| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,957.3 |
1,918.1 |
-39.2 |
-2.0% |
1,948.9 |
| High |
1,962.9 |
1,925.5 |
-37.4 |
-1.9% |
1,983.8 |
| Low |
1,885.4 |
1,898.9 |
13.5 |
0.7% |
1,938.2 |
| Close |
1,910.6 |
1,907.6 |
-3.0 |
-0.2% |
1,962.1 |
| Range |
77.5 |
26.6 |
-50.9 |
-65.7% |
45.6 |
| ATR |
38.7 |
37.8 |
-0.9 |
-2.2% |
0.0 |
| Volume |
386,667 |
282,714 |
-103,953 |
-26.9% |
1,187,228 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,990.5 |
1,975.6 |
1,922.2 |
|
| R3 |
1,963.9 |
1,949.0 |
1,914.9 |
|
| R2 |
1,937.3 |
1,937.3 |
1,912.5 |
|
| R1 |
1,922.4 |
1,922.4 |
1,910.0 |
1,916.6 |
| PP |
1,910.7 |
1,910.7 |
1,910.7 |
1,907.7 |
| S1 |
1,895.8 |
1,895.8 |
1,905.2 |
1,890.0 |
| S2 |
1,884.1 |
1,884.1 |
1,902.7 |
|
| S3 |
1,857.5 |
1,869.2 |
1,900.3 |
|
| S4 |
1,830.9 |
1,842.6 |
1,893.0 |
|
|
| 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% |
23% |
False |
False |
283,396 |
| 10 |
1,983.8 |
1,885.4 |
98.4 |
5.2% |
31.2 |
1.6% |
23% |
False |
False |
256,050 |
| 20 |
2,001.2 |
1,885.4 |
115.8 |
6.1% |
35.9 |
1.9% |
19% |
False |
False |
294,223 |
| 40 |
2,089.2 |
1,874.2 |
215.0 |
11.3% |
44.2 |
2.3% |
16% |
False |
False |
307,791 |
| 60 |
2,089.2 |
1,788.3 |
300.9 |
15.8% |
38.0 |
2.0% |
40% |
False |
False |
217,163 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.9% |
35.6 |
1.9% |
54% |
False |
False |
164,332 |
| 100 |
2,089.2 |
1,687.8 |
401.4 |
21.0% |
34.1 |
1.8% |
55% |
False |
False |
132,603 |
| 120 |
2,089.2 |
1,596.7 |
492.5 |
25.8% |
35.4 |
1.9% |
63% |
False |
False |
111,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,038.6 |
|
2.618 |
1,995.1 |
|
1.618 |
1,968.5 |
|
1.000 |
1,952.1 |
|
0.618 |
1,941.9 |
|
HIGH |
1,925.5 |
|
0.618 |
1,915.3 |
|
0.500 |
1,912.2 |
|
0.382 |
1,909.1 |
|
LOW |
1,898.9 |
|
0.618 |
1,882.5 |
|
1.000 |
1,872.3 |
|
1.618 |
1,855.9 |
|
2.618 |
1,829.3 |
|
4.250 |
1,785.9 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,912.2 |
1,926.8 |
| PP |
1,910.7 |
1,920.4 |
| S1 |
1,909.1 |
1,914.0 |
|