| 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 |
3,350.00 |
3,379.50 |
29.50 |
0.9% |
3,420.50 |
| High |
3,402.75 |
3,419.00 |
16.25 |
0.5% |
3,447.00 |
| Low |
3,345.50 |
3,376.00 |
30.50 |
0.9% |
3,295.50 |
| Close |
3,382.50 |
3,405.25 |
22.75 |
0.7% |
3,333.75 |
| Range |
57.25 |
43.00 |
-14.25 |
-24.9% |
151.50 |
| ATR |
68.08 |
66.28 |
-1.79 |
-2.6% |
0.00 |
| Volume |
1,378,626 |
874,366 |
-504,260 |
-36.6% |
8,953,196 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,529.00 |
3,510.25 |
3,429.00 |
|
| R3 |
3,486.00 |
3,467.25 |
3,417.00 |
|
| R2 |
3,443.00 |
3,443.00 |
3,413.25 |
|
| R1 |
3,424.25 |
3,424.25 |
3,409.25 |
3,433.50 |
| PP |
3,400.00 |
3,400.00 |
3,400.00 |
3,404.75 |
| S1 |
3,381.25 |
3,381.25 |
3,401.25 |
3,390.50 |
| S2 |
3,357.00 |
3,357.00 |
3,397.25 |
|
| S3 |
3,314.00 |
3,338.25 |
3,393.50 |
|
| S4 |
3,271.00 |
3,295.25 |
3,381.50 |
|
|
| 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 |
3,424.25 |
3,295.50 |
128.75 |
3.8% |
78.50 |
2.3% |
85% |
False |
False |
1,694,648 |
| 10 |
3,587.00 |
3,295.50 |
291.50 |
8.6% |
91.75 |
2.7% |
38% |
False |
False |
2,020,958 |
| 20 |
3,587.00 |
3,295.50 |
291.50 |
8.6% |
63.00 |
1.9% |
38% |
False |
False |
1,651,914 |
| 40 |
3,587.00 |
3,191.50 |
395.50 |
11.6% |
53.00 |
1.6% |
54% |
False |
False |
1,534,162 |
| 60 |
3,587.00 |
2,983.50 |
603.50 |
17.7% |
57.50 |
1.7% |
70% |
False |
False |
1,587,730 |
| 80 |
3,587.00 |
2,895.50 |
691.50 |
20.3% |
61.50 |
1.8% |
74% |
False |
False |
1,384,039 |
| 100 |
3,587.00 |
2,748.75 |
838.25 |
24.6% |
63.50 |
1.9% |
78% |
False |
False |
1,107,890 |
| 120 |
3,587.00 |
2,397.25 |
1,189.75 |
34.9% |
71.50 |
2.1% |
85% |
False |
False |
924,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,601.75 |
|
2.618 |
3,531.50 |
|
1.618 |
3,488.50 |
|
1.000 |
3,462.00 |
|
0.618 |
3,445.50 |
|
HIGH |
3,419.00 |
|
0.618 |
3,402.50 |
|
0.500 |
3,397.50 |
|
0.382 |
3,392.50 |
|
LOW |
3,376.00 |
|
0.618 |
3,349.50 |
|
1.000 |
3,333.00 |
|
1.618 |
3,306.50 |
|
2.618 |
3,263.50 |
|
4.250 |
3,193.25 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,402.75 |
3,391.50 |
| PP |
3,400.00 |
3,377.75 |
| S1 |
3,397.50 |
3,364.00 |
|