| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,379.50 |
3,405.00 |
25.50 |
0.8% |
3,420.50 |
| High |
3,419.00 |
3,429.75 |
10.75 |
0.3% |
3,447.00 |
| Low |
3,376.00 |
3,384.00 |
8.00 |
0.2% |
3,295.50 |
| Close |
3,405.25 |
3,389.50 |
-15.75 |
-0.5% |
3,333.75 |
| Range |
43.00 |
45.75 |
2.75 |
6.4% |
151.50 |
| ATR |
66.28 |
64.82 |
-1.47 |
-2.2% |
0.00 |
| Volume |
874,366 |
571,749 |
-302,617 |
-34.6% |
8,953,196 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,538.25 |
3,509.75 |
3,414.75 |
|
| R3 |
3,492.50 |
3,464.00 |
3,402.00 |
|
| R2 |
3,446.75 |
3,446.75 |
3,398.00 |
|
| R1 |
3,418.25 |
3,418.25 |
3,393.75 |
3,409.50 |
| PP |
3,401.00 |
3,401.00 |
3,401.00 |
3,396.75 |
| S1 |
3,372.50 |
3,372.50 |
3,385.25 |
3,364.00 |
| S2 |
3,355.25 |
3,355.25 |
3,381.00 |
|
| S3 |
3,309.50 |
3,326.75 |
3,377.00 |
|
| S4 |
3,263.75 |
3,281.00 |
3,364.25 |
|
|
| 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 |
3,429.75 |
3,308.75 |
121.00 |
3.6% |
61.75 |
1.8% |
67% |
True |
False |
1,406,771 |
| 10 |
3,587.00 |
3,295.50 |
291.50 |
8.6% |
91.75 |
2.7% |
32% |
False |
False |
1,949,771 |
| 20 |
3,587.00 |
3,295.50 |
291.50 |
8.6% |
64.00 |
1.9% |
32% |
False |
False |
1,629,523 |
| 40 |
3,587.00 |
3,191.50 |
395.50 |
11.7% |
53.25 |
1.6% |
50% |
False |
False |
1,511,857 |
| 60 |
3,587.00 |
2,983.50 |
603.50 |
17.8% |
56.75 |
1.7% |
67% |
False |
False |
1,574,054 |
| 80 |
3,587.00 |
2,923.75 |
663.25 |
19.6% |
61.25 |
1.8% |
70% |
False |
False |
1,391,151 |
| 100 |
3,587.00 |
2,751.50 |
835.50 |
24.6% |
63.25 |
1.9% |
76% |
False |
False |
1,113,568 |
| 120 |
3,587.00 |
2,422.25 |
1,164.75 |
34.4% |
70.00 |
2.1% |
83% |
False |
False |
929,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,624.25 |
|
2.618 |
3,549.50 |
|
1.618 |
3,503.75 |
|
1.000 |
3,475.50 |
|
0.618 |
3,458.00 |
|
HIGH |
3,429.75 |
|
0.618 |
3,412.25 |
|
0.500 |
3,407.00 |
|
0.382 |
3,401.50 |
|
LOW |
3,384.00 |
|
0.618 |
3,355.75 |
|
1.000 |
3,338.25 |
|
1.618 |
3,310.00 |
|
2.618 |
3,264.25 |
|
4.250 |
3,189.50 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,407.00 |
3,389.00 |
| PP |
3,401.00 |
3,388.25 |
| S1 |
3,395.25 |
3,387.50 |
|