| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,872.7 |
1,862.7 |
-10.0 |
-0.5% |
1,957.3 |
| High |
1,879.3 |
1,888.2 |
8.9 |
0.5% |
1,962.9 |
| Low |
1,854.1 |
1,851.1 |
-3.0 |
-0.2% |
1,851.0 |
| Close |
1,866.3 |
1,882.3 |
16.0 |
0.9% |
1,866.3 |
| Range |
25.2 |
37.1 |
11.9 |
47.2% |
111.9 |
| ATR |
37.4 |
37.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
230,857 |
235,915 |
5,058 |
2.2% |
1,656,832 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,985.2 |
1,970.8 |
1,902.7 |
|
| R3 |
1,948.1 |
1,933.7 |
1,892.5 |
|
| R2 |
1,911.0 |
1,911.0 |
1,889.1 |
|
| R1 |
1,896.6 |
1,896.6 |
1,885.7 |
1,903.8 |
| PP |
1,873.9 |
1,873.9 |
1,873.9 |
1,877.5 |
| S1 |
1,859.5 |
1,859.5 |
1,878.9 |
1,866.7 |
| S2 |
1,836.8 |
1,836.8 |
1,875.5 |
|
| S3 |
1,799.7 |
1,822.4 |
1,872.1 |
|
| S4 |
1,762.6 |
1,785.3 |
1,861.9 |
|
|
| 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 |
1,925.5 |
1,851.0 |
74.5 |
4.0% |
34.5 |
1.8% |
42% |
False |
False |
301,216 |
| 10 |
1,983.8 |
1,851.0 |
132.8 |
7.1% |
35.2 |
1.9% |
24% |
False |
False |
287,988 |
| 20 |
2,001.2 |
1,851.0 |
150.2 |
8.0% |
32.8 |
1.7% |
21% |
False |
False |
284,512 |
| 40 |
2,089.2 |
1,851.0 |
238.2 |
12.7% |
43.3 |
2.3% |
13% |
False |
False |
315,623 |
| 60 |
2,089.2 |
1,801.6 |
287.6 |
15.3% |
38.6 |
2.1% |
28% |
False |
False |
236,889 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
21.2% |
35.9 |
1.9% |
48% |
False |
False |
179,353 |
| 100 |
2,089.2 |
1,690.1 |
399.1 |
21.2% |
34.4 |
1.8% |
48% |
False |
False |
144,638 |
| 120 |
2,089.2 |
1,670.3 |
418.9 |
22.3% |
34.8 |
1.8% |
51% |
False |
False |
121,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,045.9 |
|
2.618 |
1,985.3 |
|
1.618 |
1,948.2 |
|
1.000 |
1,925.3 |
|
0.618 |
1,911.1 |
|
HIGH |
1,888.2 |
|
0.618 |
1,874.0 |
|
0.500 |
1,869.7 |
|
0.382 |
1,865.3 |
|
LOW |
1,851.1 |
|
0.618 |
1,828.2 |
|
1.000 |
1,814.0 |
|
1.618 |
1,791.1 |
|
2.618 |
1,754.0 |
|
4.250 |
1,693.4 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,878.1 |
1,878.1 |
| PP |
1,873.9 |
1,873.8 |
| S1 |
1,869.7 |
1,869.6 |
|