| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,147.80 |
10,781.89 |
-365.91 |
-3.3% |
11,250.80 |
| High |
11,153.97 |
10,984.76 |
-169.21 |
-1.5% |
11,495.40 |
| Low |
10,769.40 |
10,677.85 |
-91.55 |
-0.9% |
10,769.40 |
| Close |
10,936.98 |
10,980.22 |
43.24 |
0.4% |
10,936.98 |
| Range |
384.57 |
306.91 |
-77.66 |
-20.2% |
726.00 |
| ATR |
302.62 |
302.93 |
0.31 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,801.67 |
11,697.86 |
11,149.02 |
|
| R3 |
11,494.76 |
11,390.95 |
11,064.62 |
|
| R2 |
11,187.85 |
11,187.85 |
11,036.49 |
|
| R1 |
11,084.04 |
11,084.04 |
11,008.35 |
11,135.95 |
| PP |
10,880.94 |
10,880.94 |
10,880.94 |
10,906.90 |
| S1 |
10,777.13 |
10,777.13 |
10,952.09 |
10,829.04 |
| S2 |
10,574.03 |
10,574.03 |
10,923.95 |
|
| S3 |
10,267.12 |
10,470.22 |
10,895.82 |
|
| S4 |
9,960.21 |
10,163.31 |
10,811.42 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,245.26 |
12,817.12 |
11,336.28 |
|
| R3 |
12,519.26 |
12,091.12 |
11,136.63 |
|
| R2 |
11,793.26 |
11,793.26 |
11,070.08 |
|
| R1 |
11,365.12 |
11,365.12 |
11,003.53 |
11,216.19 |
| PP |
11,067.26 |
11,067.26 |
11,067.26 |
10,992.80 |
| S1 |
10,639.12 |
10,639.12 |
10,870.43 |
10,490.19 |
| S2 |
10,341.26 |
10,341.26 |
10,803.88 |
|
| S3 |
9,615.26 |
9,913.12 |
10,737.33 |
|
| S4 |
8,889.26 |
9,187.12 |
10,537.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,495.40 |
10,677.85 |
817.55 |
7.4% |
257.21 |
2.3% |
37% |
False |
True |
|
| 10 |
11,566.34 |
10,677.85 |
888.49 |
8.1% |
289.06 |
2.6% |
34% |
False |
True |
|
| 20 |
12,439.48 |
10,677.85 |
1,761.63 |
16.0% |
280.19 |
2.6% |
17% |
False |
True |
|
| 40 |
12,439.48 |
10,527.43 |
1,912.05 |
17.4% |
217.37 |
2.0% |
24% |
False |
False |
|
| 60 |
12,439.48 |
9,742.89 |
2,696.59 |
24.6% |
219.52 |
2.0% |
46% |
False |
False |
|
| 80 |
12,439.48 |
9,379.93 |
3,059.55 |
27.9% |
210.92 |
1.9% |
52% |
False |
False |
|
| 100 |
12,439.48 |
8,665.40 |
3,774.08 |
34.4% |
201.86 |
1.8% |
61% |
False |
False |
|
| 120 |
12,439.48 |
7,423.97 |
5,015.51 |
45.7% |
202.56 |
1.8% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,289.13 |
|
2.618 |
11,788.25 |
|
1.618 |
11,481.34 |
|
1.000 |
11,291.67 |
|
0.618 |
11,174.43 |
|
HIGH |
10,984.76 |
|
0.618 |
10,867.52 |
|
0.500 |
10,831.31 |
|
0.382 |
10,795.09 |
|
LOW |
10,677.85 |
|
0.618 |
10,488.18 |
|
1.000 |
10,370.94 |
|
1.618 |
10,181.27 |
|
2.618 |
9,874.36 |
|
4.250 |
9,373.48 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,930.58 |
10,959.80 |
| PP |
10,880.94 |
10,939.37 |
| S1 |
10,831.31 |
10,918.95 |
|