| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,866.9 |
1,872.7 |
5.8 |
0.3% |
1,957.3 |
| High |
1,880.9 |
1,879.3 |
-1.6 |
-0.1% |
1,962.9 |
| Low |
1,851.0 |
1,854.1 |
3.1 |
0.2% |
1,851.0 |
| Close |
1,876.9 |
1,866.3 |
-10.6 |
-0.6% |
1,866.3 |
| Range |
29.9 |
25.2 |
-4.7 |
-15.7% |
111.9 |
| ATR |
38.3 |
37.4 |
-0.9 |
-2.4% |
0.0 |
| Volume |
345,036 |
230,857 |
-114,179 |
-33.1% |
1,656,832 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,942.2 |
1,929.4 |
1,880.2 |
|
| R3 |
1,917.0 |
1,904.2 |
1,873.2 |
|
| R2 |
1,891.8 |
1,891.8 |
1,870.9 |
|
| R1 |
1,879.0 |
1,879.0 |
1,868.6 |
1,872.8 |
| PP |
1,866.6 |
1,866.6 |
1,866.6 |
1,863.5 |
| S1 |
1,853.8 |
1,853.8 |
1,864.0 |
1,847.6 |
| S2 |
1,841.4 |
1,841.4 |
1,861.7 |
|
| S3 |
1,816.2 |
1,828.6 |
1,859.4 |
|
| S4 |
1,791.0 |
1,803.4 |
1,852.4 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.1 |
2,159.6 |
1,927.8 |
|
| R3 |
2,117.2 |
2,047.7 |
1,897.1 |
|
| R2 |
2,005.3 |
2,005.3 |
1,886.8 |
|
| R1 |
1,935.8 |
1,935.8 |
1,876.6 |
1,914.6 |
| PP |
1,893.4 |
1,893.4 |
1,893.4 |
1,882.8 |
| S1 |
1,823.9 |
1,823.9 |
1,856.0 |
1,802.7 |
| S2 |
1,781.5 |
1,781.5 |
1,845.8 |
|
| S3 |
1,669.6 |
1,712.0 |
1,835.5 |
|
| S4 |
1,557.7 |
1,600.1 |
1,804.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,962.9 |
1,851.0 |
111.9 |
6.0% |
42.6 |
2.3% |
14% |
False |
False |
331,366 |
| 10 |
1,983.8 |
1,851.0 |
132.8 |
7.1% |
34.2 |
1.8% |
12% |
False |
False |
284,406 |
| 20 |
2,001.2 |
1,851.0 |
150.2 |
8.0% |
33.7 |
1.8% |
10% |
False |
False |
289,421 |
| 40 |
2,089.2 |
1,851.0 |
238.2 |
12.8% |
43.2 |
2.3% |
6% |
False |
False |
316,708 |
| 60 |
2,089.2 |
1,788.3 |
300.9 |
16.1% |
38.5 |
2.1% |
26% |
False |
False |
233,149 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
21.4% |
35.8 |
1.9% |
44% |
False |
False |
176,477 |
| 100 |
2,089.2 |
1,690.1 |
399.1 |
21.4% |
34.3 |
1.8% |
44% |
False |
False |
142,337 |
| 120 |
2,089.2 |
1,670.3 |
418.9 |
22.4% |
35.0 |
1.9% |
47% |
False |
False |
119,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,986.4 |
|
2.618 |
1,945.3 |
|
1.618 |
1,920.1 |
|
1.000 |
1,904.5 |
|
0.618 |
1,894.9 |
|
HIGH |
1,879.3 |
|
0.618 |
1,869.7 |
|
0.500 |
1,866.7 |
|
0.382 |
1,863.7 |
|
LOW |
1,854.1 |
|
0.618 |
1,838.5 |
|
1.000 |
1,828.9 |
|
1.618 |
1,813.3 |
|
2.618 |
1,788.1 |
|
4.250 |
1,747.0 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,866.7 |
1,880.5 |
| PP |
1,866.6 |
1,875.7 |
| S1 |
1,866.4 |
1,871.0 |
|