| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,250.80 |
11,432.94 |
182.14 |
1.6% |
11,157.84 |
| High |
11,363.25 |
11,495.40 |
132.15 |
1.2% |
11,566.34 |
| Low |
11,192.82 |
11,367.20 |
174.38 |
1.6% |
10,945.22 |
| Close |
11,277.76 |
11,438.87 |
161.11 |
1.4% |
11,087.40 |
| Range |
170.43 |
128.20 |
-42.23 |
-24.8% |
621.12 |
| ATR |
305.48 |
299.21 |
-6.27 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,818.42 |
11,756.85 |
11,509.38 |
|
| R3 |
11,690.22 |
11,628.65 |
11,474.13 |
|
| R2 |
11,562.02 |
11,562.02 |
11,462.37 |
|
| R1 |
11,500.45 |
11,500.45 |
11,450.62 |
11,531.24 |
| PP |
11,433.82 |
11,433.82 |
11,433.82 |
11,449.22 |
| S1 |
11,372.25 |
11,372.25 |
11,427.12 |
11,403.04 |
| S2 |
11,305.62 |
11,305.62 |
11,415.37 |
|
| S3 |
11,177.42 |
11,244.05 |
11,403.62 |
|
| S4 |
11,049.22 |
11,115.85 |
11,368.36 |
|
|
| 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 |
5.4% |
277.49 |
2.4% |
79% |
False |
False |
|
| 10 |
12,439.48 |
10,945.22 |
1,494.26 |
13.1% |
343.68 |
3.0% |
33% |
False |
False |
|
| 20 |
12,439.48 |
10,945.22 |
1,494.26 |
13.1% |
253.34 |
2.2% |
33% |
False |
False |
|
| 40 |
12,439.48 |
10,313.94 |
2,125.54 |
18.6% |
211.78 |
1.9% |
53% |
False |
False |
|
| 60 |
12,439.48 |
9,742.89 |
2,696.59 |
23.6% |
213.13 |
1.9% |
63% |
False |
False |
|
| 80 |
12,439.48 |
9,182.45 |
3,257.03 |
28.5% |
205.53 |
1.8% |
69% |
False |
False |
|
| 100 |
12,439.48 |
8,599.99 |
3,839.49 |
33.6% |
197.47 |
1.7% |
74% |
False |
False |
|
| 120 |
12,439.48 |
7,423.97 |
5,015.51 |
43.8% |
202.06 |
1.8% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,040.25 |
|
2.618 |
11,831.03 |
|
1.618 |
11,702.83 |
|
1.000 |
11,623.60 |
|
0.618 |
11,574.63 |
|
HIGH |
11,495.40 |
|
0.618 |
11,446.43 |
|
0.500 |
11,431.30 |
|
0.382 |
11,416.17 |
|
LOW |
11,367.20 |
|
0.618 |
11,287.97 |
|
1.000 |
11,239.00 |
|
1.618 |
11,159.77 |
|
2.618 |
11,031.57 |
|
4.250 |
10,822.35 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,436.35 |
11,366.02 |
| PP |
11,433.82 |
11,293.16 |
| S1 |
11,431.30 |
11,220.31 |
|