| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,082.09 |
11,167.22 |
85.13 |
0.8% |
11,250.80 |
| High |
11,207.08 |
11,179.59 |
-27.49 |
-0.2% |
11,495.40 |
| Low |
10,943.26 |
10,806.05 |
-137.21 |
-1.3% |
10,769.40 |
| Close |
11,186.37 |
10,833.33 |
-353.04 |
-3.2% |
10,936.98 |
| Range |
263.82 |
373.54 |
109.72 |
41.6% |
726.00 |
| ATR |
300.13 |
305.86 |
5.73 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,060.28 |
11,820.34 |
11,038.78 |
|
| R3 |
11,686.74 |
11,446.80 |
10,936.05 |
|
| R2 |
11,313.20 |
11,313.20 |
10,901.81 |
|
| R1 |
11,073.26 |
11,073.26 |
10,867.57 |
11,006.46 |
| PP |
10,939.66 |
10,939.66 |
10,939.66 |
10,906.26 |
| S1 |
10,699.72 |
10,699.72 |
10,799.09 |
10,632.92 |
| S2 |
10,566.12 |
10,566.12 |
10,764.85 |
|
| S3 |
10,192.58 |
10,326.18 |
10,730.61 |
|
| S4 |
9,819.04 |
9,952.64 |
10,627.88 |
|
|
| 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 |
11,207.08 |
10,677.85 |
529.23 |
4.9% |
310.42 |
2.9% |
29% |
False |
False |
|
| 10 |
11,566.34 |
10,677.85 |
888.49 |
8.2% |
289.94 |
2.7% |
17% |
False |
False |
|
| 20 |
12,439.48 |
10,677.85 |
1,761.63 |
16.3% |
295.28 |
2.7% |
9% |
False |
False |
|
| 40 |
12,439.48 |
10,531.79 |
1,907.69 |
17.6% |
225.89 |
2.1% |
16% |
False |
False |
|
| 60 |
12,439.48 |
9,956.83 |
2,482.65 |
22.9% |
222.17 |
2.1% |
35% |
False |
False |
|
| 80 |
12,439.48 |
9,489.58 |
2,949.90 |
27.2% |
215.33 |
2.0% |
46% |
False |
False |
|
| 100 |
12,439.48 |
8,665.40 |
3,774.08 |
34.8% |
205.22 |
1.9% |
57% |
False |
False |
|
| 120 |
12,439.48 |
7,439.78 |
4,999.70 |
46.2% |
203.81 |
1.9% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,767.14 |
|
2.618 |
12,157.52 |
|
1.618 |
11,783.98 |
|
1.000 |
11,553.13 |
|
0.618 |
11,410.44 |
|
HIGH |
11,179.59 |
|
0.618 |
11,036.90 |
|
0.500 |
10,992.82 |
|
0.382 |
10,948.74 |
|
LOW |
10,806.05 |
|
0.618 |
10,575.20 |
|
1.000 |
10,432.51 |
|
1.618 |
10,201.66 |
|
2.618 |
9,828.12 |
|
4.250 |
9,218.51 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,992.82 |
10,942.47 |
| PP |
10,939.66 |
10,906.09 |
| S1 |
10,886.49 |
10,869.71 |
|