| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,966.2 |
1,961.4 |
-4.8 |
-0.2% |
1,938.0 |
| High |
1,982.4 |
1,983.8 |
1.4 |
0.1% |
1,975.2 |
| Low |
1,955.6 |
1,957.2 |
1.6 |
0.1% |
1,911.7 |
| Close |
1,966.2 |
1,970.5 |
4.3 |
0.2% |
1,947.9 |
| Range |
26.8 |
26.6 |
-0.2 |
-0.7% |
63.5 |
| ATR |
38.2 |
37.4 |
-0.8 |
-2.2% |
0.0 |
| Volume |
239,538 |
298,385 |
58,847 |
24.6% |
1,119,907 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.3 |
2,037.0 |
1,985.1 |
|
| R3 |
2,023.7 |
2,010.4 |
1,977.8 |
|
| R2 |
1,997.1 |
1,997.1 |
1,975.4 |
|
| R1 |
1,983.8 |
1,983.8 |
1,972.9 |
1,990.5 |
| PP |
1,970.5 |
1,970.5 |
1,970.5 |
1,973.8 |
| S1 |
1,957.2 |
1,957.2 |
1,968.1 |
1,963.9 |
| S2 |
1,943.9 |
1,943.9 |
1,965.6 |
|
| S3 |
1,917.3 |
1,930.6 |
1,963.2 |
|
| S4 |
1,890.7 |
1,904.0 |
1,955.9 |
|
|
| 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 |
1,983.8 |
1,944.0 |
39.8 |
2.0% |
25.3 |
1.3% |
67% |
True |
False |
242,945 |
| 10 |
1,983.8 |
1,911.7 |
72.1 |
3.7% |
30.3 |
1.5% |
82% |
True |
False |
279,828 |
| 20 |
2,015.6 |
1,908.4 |
107.2 |
5.4% |
38.5 |
2.0% |
58% |
False |
False |
311,689 |
| 40 |
2,089.2 |
1,867.8 |
221.4 |
11.2% |
43.9 |
2.2% |
46% |
False |
False |
287,989 |
| 60 |
2,089.2 |
1,772.0 |
317.2 |
16.1% |
37.1 |
1.9% |
63% |
False |
False |
198,917 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.3% |
35.1 |
1.8% |
70% |
False |
False |
150,633 |
| 100 |
2,089.2 |
1,687.8 |
401.4 |
20.4% |
33.8 |
1.7% |
70% |
False |
False |
121,533 |
| 120 |
2,089.2 |
1,577.7 |
511.5 |
26.0% |
35.3 |
1.8% |
77% |
False |
False |
101,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,096.9 |
|
2.618 |
2,053.4 |
|
1.618 |
2,026.8 |
|
1.000 |
2,010.4 |
|
0.618 |
2,000.2 |
|
HIGH |
1,983.8 |
|
0.618 |
1,973.6 |
|
0.500 |
1,970.5 |
|
0.382 |
1,967.4 |
|
LOW |
1,957.2 |
|
0.618 |
1,940.8 |
|
1.000 |
1,930.6 |
|
1.618 |
1,914.2 |
|
2.618 |
1,887.6 |
|
4.250 |
1,844.2 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,970.5 |
1,968.5 |
| PP |
1,970.5 |
1,966.5 |
| S1 |
1,970.5 |
1,964.5 |
|