| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,951.1 |
1,957.3 |
6.2 |
0.3% |
1,948.9 |
| High |
1,968.2 |
1,962.9 |
-5.3 |
-0.3% |
1,983.8 |
| Low |
1,951.1 |
1,885.4 |
-65.7 |
-3.4% |
1,938.2 |
| Close |
1,962.1 |
1,910.6 |
-51.5 |
-2.6% |
1,962.1 |
| Range |
17.1 |
77.5 |
60.4 |
353.2% |
45.6 |
| ATR |
35.7 |
38.7 |
3.0 |
8.4% |
0.0 |
| Volume |
176,074 |
386,667 |
210,593 |
119.6% |
1,187,228 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.1 |
2,108.9 |
1,953.2 |
|
| R3 |
2,074.6 |
2,031.4 |
1,931.9 |
|
| R2 |
1,997.1 |
1,997.1 |
1,924.8 |
|
| R1 |
1,953.9 |
1,953.9 |
1,917.7 |
1,936.8 |
| PP |
1,919.6 |
1,919.6 |
1,919.6 |
1,911.1 |
| S1 |
1,876.4 |
1,876.4 |
1,903.5 |
1,859.3 |
| S2 |
1,842.1 |
1,842.1 |
1,896.4 |
|
| S3 |
1,764.6 |
1,798.9 |
1,889.3 |
|
| S4 |
1,687.1 |
1,721.4 |
1,868.0 |
|
|
| 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 |
1,885.4 |
98.4 |
5.2% |
35.8 |
1.9% |
26% |
False |
True |
274,760 |
| 10 |
1,983.8 |
1,885.4 |
98.4 |
5.2% |
32.2 |
1.7% |
26% |
False |
True |
269,380 |
| 20 |
2,001.2 |
1,885.4 |
115.8 |
6.1% |
36.5 |
1.9% |
22% |
False |
True |
294,400 |
| 40 |
2,089.2 |
1,874.2 |
215.0 |
11.3% |
44.7 |
2.3% |
17% |
False |
False |
304,170 |
| 60 |
2,089.2 |
1,772.0 |
317.2 |
16.6% |
38.1 |
2.0% |
44% |
False |
False |
212,531 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
35.6 |
1.9% |
55% |
False |
False |
160,878 |
| 100 |
2,089.2 |
1,687.8 |
401.4 |
21.0% |
34.3 |
1.8% |
56% |
False |
False |
129,814 |
| 120 |
2,089.2 |
1,577.7 |
511.5 |
26.8% |
35.4 |
1.9% |
65% |
False |
False |
108,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,292.3 |
|
2.618 |
2,165.8 |
|
1.618 |
2,088.3 |
|
1.000 |
2,040.4 |
|
0.618 |
2,010.8 |
|
HIGH |
1,962.9 |
|
0.618 |
1,933.3 |
|
0.500 |
1,924.2 |
|
0.382 |
1,915.0 |
|
LOW |
1,885.4 |
|
0.618 |
1,837.5 |
|
1.000 |
1,807.9 |
|
1.618 |
1,760.0 |
|
2.618 |
1,682.5 |
|
4.250 |
1,556.0 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,924.2 |
1,927.4 |
| PP |
1,919.6 |
1,921.8 |
| S1 |
1,915.1 |
1,916.2 |
|