| 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 |
27,718.74 |
28,139.76 |
421.02 |
1.5% |
27,925.23 |
| High |
28,086.06 |
28,231.06 |
145.00 |
0.5% |
28,206.21 |
| Low |
27,718.74 |
27,931.45 |
212.71 |
0.8% |
27,447.08 |
| Close |
27,993.33 |
27,995.60 |
2.27 |
0.0% |
27,665.64 |
| Range |
367.32 |
299.61 |
-67.71 |
-18.4% |
759.13 |
| ATR |
464.97 |
453.16 |
-11.81 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,951.53 |
28,773.18 |
28,160.39 |
|
| R3 |
28,651.92 |
28,473.57 |
28,077.99 |
|
| R2 |
28,352.31 |
28,352.31 |
28,050.53 |
|
| R1 |
28,173.96 |
28,173.96 |
28,023.06 |
28,113.33 |
| PP |
28,052.70 |
28,052.70 |
28,052.70 |
28,022.39 |
| S1 |
27,874.35 |
27,874.35 |
27,968.14 |
27,813.72 |
| S2 |
27,753.09 |
27,753.09 |
27,940.67 |
|
| S3 |
27,453.48 |
27,574.74 |
27,913.21 |
|
| S4 |
27,153.87 |
27,275.13 |
27,830.81 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,050.37 |
29,617.13 |
28,083.16 |
|
| R3 |
29,291.24 |
28,858.00 |
27,874.40 |
|
| R2 |
28,532.11 |
28,532.11 |
27,804.81 |
|
| R1 |
28,098.87 |
28,098.87 |
27,735.23 |
27,935.93 |
| PP |
27,772.98 |
27,772.98 |
27,772.98 |
27,691.50 |
| S1 |
27,339.74 |
27,339.74 |
27,596.05 |
27,176.80 |
| S2 |
27,013.85 |
27,013.85 |
27,526.47 |
|
| S3 |
26,254.72 |
26,580.61 |
27,456.88 |
|
| S4 |
25,495.59 |
25,821.48 |
27,248.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,231.06 |
27,447.08 |
783.98 |
2.8% |
455.39 |
1.6% |
70% |
True |
False |
|
| 10 |
29,199.35 |
27,447.08 |
1,752.27 |
6.3% |
555.47 |
2.0% |
31% |
False |
False |
|
| 20 |
29,199.35 |
27,447.08 |
1,752.27 |
6.3% |
407.63 |
1.5% |
31% |
False |
False |
|
| 40 |
29,199.35 |
25,992.28 |
3,207.07 |
11.5% |
338.52 |
1.2% |
62% |
False |
False |
|
| 60 |
29,199.35 |
24,971.03 |
4,228.32 |
15.1% |
367.83 |
1.3% |
72% |
False |
False |
|
| 80 |
29,199.35 |
24,294.07 |
4,905.28 |
17.5% |
401.20 |
1.4% |
75% |
False |
False |
|
| 100 |
29,199.35 |
22,789.62 |
6,409.73 |
22.9% |
405.04 |
1.4% |
81% |
False |
False |
|
| 120 |
29,199.35 |
20,735.02 |
8,464.33 |
30.2% |
443.60 |
1.6% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,504.40 |
|
2.618 |
29,015.44 |
|
1.618 |
28,715.83 |
|
1.000 |
28,530.67 |
|
0.618 |
28,416.22 |
|
HIGH |
28,231.06 |
|
0.618 |
28,116.61 |
|
0.500 |
28,081.26 |
|
0.382 |
28,045.90 |
|
LOW |
27,931.45 |
|
0.618 |
27,746.29 |
|
1.000 |
27,631.84 |
|
1.618 |
27,446.68 |
|
2.618 |
27,147.07 |
|
4.250 |
26,658.11 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28,081.26 |
27,943.60 |
| PP |
28,052.70 |
27,891.60 |
| S1 |
28,024.15 |
27,839.61 |
|