| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,489.8 |
1,447.5 |
-42.3 |
-2.8% |
1,495.8 |
| High |
1,500.2 |
1,470.9 |
-29.3 |
-2.0% |
1,569.6 |
| Low |
1,444.7 |
1,426.2 |
-18.5 |
-1.3% |
1,494.9 |
| Close |
1,446.7 |
1,447.0 |
0.3 |
0.0% |
1,535.6 |
| Range |
55.5 |
44.7 |
-10.8 |
-19.5% |
74.7 |
| ATR |
39.5 |
39.9 |
0.4 |
0.9% |
0.0 |
| Volume |
170,424 |
239,509 |
69,085 |
40.5% |
1,075,793 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,582.1 |
1,559.3 |
1,471.6 |
|
| R3 |
1,537.4 |
1,514.6 |
1,459.3 |
|
| R2 |
1,492.7 |
1,492.7 |
1,455.2 |
|
| R1 |
1,469.9 |
1,469.9 |
1,451.1 |
1,459.0 |
| PP |
1,448.0 |
1,448.0 |
1,448.0 |
1,442.6 |
| S1 |
1,425.2 |
1,425.2 |
1,442.9 |
1,414.3 |
| S2 |
1,403.3 |
1,403.3 |
1,438.8 |
|
| S3 |
1,358.6 |
1,380.5 |
1,434.7 |
|
| S4 |
1,313.9 |
1,335.8 |
1,422.4 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,757.5 |
1,721.2 |
1,576.7 |
|
| R3 |
1,682.8 |
1,646.5 |
1,556.1 |
|
| R2 |
1,608.1 |
1,608.1 |
1,549.3 |
|
| R1 |
1,571.8 |
1,571.8 |
1,542.4 |
1,590.0 |
| PP |
1,533.4 |
1,533.4 |
1,533.4 |
1,542.4 |
| S1 |
1,497.1 |
1,497.1 |
1,528.8 |
1,515.3 |
| S2 |
1,458.7 |
1,458.7 |
1,521.9 |
|
| S3 |
1,384.0 |
1,422.4 |
1,515.1 |
|
| S4 |
1,309.3 |
1,347.7 |
1,494.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,553.1 |
1,426.2 |
126.9 |
8.8% |
49.0 |
3.4% |
16% |
False |
True |
198,396 |
| 10 |
1,569.6 |
1,426.2 |
143.4 |
9.9% |
42.1 |
2.9% |
15% |
False |
True |
213,852 |
| 20 |
1,592.0 |
1,426.2 |
165.8 |
11.5% |
41.9 |
2.9% |
13% |
False |
True |
111,004 |
| 40 |
1,601.5 |
1,426.2 |
175.3 |
12.1% |
33.8 |
2.3% |
12% |
False |
True |
55,552 |
| 60 |
1,601.5 |
1,372.2 |
229.3 |
15.8% |
33.9 |
2.3% |
33% |
False |
False |
37,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,660.9 |
|
2.618 |
1,587.9 |
|
1.618 |
1,543.2 |
|
1.000 |
1,515.6 |
|
0.618 |
1,498.5 |
|
HIGH |
1,470.9 |
|
0.618 |
1,453.8 |
|
0.500 |
1,448.6 |
|
0.382 |
1,443.3 |
|
LOW |
1,426.2 |
|
0.618 |
1,398.6 |
|
1.000 |
1,381.5 |
|
1.618 |
1,353.9 |
|
2.618 |
1,309.2 |
|
4.250 |
1,236.2 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,448.6 |
1,463.2 |
| PP |
1,448.0 |
1,457.8 |
| S1 |
1,447.5 |
1,452.4 |
|