| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,334.75 |
3,340.00 |
5.25 |
0.2% |
3,410.00 |
| High |
3,364.75 |
3,392.50 |
27.75 |
0.8% |
3,436.50 |
| Low |
3,298.25 |
3,336.25 |
38.00 |
1.2% |
3,285.50 |
| Close |
3,323.25 |
3,372.25 |
49.00 |
1.5% |
3,323.25 |
| Range |
66.50 |
56.25 |
-10.25 |
-15.4% |
151.00 |
| ATR |
67.68 |
67.79 |
0.11 |
0.2% |
0.00 |
| Volume |
2,034,367 |
2,219,334 |
184,967 |
9.1% |
2,762,378 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,535.75 |
3,510.25 |
3,403.25 |
|
| R3 |
3,479.50 |
3,454.00 |
3,387.75 |
|
| R2 |
3,423.25 |
3,423.25 |
3,382.50 |
|
| R1 |
3,397.75 |
3,397.75 |
3,377.50 |
3,410.50 |
| PP |
3,367.00 |
3,367.00 |
3,367.00 |
3,373.50 |
| S1 |
3,341.50 |
3,341.50 |
3,367.00 |
3,354.25 |
| S2 |
3,310.75 |
3,310.75 |
3,362.00 |
|
| S3 |
3,254.50 |
3,285.25 |
3,356.75 |
|
| S4 |
3,198.25 |
3,229.00 |
3,341.25 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,801.50 |
3,713.25 |
3,406.25 |
|
| R3 |
3,650.50 |
3,562.25 |
3,364.75 |
|
| R2 |
3,499.50 |
3,499.50 |
3,351.00 |
|
| R1 |
3,411.25 |
3,411.25 |
3,337.00 |
3,380.00 |
| PP |
3,348.50 |
3,348.50 |
3,348.50 |
3,332.75 |
| S1 |
3,260.25 |
3,260.25 |
3,309.50 |
3,229.00 |
| S2 |
3,197.50 |
3,197.50 |
3,295.50 |
|
| S3 |
3,046.50 |
3,109.25 |
3,281.75 |
|
| S4 |
2,895.50 |
2,958.25 |
3,240.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,436.50 |
3,285.50 |
151.00 |
4.5% |
93.50 |
2.8% |
57% |
False |
False |
996,342 |
| 10 |
3,576.25 |
3,285.50 |
290.75 |
8.6% |
90.50 |
2.7% |
30% |
False |
False |
510,132 |
| 20 |
3,576.25 |
3,285.50 |
290.75 |
8.6% |
61.50 |
1.8% |
30% |
False |
False |
257,191 |
| 40 |
3,576.25 |
3,179.75 |
396.50 |
11.8% |
52.75 |
1.6% |
49% |
False |
False |
130,041 |
| 60 |
3,576.25 |
2,972.00 |
604.25 |
17.9% |
57.75 |
1.7% |
66% |
False |
False |
87,369 |
| 80 |
3,576.25 |
2,891.00 |
685.25 |
20.3% |
60.50 |
1.8% |
70% |
False |
False |
65,745 |
| 100 |
3,576.25 |
2,745.50 |
830.75 |
24.6% |
62.25 |
1.8% |
75% |
False |
False |
53,129 |
| 120 |
3,576.25 |
2,381.75 |
1,194.50 |
35.4% |
70.00 |
2.1% |
83% |
False |
False |
44,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,631.50 |
|
2.618 |
3,539.75 |
|
1.618 |
3,483.50 |
|
1.000 |
3,448.75 |
|
0.618 |
3,427.25 |
|
HIGH |
3,392.50 |
|
0.618 |
3,371.00 |
|
0.500 |
3,364.50 |
|
0.382 |
3,357.75 |
|
LOW |
3,336.25 |
|
0.618 |
3,301.50 |
|
1.000 |
3,280.00 |
|
1.618 |
3,245.25 |
|
2.618 |
3,189.00 |
|
4.250 |
3,097.25 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,369.50 |
3,367.00 |
| PP |
3,367.00 |
3,361.50 |
| S1 |
3,364.50 |
3,356.00 |
|