| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,967.6 |
1,951.1 |
-16.5 |
-0.8% |
1,948.9 |
| High |
1,969.3 |
1,968.2 |
-1.1 |
-0.1% |
1,983.8 |
| Low |
1,938.2 |
1,951.1 |
12.9 |
0.7% |
1,938.2 |
| Close |
1,949.9 |
1,962.1 |
12.2 |
0.6% |
1,962.1 |
| Range |
31.1 |
17.1 |
-14.0 |
-45.0% |
45.6 |
| ATR |
37.0 |
35.7 |
-1.3 |
-3.6% |
0.0 |
| Volume |
273,140 |
176,074 |
-97,066 |
-35.5% |
1,187,228 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,011.8 |
2,004.0 |
1,971.5 |
|
| R3 |
1,994.7 |
1,986.9 |
1,966.8 |
|
| R2 |
1,977.6 |
1,977.6 |
1,965.2 |
|
| R1 |
1,969.8 |
1,969.8 |
1,963.7 |
1,973.7 |
| PP |
1,960.5 |
1,960.5 |
1,960.5 |
1,962.4 |
| S1 |
1,952.7 |
1,952.7 |
1,960.5 |
1,956.6 |
| S2 |
1,943.4 |
1,943.4 |
1,959.0 |
|
| S3 |
1,926.3 |
1,935.6 |
1,957.4 |
|
| S4 |
1,909.2 |
1,918.5 |
1,952.7 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,098.2 |
2,075.7 |
1,987.2 |
|
| R3 |
2,052.6 |
2,030.1 |
1,974.6 |
|
| R2 |
2,007.0 |
2,007.0 |
1,970.5 |
|
| R1 |
1,984.5 |
1,984.5 |
1,966.3 |
1,995.8 |
| PP |
1,961.4 |
1,961.4 |
1,961.4 |
1,967.0 |
| S1 |
1,938.9 |
1,938.9 |
1,957.9 |
1,950.2 |
| S2 |
1,915.8 |
1,915.8 |
1,953.7 |
|
| S3 |
1,870.2 |
1,893.3 |
1,949.6 |
|
| S4 |
1,824.6 |
1,847.7 |
1,937.0 |
|
|
| 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 |
1,938.2 |
45.6 |
2.3% |
25.8 |
1.3% |
52% |
False |
False |
237,445 |
| 10 |
1,983.8 |
1,911.7 |
72.1 |
3.7% |
28.0 |
1.4% |
70% |
False |
False |
261,187 |
| 20 |
2,001.2 |
1,908.4 |
92.8 |
4.7% |
35.0 |
1.8% |
58% |
False |
False |
292,820 |
| 40 |
2,089.2 |
1,874.2 |
215.0 |
11.0% |
43.4 |
2.2% |
41% |
False |
False |
296,164 |
| 60 |
2,089.2 |
1,772.0 |
317.2 |
16.2% |
37.0 |
1.9% |
60% |
False |
False |
206,191 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.3% |
34.9 |
1.8% |
68% |
False |
False |
156,097 |
| 100 |
2,089.2 |
1,687.8 |
401.4 |
20.5% |
33.7 |
1.7% |
68% |
False |
False |
125,966 |
| 120 |
2,089.2 |
1,577.7 |
511.5 |
26.1% |
35.2 |
1.8% |
75% |
False |
False |
105,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,040.9 |
|
2.618 |
2,013.0 |
|
1.618 |
1,995.9 |
|
1.000 |
1,985.3 |
|
0.618 |
1,978.8 |
|
HIGH |
1,968.2 |
|
0.618 |
1,961.7 |
|
0.500 |
1,959.7 |
|
0.382 |
1,957.6 |
|
LOW |
1,951.1 |
|
0.618 |
1,940.5 |
|
1.000 |
1,934.0 |
|
1.618 |
1,923.4 |
|
2.618 |
1,906.3 |
|
4.250 |
1,878.4 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,961.3 |
1,961.7 |
| PP |
1,960.5 |
1,961.4 |
| S1 |
1,959.7 |
1,961.0 |
|