| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,392.75 |
3,355.75 |
-37.00 |
-1.1% |
3,350.00 |
| High |
3,396.50 |
3,374.25 |
-22.25 |
-0.7% |
3,429.75 |
| Low |
3,320.50 |
3,341.75 |
21.25 |
0.6% |
3,320.50 |
| Close |
3,361.50 |
3,353.60 |
-7.90 |
-0.2% |
3,353.60 |
| Range |
76.00 |
32.50 |
-43.50 |
-57.2% |
109.25 |
| ATR |
65.62 |
63.25 |
-2.37 |
-3.6% |
0.00 |
| Volume |
384,917 |
39,684 |
-345,233 |
-89.7% |
3,249,342 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,454.00 |
3,436.25 |
3,371.50 |
|
| R3 |
3,421.50 |
3,403.75 |
3,362.50 |
|
| R2 |
3,389.00 |
3,389.00 |
3,359.50 |
|
| R1 |
3,371.25 |
3,371.25 |
3,356.50 |
3,364.00 |
| PP |
3,356.50 |
3,356.50 |
3,356.50 |
3,352.75 |
| S1 |
3,338.75 |
3,338.75 |
3,350.50 |
3,331.50 |
| S2 |
3,324.00 |
3,324.00 |
3,347.75 |
|
| S3 |
3,291.50 |
3,306.25 |
3,344.75 |
|
| S4 |
3,259.00 |
3,273.75 |
3,335.75 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,695.75 |
3,634.00 |
3,413.75 |
|
| R3 |
3,586.50 |
3,524.75 |
3,383.75 |
|
| R2 |
3,477.25 |
3,477.25 |
3,373.75 |
|
| R1 |
3,415.50 |
3,415.50 |
3,363.50 |
3,446.25 |
| PP |
3,368.00 |
3,368.00 |
3,368.00 |
3,383.50 |
| S1 |
3,306.25 |
3,306.25 |
3,343.50 |
3,337.00 |
| S2 |
3,258.75 |
3,258.75 |
3,333.50 |
|
| S3 |
3,149.50 |
3,197.00 |
3,323.50 |
|
| S4 |
3,040.25 |
3,087.75 |
3,293.50 |
|
|
| 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 |
3,320.50 |
109.25 |
3.3% |
51.00 |
1.5% |
30% |
False |
False |
649,868 |
| 10 |
3,484.25 |
3,295.50 |
188.75 |
5.6% |
80.25 |
2.4% |
31% |
False |
False |
1,519,690 |
| 20 |
3,587.00 |
3,295.50 |
291.50 |
8.7% |
65.75 |
2.0% |
20% |
False |
False |
1,522,166 |
| 40 |
3,587.00 |
3,191.50 |
395.50 |
11.8% |
53.00 |
1.6% |
41% |
False |
False |
1,446,005 |
| 60 |
3,587.00 |
2,983.50 |
603.50 |
18.0% |
55.25 |
1.6% |
61% |
False |
False |
1,515,857 |
| 80 |
3,587.00 |
2,923.75 |
663.25 |
19.8% |
60.75 |
1.8% |
65% |
False |
False |
1,396,291 |
| 100 |
3,587.00 |
2,751.50 |
835.50 |
24.9% |
63.00 |
1.9% |
72% |
False |
False |
1,117,765 |
| 120 |
3,587.00 |
2,422.25 |
1,164.75 |
34.7% |
68.25 |
2.0% |
80% |
False |
False |
932,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,512.50 |
|
2.618 |
3,459.25 |
|
1.618 |
3,426.75 |
|
1.000 |
3,406.75 |
|
0.618 |
3,394.25 |
|
HIGH |
3,374.25 |
|
0.618 |
3,361.75 |
|
0.500 |
3,358.00 |
|
0.382 |
3,354.25 |
|
LOW |
3,341.75 |
|
0.618 |
3,321.75 |
|
1.000 |
3,309.25 |
|
1.618 |
3,289.25 |
|
2.618 |
3,256.75 |
|
4.250 |
3,203.50 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,358.00 |
3,375.00 |
| PP |
3,356.50 |
3,368.00 |
| S1 |
3,355.00 |
3,360.75 |
|