| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,136.0 |
3,159.0 |
23.0 |
0.7% |
3,275.0 |
| High |
3,171.0 |
3,174.0 |
3.0 |
0.1% |
3,277.0 |
| Low |
3,117.0 |
3,086.0 |
-31.0 |
-1.0% |
3,086.0 |
| Close |
3,147.0 |
3,119.0 |
-28.0 |
-0.9% |
3,119.0 |
| Range |
54.0 |
88.0 |
34.0 |
63.0% |
191.0 |
| ATR |
66.3 |
67.8 |
1.6 |
2.3% |
0.0 |
| Volume |
1,095,408 |
1,095,631 |
223 |
0.0% |
5,576,079 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,390.3 |
3,342.7 |
3,167.4 |
|
| R3 |
3,302.3 |
3,254.7 |
3,143.2 |
|
| R2 |
3,214.3 |
3,214.3 |
3,135.1 |
|
| R1 |
3,166.7 |
3,166.7 |
3,127.1 |
3,146.5 |
| PP |
3,126.3 |
3,126.3 |
3,126.3 |
3,116.3 |
| S1 |
3,078.7 |
3,078.7 |
3,110.9 |
3,058.5 |
| S2 |
3,038.3 |
3,038.3 |
3,102.9 |
|
| S3 |
2,950.3 |
2,990.7 |
3,094.8 |
|
| S4 |
2,862.3 |
2,902.7 |
3,070.6 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,733.7 |
3,617.3 |
3,224.1 |
|
| R3 |
3,542.7 |
3,426.3 |
3,171.5 |
|
| R2 |
3,351.7 |
3,351.7 |
3,154.0 |
|
| R1 |
3,235.3 |
3,235.3 |
3,136.5 |
3,198.0 |
| PP |
3,160.7 |
3,160.7 |
3,160.7 |
3,142.0 |
| S1 |
3,044.3 |
3,044.3 |
3,101.5 |
3,007.0 |
| S2 |
2,969.7 |
2,969.7 |
3,084.0 |
|
| S3 |
2,778.7 |
2,853.3 |
3,066.5 |
|
| S4 |
2,587.7 |
2,662.3 |
3,014.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,277.0 |
3,086.0 |
191.0 |
6.1% |
79.8 |
2.6% |
17% |
False |
True |
1,115,215 |
| 10 |
3,337.0 |
3,086.0 |
251.0 |
8.0% |
63.7 |
2.0% |
13% |
False |
True |
1,129,922 |
| 20 |
3,385.0 |
3,086.0 |
299.0 |
9.6% |
70.8 |
2.3% |
11% |
False |
True |
609,490 |
| 40 |
3,385.0 |
3,086.0 |
299.0 |
9.6% |
62.1 |
2.0% |
11% |
False |
True |
306,602 |
| 60 |
3,430.0 |
3,086.0 |
344.0 |
11.0% |
57.5 |
1.8% |
10% |
False |
True |
204,854 |
| 80 |
3,430.0 |
3,026.0 |
404.0 |
13.0% |
58.1 |
1.9% |
23% |
False |
False |
155,585 |
| 100 |
3,430.0 |
2,665.0 |
765.0 |
24.5% |
52.1 |
1.7% |
59% |
False |
False |
126,161 |
| 120 |
3,430.0 |
2,665.0 |
765.0 |
24.5% |
47.8 |
1.5% |
59% |
False |
False |
108,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,548.0 |
|
2.618 |
3,404.4 |
|
1.618 |
3,316.4 |
|
1.000 |
3,262.0 |
|
0.618 |
3,228.4 |
|
HIGH |
3,174.0 |
|
0.618 |
3,140.4 |
|
0.500 |
3,130.0 |
|
0.382 |
3,119.6 |
|
LOW |
3,086.0 |
|
0.618 |
3,031.6 |
|
1.000 |
2,998.0 |
|
1.618 |
2,943.6 |
|
2.618 |
2,855.6 |
|
4.250 |
2,712.0 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,130.0 |
3,148.5 |
| PP |
3,126.3 |
3,138.7 |
| S1 |
3,122.7 |
3,128.8 |
|