| 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 |
11,251.19 |
11,250.80 |
-0.39 |
0.0% |
11,157.84 |
| High |
11,280.41 |
11,363.25 |
82.84 |
0.7% |
11,566.34 |
| Low |
10,945.22 |
11,192.82 |
247.60 |
2.3% |
10,945.22 |
| Close |
11,087.40 |
11,277.76 |
190.36 |
1.7% |
11,087.40 |
| Range |
335.19 |
170.43 |
-164.76 |
-49.2% |
621.12 |
| ATR |
307.76 |
305.48 |
-2.28 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,789.23 |
11,703.93 |
11,371.50 |
|
| R3 |
11,618.80 |
11,533.50 |
11,324.63 |
|
| R2 |
11,448.37 |
11,448.37 |
11,309.01 |
|
| R1 |
11,363.07 |
11,363.07 |
11,293.38 |
11,405.72 |
| PP |
11,277.94 |
11,277.94 |
11,277.94 |
11,299.27 |
| S1 |
11,192.64 |
11,192.64 |
11,262.14 |
11,235.29 |
| S2 |
11,107.51 |
11,107.51 |
11,246.51 |
|
| S3 |
10,937.08 |
11,022.21 |
11,230.89 |
|
| S4 |
10,766.65 |
10,851.78 |
11,184.02 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,063.01 |
12,696.33 |
11,429.02 |
|
| R3 |
12,441.89 |
12,075.21 |
11,258.21 |
|
| R2 |
11,820.77 |
11,820.77 |
11,201.27 |
|
| R1 |
11,454.09 |
11,454.09 |
11,144.34 |
11,326.87 |
| PP |
11,199.65 |
11,199.65 |
11,199.65 |
11,136.05 |
| S1 |
10,832.97 |
10,832.97 |
11,030.46 |
10,705.75 |
| S2 |
10,578.53 |
10,578.53 |
10,973.53 |
|
| S3 |
9,957.41 |
10,211.85 |
10,916.59 |
|
| S4 |
9,336.29 |
9,590.73 |
10,745.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,566.34 |
10,945.22 |
621.12 |
5.5% |
320.91 |
2.8% |
54% |
False |
False |
|
| 10 |
12,439.48 |
10,945.22 |
1,494.26 |
13.2% |
347.59 |
3.1% |
22% |
False |
False |
|
| 20 |
12,439.48 |
10,945.22 |
1,494.26 |
13.2% |
250.85 |
2.2% |
22% |
False |
False |
|
| 40 |
12,439.48 |
10,313.94 |
2,125.54 |
18.8% |
217.31 |
1.9% |
45% |
False |
False |
|
| 60 |
12,439.48 |
9,742.89 |
2,696.59 |
23.9% |
214.06 |
1.9% |
57% |
False |
False |
|
| 80 |
12,439.48 |
9,182.45 |
3,257.03 |
28.9% |
205.85 |
1.8% |
64% |
False |
False |
|
| 100 |
12,439.48 |
8,599.99 |
3,839.49 |
34.0% |
197.91 |
1.8% |
70% |
False |
False |
|
| 120 |
12,439.48 |
7,390.41 |
5,049.07 |
44.8% |
204.21 |
1.8% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,087.58 |
|
2.618 |
11,809.44 |
|
1.618 |
11,639.01 |
|
1.000 |
11,533.68 |
|
0.618 |
11,468.58 |
|
HIGH |
11,363.25 |
|
0.618 |
11,298.15 |
|
0.500 |
11,278.04 |
|
0.382 |
11,257.92 |
|
LOW |
11,192.82 |
|
0.618 |
11,087.49 |
|
1.000 |
11,022.39 |
|
1.618 |
10,917.06 |
|
2.618 |
10,746.63 |
|
4.250 |
10,468.49 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,278.04 |
11,270.43 |
| PP |
11,277.94 |
11,263.11 |
| S1 |
11,277.85 |
11,255.78 |
|