| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,432.94 |
11,467.90 |
34.96 |
0.3% |
11,157.84 |
| High |
11,495.40 |
11,486.09 |
-9.31 |
-0.1% |
11,566.34 |
| Low |
11,367.20 |
11,242.96 |
-124.24 |
-1.1% |
10,945.22 |
| Close |
11,438.87 |
11,247.60 |
-191.27 |
-1.7% |
11,087.40 |
| Range |
128.20 |
243.13 |
114.93 |
89.6% |
621.12 |
| ATR |
299.21 |
295.20 |
-4.01 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,054.94 |
11,894.40 |
11,381.32 |
|
| R3 |
11,811.81 |
11,651.27 |
11,314.46 |
|
| R2 |
11,568.68 |
11,568.68 |
11,292.17 |
|
| R1 |
11,408.14 |
11,408.14 |
11,269.89 |
11,366.85 |
| PP |
11,325.55 |
11,325.55 |
11,325.55 |
11,304.90 |
| S1 |
11,165.01 |
11,165.01 |
11,225.31 |
11,123.72 |
| S2 |
11,082.42 |
11,082.42 |
11,203.03 |
|
| S3 |
10,839.29 |
10,921.88 |
11,180.74 |
|
| S4 |
10,596.16 |
10,678.75 |
11,113.88 |
|
|
| 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% |
269.47 |
2.4% |
49% |
False |
False |
|
| 10 |
12,439.48 |
10,945.22 |
1,494.26 |
13.3% |
351.23 |
3.1% |
20% |
False |
False |
|
| 20 |
12,439.48 |
10,945.22 |
1,494.26 |
13.3% |
258.40 |
2.3% |
20% |
False |
False |
|
| 40 |
12,439.48 |
10,313.94 |
2,125.54 |
18.9% |
212.44 |
1.9% |
44% |
False |
False |
|
| 60 |
12,439.48 |
9,742.89 |
2,696.59 |
24.0% |
214.77 |
1.9% |
56% |
False |
False |
|
| 80 |
12,439.48 |
9,182.45 |
3,257.03 |
29.0% |
207.36 |
1.8% |
63% |
False |
False |
|
| 100 |
12,439.48 |
8,665.40 |
3,774.08 |
33.6% |
197.99 |
1.8% |
68% |
False |
False |
|
| 120 |
12,439.48 |
7,423.97 |
5,015.51 |
44.6% |
201.06 |
1.8% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,519.39 |
|
2.618 |
12,122.60 |
|
1.618 |
11,879.47 |
|
1.000 |
11,729.22 |
|
0.618 |
11,636.34 |
|
HIGH |
11,486.09 |
|
0.618 |
11,393.21 |
|
0.500 |
11,364.53 |
|
0.382 |
11,335.84 |
|
LOW |
11,242.96 |
|
0.618 |
11,092.71 |
|
1.000 |
10,999.83 |
|
1.618 |
10,849.58 |
|
2.618 |
10,606.45 |
|
4.250 |
10,209.66 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,364.53 |
11,344.11 |
| PP |
11,325.55 |
11,311.94 |
| S1 |
11,286.58 |
11,279.77 |
|