| 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 |
1,555.8 |
1,540.1 |
-15.7 |
-1.0% |
1,500.4 |
| High |
1,558.1 |
1,557.6 |
-0.5 |
0.0% |
1,573.7 |
| Low |
1,522.4 |
1,534.3 |
11.9 |
0.8% |
1,496.8 |
| Close |
1,542.3 |
1,557.6 |
15.3 |
1.0% |
1,557.6 |
| Range |
35.7 |
23.3 |
-12.4 |
-34.7% |
76.9 |
| ATR |
36.6 |
35.7 |
-0.9 |
-2.6% |
0.0 |
| Volume |
33,038 |
1,099 |
-31,939 |
-96.7% |
453,827 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,619.8 |
1,612.0 |
1,570.4 |
|
| R3 |
1,596.5 |
1,588.7 |
1,564.0 |
|
| R2 |
1,573.2 |
1,573.2 |
1,561.9 |
|
| R1 |
1,565.4 |
1,565.4 |
1,559.7 |
1,569.3 |
| PP |
1,549.8 |
1,549.8 |
1,549.8 |
1,551.8 |
| S1 |
1,542.1 |
1,542.1 |
1,555.5 |
1,546.0 |
| S2 |
1,526.5 |
1,526.5 |
1,553.3 |
|
| S3 |
1,503.2 |
1,518.8 |
1,551.2 |
|
| S4 |
1,479.9 |
1,495.5 |
1,544.8 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,773.4 |
1,742.4 |
1,599.9 |
|
| R3 |
1,696.5 |
1,665.5 |
1,578.8 |
|
| R2 |
1,619.6 |
1,619.6 |
1,571.7 |
|
| R1 |
1,588.6 |
1,588.6 |
1,564.7 |
1,604.1 |
| PP |
1,542.7 |
1,542.7 |
1,542.7 |
1,550.5 |
| S1 |
1,511.7 |
1,511.7 |
1,550.6 |
1,527.2 |
| S2 |
1,465.8 |
1,465.8 |
1,543.5 |
|
| S3 |
1,388.9 |
1,434.8 |
1,536.5 |
|
| S4 |
1,312.0 |
1,357.9 |
1,515.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,573.7 |
1,496.8 |
76.9 |
4.9% |
31.7 |
2.0% |
79% |
False |
False |
90,765 |
| 10 |
1,573.7 |
1,479.6 |
94.1 |
6.0% |
42.4 |
2.7% |
83% |
False |
False |
161,488 |
| 20 |
1,595.7 |
1,479.6 |
116.1 |
7.5% |
35.8 |
2.3% |
67% |
False |
False |
153,179 |
| 40 |
1,605.7 |
1,451.1 |
154.6 |
9.9% |
32.2 |
2.1% |
69% |
False |
False |
150,308 |
| 60 |
1,605.7 |
1,359.6 |
246.1 |
15.8% |
35.1 |
2.3% |
80% |
False |
False |
164,847 |
| 80 |
1,605.7 |
1,314.5 |
291.2 |
18.7% |
41.0 |
2.6% |
83% |
False |
False |
150,718 |
| 100 |
1,605.7 |
1,173.1 |
432.6 |
27.8% |
43.4 |
2.8% |
89% |
False |
False |
120,611 |
| 120 |
1,605.7 |
1,030.4 |
575.3 |
36.9% |
45.1 |
2.9% |
92% |
False |
False |
100,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,656.7 |
|
2.618 |
1,618.6 |
|
1.618 |
1,595.3 |
|
1.000 |
1,580.9 |
|
0.618 |
1,572.0 |
|
HIGH |
1,557.6 |
|
0.618 |
1,548.7 |
|
0.500 |
1,546.0 |
|
0.382 |
1,543.2 |
|
LOW |
1,534.3 |
|
0.618 |
1,519.9 |
|
1.000 |
1,511.0 |
|
1.618 |
1,496.6 |
|
2.618 |
1,473.3 |
|
4.250 |
1,435.2 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,553.7 |
1,554.4 |
| PP |
1,549.8 |
1,551.2 |
| S1 |
1,546.0 |
1,548.1 |
|