| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,159.0 |
3,156.0 |
-3.0 |
-0.1% |
3,275.0 |
| High |
3,174.0 |
3,221.0 |
47.0 |
1.5% |
3,277.0 |
| Low |
3,086.0 |
3,153.0 |
67.0 |
2.2% |
3,086.0 |
| Close |
3,119.0 |
3,218.0 |
99.0 |
3.2% |
3,119.0 |
| Range |
88.0 |
68.0 |
-20.0 |
-22.7% |
191.0 |
| ATR |
67.8 |
70.3 |
2.4 |
3.6% |
0.0 |
| Volume |
1,095,631 |
842,590 |
-253,041 |
-23.1% |
5,576,079 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,401.3 |
3,377.7 |
3,255.4 |
|
| R3 |
3,333.3 |
3,309.7 |
3,236.7 |
|
| R2 |
3,265.3 |
3,265.3 |
3,230.5 |
|
| R1 |
3,241.7 |
3,241.7 |
3,224.2 |
3,253.5 |
| PP |
3,197.3 |
3,197.3 |
3,197.3 |
3,203.3 |
| S1 |
3,173.7 |
3,173.7 |
3,211.8 |
3,185.5 |
| S2 |
3,129.3 |
3,129.3 |
3,205.5 |
|
| S3 |
3,061.3 |
3,105.7 |
3,199.3 |
|
| S4 |
2,993.3 |
3,037.7 |
3,180.6 |
|
|
| 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 |
3,221.0 |
3,086.0 |
135.0 |
4.2% |
65.4 |
2.0% |
98% |
True |
False |
979,727 |
| 10 |
3,337.0 |
3,086.0 |
251.0 |
7.8% |
65.9 |
2.0% |
53% |
False |
False |
1,095,994 |
| 20 |
3,385.0 |
3,086.0 |
299.0 |
9.3% |
71.7 |
2.2% |
44% |
False |
False |
651,038 |
| 40 |
3,385.0 |
3,086.0 |
299.0 |
9.3% |
61.4 |
1.9% |
44% |
False |
False |
327,661 |
| 60 |
3,430.0 |
3,086.0 |
344.0 |
10.7% |
58.0 |
1.8% |
38% |
False |
False |
218,897 |
| 80 |
3,430.0 |
3,026.0 |
404.0 |
12.6% |
58.6 |
1.8% |
48% |
False |
False |
166,049 |
| 100 |
3,430.0 |
2,665.0 |
765.0 |
23.8% |
52.8 |
1.6% |
72% |
False |
False |
134,583 |
| 120 |
3,430.0 |
2,665.0 |
765.0 |
23.8% |
48.4 |
1.5% |
72% |
False |
False |
114,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,510.0 |
|
2.618 |
3,399.0 |
|
1.618 |
3,331.0 |
|
1.000 |
3,289.0 |
|
0.618 |
3,263.0 |
|
HIGH |
3,221.0 |
|
0.618 |
3,195.0 |
|
0.500 |
3,187.0 |
|
0.382 |
3,179.0 |
|
LOW |
3,153.0 |
|
0.618 |
3,111.0 |
|
1.000 |
3,085.0 |
|
1.618 |
3,043.0 |
|
2.618 |
2,975.0 |
|
4.250 |
2,864.0 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,207.7 |
3,196.5 |
| PP |
3,197.3 |
3,175.0 |
| S1 |
3,187.0 |
3,153.5 |
|