| 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 |
27,170.34 |
27,413.60 |
243.26 |
0.9% |
27,718.74 |
| High |
27,333.09 |
27,464.46 |
131.37 |
0.5% |
28,364.77 |
| Low |
26,989.93 |
26,716.12 |
-273.81 |
-1.0% |
27,487.97 |
| Close |
27,288.18 |
26,763.13 |
-525.05 |
-1.9% |
27,657.42 |
| Range |
343.16 |
748.34 |
405.18 |
118.1% |
876.80 |
| ATR |
470.54 |
490.38 |
19.84 |
4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,226.26 |
28,743.03 |
27,174.72 |
|
| R3 |
28,477.92 |
27,994.69 |
26,968.92 |
|
| R2 |
27,729.58 |
27,729.58 |
26,900.33 |
|
| R1 |
27,246.35 |
27,246.35 |
26,831.73 |
27,113.80 |
| PP |
26,981.24 |
26,981.24 |
26,981.24 |
26,914.96 |
| S1 |
26,498.01 |
26,498.01 |
26,694.53 |
26,365.46 |
| S2 |
26,232.90 |
26,232.90 |
26,625.93 |
|
| S3 |
25,484.56 |
25,749.67 |
26,557.34 |
|
| S4 |
24,736.22 |
25,001.33 |
26,351.54 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,467.12 |
29,939.07 |
28,139.66 |
|
| R3 |
29,590.32 |
29,062.27 |
27,898.54 |
|
| R2 |
28,713.52 |
28,713.52 |
27,818.17 |
|
| R1 |
28,185.47 |
28,185.47 |
27,737.79 |
28,011.10 |
| PP |
27,836.72 |
27,836.72 |
27,836.72 |
27,749.53 |
| S1 |
27,308.67 |
27,308.67 |
27,577.05 |
27,134.30 |
| S2 |
26,959.92 |
26,959.92 |
27,496.67 |
|
| S3 |
26,083.12 |
26,431.87 |
27,416.30 |
|
| S4 |
25,206.32 |
25,555.07 |
27,175.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,056.79 |
26,715.15 |
1,341.64 |
5.0% |
543.81 |
2.0% |
4% |
False |
False |
|
| 10 |
28,364.77 |
26,715.15 |
1,649.62 |
6.2% |
483.74 |
1.8% |
3% |
False |
False |
|
| 20 |
29,199.35 |
26,715.15 |
2,484.20 |
9.3% |
480.62 |
1.8% |
2% |
False |
False |
|
| 40 |
29,199.35 |
25,992.28 |
3,207.07 |
12.0% |
376.81 |
1.4% |
24% |
False |
False |
|
| 60 |
29,199.35 |
25,475.14 |
3,724.21 |
13.9% |
368.61 |
1.4% |
35% |
False |
False |
|
| 80 |
29,199.35 |
24,843.18 |
4,356.17 |
16.3% |
411.19 |
1.5% |
44% |
False |
False |
|
| 100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.9% |
411.24 |
1.5% |
62% |
False |
False |
|
| 120 |
29,199.35 |
20,863.09 |
8,336.26 |
31.1% |
427.88 |
1.6% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30,644.91 |
|
2.618 |
29,423.61 |
|
1.618 |
28,675.27 |
|
1.000 |
28,212.80 |
|
0.618 |
27,926.93 |
|
HIGH |
27,464.46 |
|
0.618 |
27,178.59 |
|
0.500 |
27,090.29 |
|
0.382 |
27,001.99 |
|
LOW |
26,716.12 |
|
0.618 |
26,253.65 |
|
1.000 |
25,967.78 |
|
1.618 |
25,505.31 |
|
2.618 |
24,756.97 |
|
4.250 |
23,535.68 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,090.29 |
27,099.93 |
| PP |
26,981.24 |
26,987.66 |
| S1 |
26,872.18 |
26,875.40 |
|