279.75 |
2.5% |
36% |
False |
False |
76,128 |
| 60 |
12,448.75 |
9,720.25 |
2,728.50 |
24.6% |
270.25 |
2.4% |
50% |
False |
False |
50,938 |
| 80 |
12,448.75 |
9,168.00 |
3,280.75 |
29.6% |
256.75 |
2.3% |
58% |
False |
False |
38,229 |
| 100 |
12,448.75 |
8,555.00 |
3,893.75 |
35.2% |
238.25 |
2.2% |
65% |
False |
False |
30,584 |
| 120 |
12,448.75 |
7,386.50 |
5,062.25 |
45.7% |
237.00 |
2.1% |
73% |
False |
False |
25,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,921.50 |
|
2.618 |
12,294.50 |
|
1.618 |
11,910.25 |
|
1.000 |
11,672.75 |
|
0.618 |
11,526.00 |
|
HIGH |
11,288.50 |
|
0.618 |
11,141.75 |
|
0.500 |
11,096.50 |
|
0.382 |
11,051.00 |
|
LOW |
10,904.25 |
|
0.618 |
10,666.75 |
|
1.000 |
10,520.00 |
|
1.618 |
10,282.50 |
|
2.618 |
9,898.25 |
|
4.250 |
9,271.25 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,096.50 |
11,221.50 |
| PP |
11,089.25 |
11,172.75 |
| S1 |
11,082.25 |
11,124.00 |
|