| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,345.25 |
3,350.00 |
4.75 |
0.1% |
3,420.50 |
| High |
3,375.00 |
3,402.75 |
27.75 |
0.8% |
3,447.00 |
| Low |
3,308.75 |
3,345.50 |
36.75 |
1.1% |
3,295.50 |
| Close |
3,333.75 |
3,382.50 |
48.75 |
1.5% |
3,333.75 |
| Range |
66.25 |
57.25 |
-9.00 |
-13.6% |
151.50 |
| ATR |
68.01 |
68.08 |
0.07 |
0.1% |
0.00 |
| Volume |
1,876,451 |
1,378,626 |
-497,825 |
-26.5% |
8,953,196 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,548.75 |
3,522.75 |
3,414.00 |
|
| R3 |
3,491.50 |
3,465.50 |
3,398.25 |
|
| R2 |
3,434.25 |
3,434.25 |
3,393.00 |
|
| R1 |
3,408.25 |
3,408.25 |
3,387.75 |
3,421.25 |
| PP |
3,377.00 |
3,377.00 |
3,377.00 |
3,383.50 |
| S1 |
3,351.00 |
3,351.00 |
3,377.25 |
3,364.00 |
| S2 |
3,319.75 |
3,319.75 |
3,372.00 |
|
| S3 |
3,262.50 |
3,293.75 |
3,366.75 |
|
| S4 |
3,205.25 |
3,236.50 |
3,351.00 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,813.25 |
3,725.00 |
3,417.00 |
|
| R3 |
3,661.75 |
3,573.50 |
3,375.50 |
|
| R2 |
3,510.25 |
3,510.25 |
3,361.50 |
|
| R1 |
3,422.00 |
3,422.00 |
3,347.75 |
3,390.50 |
| PP |
3,358.75 |
3,358.75 |
3,358.75 |
3,343.00 |
| S1 |
3,270.50 |
3,270.50 |
3,319.75 |
3,239.00 |
| S2 |
3,207.25 |
3,207.25 |
3,306.00 |
|
| S3 |
3,055.75 |
3,119.00 |
3,292.00 |
|
| S4 |
2,904.25 |
2,967.50 |
3,250.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,447.00 |
3,295.50 |
151.50 |
4.5% |
93.75 |
2.8% |
57% |
False |
False |
2,066,364 |
| 10 |
3,587.00 |
3,295.50 |
291.50 |
8.6% |
90.75 |
2.7% |
30% |
False |
False |
2,077,482 |
| 20 |
3,587.00 |
3,295.50 |
291.50 |
8.6% |
61.75 |
1.8% |
30% |
False |
False |
1,646,160 |
| 40 |
3,587.00 |
3,190.25 |
396.75 |
11.7% |
53.25 |
1.6% |
48% |
False |
False |
1,547,332 |
| 60 |
3,587.00 |
2,983.50 |
603.50 |
17.8% |
58.25 |
1.7% |
66% |
False |
False |
1,605,695 |
| 80 |
3,587.00 |
2,895.50 |
691.50 |
20.4% |
61.50 |
1.8% |
70% |
False |
False |
1,373,149 |
| 100 |
3,587.00 |
2,748.75 |
838.25 |
24.8% |
63.75 |
1.9% |
76% |
False |
False |
1,099,172 |
| 120 |
3,587.00 |
2,380.00 |
1,207.00 |
35.7% |
72.50 |
2.1% |
83% |
False |
False |
917,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,646.00 |
|
2.618 |
3,552.75 |
|
1.618 |
3,495.50 |
|
1.000 |
3,460.00 |
|
0.618 |
3,438.25 |
|
HIGH |
3,402.75 |
|
0.618 |
3,381.00 |
|
0.500 |
3,374.00 |
|
0.382 |
3,367.25 |
|
LOW |
3,345.50 |
|
0.618 |
3,310.00 |
|
1.000 |
3,288.25 |
|
1.618 |
3,252.75 |
|
2.618 |
3,195.50 |
|
4.250 |
3,102.25 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,379.75 |
3,377.25 |
| PP |
3,377.00 |
3,371.75 |
| S1 |
3,374.00 |
3,366.50 |
|