| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
10,746.35 |
10,910.50 |
164.15 |
1.5% |
10,781.89 |
| High |
11,026.43 |
11,177.73 |
151.30 |
1.4% |
11,207.08 |
| Low |
10,728.41 |
10,851.68 |
123.27 |
1.1% |
10,677.85 |
| Close |
10,896.47 |
11,151.13 |
254.66 |
2.3% |
11,151.13 |
| Range |
298.02 |
326.05 |
28.03 |
9.4% |
529.23 |
| ATR |
305.30 |
306.78 |
1.48 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,038.33 |
11,920.78 |
11,330.46 |
|
| R3 |
11,712.28 |
11,594.73 |
11,240.79 |
|
| R2 |
11,386.23 |
11,386.23 |
11,210.91 |
|
| R1 |
11,268.68 |
11,268.68 |
11,181.02 |
11,327.46 |
| PP |
11,060.18 |
11,060.18 |
11,060.18 |
11,089.57 |
| S1 |
10,942.63 |
10,942.63 |
11,121.24 |
11,001.41 |
| S2 |
10,734.13 |
10,734.13 |
11,091.35 |
|
| S3 |
10,408.08 |
10,616.58 |
11,061.47 |
|
| S4 |
10,082.03 |
10,290.53 |
10,971.80 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,599.71 |
12,404.65 |
11,442.21 |
|
| R3 |
12,070.48 |
11,875.42 |
11,296.67 |
|
| R2 |
11,541.25 |
11,541.25 |
11,248.16 |
|
| R1 |
11,346.19 |
11,346.19 |
11,199.64 |
11,443.72 |
| PP |
11,012.02 |
11,012.02 |
11,012.02 |
11,060.79 |
| S1 |
10,816.96 |
10,816.96 |
11,102.62 |
10,914.49 |
| S2 |
10,482.79 |
10,482.79 |
11,054.10 |
|
| S3 |
9,953.56 |
10,287.73 |
11,005.59 |
|
| S4 |
9,424.33 |
9,758.50 |
10,860.05 |
|
|
| 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 |
4.7% |
313.67 |
2.8% |
89% |
False |
False |
|
| 10 |
11,495.40 |
10,677.85 |
817.55 |
7.3% |
271.79 |
2.4% |
58% |
False |
False |
|
| 20 |
12,439.48 |
10,677.85 |
1,761.63 |
15.8% |
305.64 |
2.7% |
27% |
False |
False |
|
| 40 |
12,439.48 |
10,677.85 |
1,761.63 |
15.8% |
233.66 |
2.1% |
27% |
False |
False |
|
| 60 |
12,439.48 |
10,313.94 |
2,125.54 |
19.1% |
225.78 |
2.0% |
39% |
False |
False |
|
| 80 |
12,439.48 |
9,489.58 |
2,949.90 |
26.5% |
220.27 |
2.0% |
56% |
False |
False |
|
| 100 |
12,439.48 |
8,860.77 |
3,578.71 |
32.1% |
208.41 |
1.9% |
64% |
False |
False |
|
| 120 |
12,439.48 |
8,043.07 |
4,396.41 |
39.4% |
204.17 |
1.8% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,563.44 |
|
2.618 |
12,031.33 |
|
1.618 |
11,705.28 |
|
1.000 |
11,503.78 |
|
0.618 |
11,379.23 |
|
HIGH |
11,177.73 |
|
0.618 |
11,053.18 |
|
0.500 |
11,014.71 |
|
0.382 |
10,976.23 |
|
LOW |
10,851.68 |
|
0.618 |
10,650.18 |
|
1.000 |
10,525.63 |
|
1.618 |
10,324.13 |
|
2.618 |
9,998.08 |
|
4.250 |
9,465.97 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,105.66 |
11,085.42 |
| PP |
11,060.18 |
11,019.71 |
| S1 |
11,014.71 |
10,954.00 |
|