| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,160.50 |
10,803.50 |
-357.00 |
-3.2% |
11,089.50 |
| High |
11,222.00 |
11,011.75 |
-210.25 |
-1.9% |
11,539.00 |
| Low |
10,786.00 |
10,660.25 |
-125.75 |
-1.2% |
10,742.00 |
| Close |
10,829.00 |
10,891.75 |
62.75 |
0.6% |
10,927.00 |
| Range |
436.00 |
351.50 |
-84.50 |
-19.4% |
797.00 |
| ATR |
342.99 |
343.60 |
0.61 |
0.2% |
0.00 |
| Volume |
656,111 |
791,934 |
135,823 |
20.7% |
3,297,277 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,909.00 |
11,752.00 |
11,085.00 |
|
| R3 |
11,557.50 |
11,400.50 |
10,988.50 |
|
| R2 |
11,206.00 |
11,206.00 |
10,956.25 |
|
| R1 |
11,049.00 |
11,049.00 |
10,924.00 |
11,127.50 |
| PP |
10,854.50 |
10,854.50 |
10,854.50 |
10,894.00 |
| S1 |
10,697.50 |
10,697.50 |
10,859.50 |
10,776.00 |
| S2 |
10,503.00 |
10,503.00 |
10,827.25 |
|
| S3 |
10,151.50 |
10,346.00 |
10,795.00 |
|
| S4 |
9,800.00 |
9,994.50 |
10,698.50 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,460.25 |
12,990.75 |
11,365.25 |
|
| R3 |
12,663.25 |
12,193.75 |
11,146.25 |
|
| R2 |
11,866.25 |
11,866.25 |
11,073.00 |
|
| R1 |
11,396.75 |
11,396.75 |
11,000.00 |
11,233.00 |
| PP |
11,069.25 |
11,069.25 |
11,069.25 |
10,987.50 |
| S1 |
10,599.75 |
10,599.75 |
10,854.00 |
10,436.00 |
| S2 |
10,272.25 |
10,272.25 |
10,781.00 |
|
| S3 |
9,475.25 |
9,802.75 |
10,707.75 |
|
| S4 |
8,678.25 |
9,005.75 |
10,488.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,222.00 |
10,656.50 |
565.50 |
5.2% |
371.00 |
3.4% |
42% |
False |
False |
709,976 |
| 10 |
11,539.00 |
10,656.50 |
882.50 |
8.1% |
348.25 |
3.2% |
27% |
False |
False |
642,616 |
| 20 |
12,448.75 |
10,656.50 |
1,792.25 |
16.5% |
376.25 |
3.5% |
13% |
False |
False |
328,826 |
| 40 |
12,448.75 |
10,489.00 |
1,959.75 |
18.0% |
291.00 |
2.7% |
21% |
False |
False |
164,795 |
| 60 |
12,448.75 |
10,067.00 |
2,381.75 |
21.9% |
279.00 |
2.6% |
35% |
False |
False |
110,063 |
| 80 |
12,448.75 |
9,390.50 |
3,058.25 |
28.1% |
267.75 |
2.5% |
49% |
False |
False |
82,602 |
| 100 |
12,448.75 |
8,829.25 |
3,619.50 |
33.2% |
246.25 |
2.3% |
57% |
False |
False |
66,082 |
| 120 |
12,448.75 |
7,918.75 |
4,530.00 |
41.6% |
242.75 |
2.2% |
66% |
False |
False |
55,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,505.50 |
|
2.618 |
11,932.00 |
|
1.618 |
11,580.50 |
|
1.000 |
11,363.25 |
|
0.618 |
11,229.00 |
|
HIGH |
11,011.75 |
|
0.618 |
10,877.50 |
|
0.500 |
10,836.00 |
|
0.382 |
10,794.50 |
|
LOW |
10,660.25 |
|
0.618 |
10,443.00 |
|
1.000 |
10,308.75 |
|
1.618 |
10,091.50 |
|
2.618 |
9,740.00 |
|
4.250 |
9,166.50 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,873.25 |
10,941.00 |
| PP |
10,854.50 |
10,924.75 |
| S1 |
10,836.00 |
10,908.25 |
|