| 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 |
3,177.0 |
3,174.0 |
-3.0 |
-0.1% |
3,314.0 |
| High |
3,187.0 |
3,211.0 |
24.0 |
0.8% |
3,337.0 |
| Low |
3,143.0 |
3,138.0 |
-5.0 |
-0.2% |
3,251.0 |
| Close |
3,163.0 |
3,170.0 |
7.0 |
0.2% |
3,280.0 |
| Range |
44.0 |
73.0 |
29.0 |
65.9% |
86.0 |
| ATR |
66.8 |
67.2 |
0.4 |
0.7% |
0.0 |
| Volume |
969,004 |
896,005 |
-72,999 |
-7.5% |
5,723,144 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,392.0 |
3,354.0 |
3,210.2 |
|
| R3 |
3,319.0 |
3,281.0 |
3,190.1 |
|
| R2 |
3,246.0 |
3,246.0 |
3,183.4 |
|
| R1 |
3,208.0 |
3,208.0 |
3,176.7 |
3,190.5 |
| PP |
3,173.0 |
3,173.0 |
3,173.0 |
3,164.3 |
| S1 |
3,135.0 |
3,135.0 |
3,163.3 |
3,117.5 |
| S2 |
3,100.0 |
3,100.0 |
3,156.6 |
|
| S3 |
3,027.0 |
3,062.0 |
3,149.9 |
|
| S4 |
2,954.0 |
2,989.0 |
3,129.9 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,547.3 |
3,499.7 |
3,327.3 |
|
| R3 |
3,461.3 |
3,413.7 |
3,303.7 |
|
| R2 |
3,375.3 |
3,375.3 |
3,295.8 |
|
| R1 |
3,327.7 |
3,327.7 |
3,287.9 |
3,308.5 |
| PP |
3,289.3 |
3,289.3 |
3,289.3 |
3,279.8 |
| S1 |
3,241.7 |
3,241.7 |
3,272.1 |
3,222.5 |
| S2 |
3,203.3 |
3,203.3 |
3,264.2 |
|
| S3 |
3,117.3 |
3,155.7 |
3,256.4 |
|
| S4 |
3,031.3 |
3,069.7 |
3,232.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,315.0 |
3,137.0 |
178.0 |
5.6% |
72.6 |
2.3% |
19% |
False |
False |
1,097,642 |
| 10 |
3,337.0 |
3,137.0 |
200.0 |
6.3% |
59.4 |
1.9% |
17% |
False |
False |
976,544 |
| 20 |
3,385.0 |
3,137.0 |
248.0 |
7.8% |
68.2 |
2.1% |
13% |
False |
False |
500,966 |
| 40 |
3,385.0 |
3,127.0 |
258.0 |
8.1% |
62.2 |
2.0% |
17% |
False |
False |
251,839 |
| 60 |
3,430.0 |
3,127.0 |
303.0 |
9.6% |
57.4 |
1.8% |
14% |
False |
False |
168,400 |
| 80 |
3,430.0 |
3,026.0 |
404.0 |
12.7% |
57.5 |
1.8% |
36% |
False |
False |
128,510 |
| 100 |
3,430.0 |
2,665.0 |
765.0 |
24.1% |
51.4 |
1.6% |
66% |
False |
False |
104,462 |
| 120 |
3,430.0 |
2,616.0 |
814.0 |
25.7% |
46.7 |
1.5% |
68% |
False |
False |
90,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,521.3 |
|
2.618 |
3,402.1 |
|
1.618 |
3,329.1 |
|
1.000 |
3,284.0 |
|
0.618 |
3,256.1 |
|
HIGH |
3,211.0 |
|
0.618 |
3,183.1 |
|
0.500 |
3,174.5 |
|
0.382 |
3,165.9 |
|
LOW |
3,138.0 |
|
0.618 |
3,092.9 |
|
1.000 |
3,065.0 |
|
1.618 |
3,019.9 |
|
2.618 |
2,946.9 |
|
4.250 |
2,827.8 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,174.5 |
3,207.0 |
| PP |
3,173.0 |
3,194.7 |
| S1 |
3,171.5 |
3,182.3 |
|