| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,948.9 |
1,966.2 |
17.3 |
0.9% |
1,938.0 |
| High |
1,972.5 |
1,982.4 |
9.9 |
0.5% |
1,975.2 |
| Low |
1,945.2 |
1,955.6 |
10.4 |
0.5% |
1,911.7 |
| Close |
1,963.7 |
1,966.2 |
2.5 |
0.1% |
1,947.9 |
| Range |
27.3 |
26.8 |
-0.5 |
-1.8% |
63.5 |
| ATR |
39.1 |
38.2 |
-0.9 |
-2.2% |
0.0 |
| Volume |
200,091 |
239,538 |
39,447 |
19.7% |
1,119,907 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.5 |
2,034.1 |
1,980.9 |
|
| R3 |
2,021.7 |
2,007.3 |
1,973.6 |
|
| R2 |
1,994.9 |
1,994.9 |
1,971.1 |
|
| R1 |
1,980.5 |
1,980.5 |
1,968.7 |
1,979.6 |
| PP |
1,968.1 |
1,968.1 |
1,968.1 |
1,967.6 |
| S1 |
1,953.7 |
1,953.7 |
1,963.7 |
1,952.8 |
| S2 |
1,941.3 |
1,941.3 |
1,961.3 |
|
| S3 |
1,914.5 |
1,926.9 |
1,958.8 |
|
| S4 |
1,887.7 |
1,900.1 |
1,951.5 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.4 |
2,105.2 |
1,982.8 |
|
| R3 |
2,071.9 |
2,041.7 |
1,965.4 |
|
| R2 |
2,008.4 |
2,008.4 |
1,959.5 |
|
| R1 |
1,978.2 |
1,978.2 |
1,953.7 |
1,993.3 |
| PP |
1,944.9 |
1,944.9 |
1,944.9 |
1,952.5 |
| S1 |
1,914.7 |
1,914.7 |
1,942.1 |
1,929.8 |
| S2 |
1,881.4 |
1,881.4 |
1,936.3 |
|
| S3 |
1,817.9 |
1,851.2 |
1,930.4 |
|
| S4 |
1,754.4 |
1,787.7 |
1,913.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,982.4 |
1,926.3 |
56.1 |
2.9% |
26.7 |
1.4% |
71% |
True |
False |
228,704 |
| 10 |
2,001.2 |
1,911.7 |
89.5 |
4.6% |
30.8 |
1.6% |
61% |
False |
False |
280,479 |
| 20 |
2,024.6 |
1,908.4 |
116.2 |
5.9% |
39.2 |
2.0% |
50% |
False |
False |
314,844 |
| 40 |
2,089.2 |
1,839.9 |
249.3 |
12.7% |
44.0 |
2.2% |
51% |
False |
False |
281,322 |
| 60 |
2,089.2 |
1,769.0 |
320.2 |
16.3% |
37.0 |
1.9% |
62% |
False |
False |
194,042 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.3% |
35.0 |
1.8% |
69% |
False |
False |
147,008 |
| 100 |
2,089.2 |
1,687.8 |
401.4 |
20.4% |
33.9 |
1.7% |
69% |
False |
False |
118,572 |
| 120 |
2,089.2 |
1,577.7 |
511.5 |
26.0% |
35.6 |
1.8% |
76% |
False |
False |
99,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,096.3 |
|
2.618 |
2,052.6 |
|
1.618 |
2,025.8 |
|
1.000 |
2,009.2 |
|
0.618 |
1,999.0 |
|
HIGH |
1,982.4 |
|
0.618 |
1,972.2 |
|
0.500 |
1,969.0 |
|
0.382 |
1,965.8 |
|
LOW |
1,955.6 |
|
0.618 |
1,939.0 |
|
1.000 |
1,928.8 |
|
1.618 |
1,912.2 |
|
2.618 |
1,885.4 |
|
4.250 |
1,841.7 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,969.0 |
1,965.2 |
| PP |
1,968.1 |
1,964.2 |
| S1 |
1,967.1 |
1,963.2 |
|