| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,395.75 |
3,381.50 |
-14.25 |
-0.4% |
3,410.00 |
| High |
3,419.50 |
3,386.50 |
-33.00 |
-1.0% |
3,436.50 |
| Low |
3,373.75 |
3,310.25 |
-63.50 |
-1.9% |
3,285.50 |
| Close |
3,379.50 |
3,351.00 |
-28.50 |
-0.8% |
3,323.25 |
| Range |
45.75 |
76.25 |
30.50 |
66.7% |
151.00 |
| ATR |
64.56 |
65.39 |
0.84 |
1.3% |
0.00 |
| Volume |
1,787,505 |
2,676,297 |
888,792 |
49.7% |
2,762,378 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,578.00 |
3,540.75 |
3,393.00 |
|
| R3 |
3,501.75 |
3,464.50 |
3,372.00 |
|
| R2 |
3,425.50 |
3,425.50 |
3,365.00 |
|
| R1 |
3,388.25 |
3,388.25 |
3,358.00 |
3,368.75 |
| PP |
3,349.25 |
3,349.25 |
3,349.25 |
3,339.50 |
| S1 |
3,312.00 |
3,312.00 |
3,344.00 |
3,292.50 |
| S2 |
3,273.00 |
3,273.00 |
3,337.00 |
|
| S3 |
3,196.75 |
3,235.75 |
3,330.00 |
|
| S4 |
3,120.50 |
3,159.50 |
3,309.00 |
|
|
| 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 |
3,419.50 |
3,298.25 |
121.25 |
3.6% |
57.50 |
1.7% |
44% |
False |
False |
2,124,181 |
| 10 |
3,576.25 |
3,285.50 |
290.75 |
8.7% |
93.00 |
2.8% |
23% |
False |
False |
1,143,039 |
| 20 |
3,576.25 |
3,285.50 |
290.75 |
8.7% |
66.00 |
2.0% |
23% |
False |
False |
574,915 |
| 40 |
3,576.25 |
3,181.25 |
395.00 |
11.8% |
53.50 |
1.6% |
43% |
False |
False |
289,142 |
| 60 |
3,576.25 |
2,972.00 |
604.25 |
18.0% |
56.25 |
1.7% |
63% |
False |
False |
193,375 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
19.7% |
60.75 |
1.8% |
66% |
False |
False |
145,328 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
24.8% |
62.00 |
1.9% |
73% |
False |
False |
116,784 |
| 120 |
3,576.25 |
2,422.50 |
1,153.75 |
34.4% |
67.00 |
2.0% |
80% |
False |
False |
97,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,710.50 |
|
2.618 |
3,586.00 |
|
1.618 |
3,509.75 |
|
1.000 |
3,462.75 |
|
0.618 |
3,433.50 |
|
HIGH |
3,386.50 |
|
0.618 |
3,357.25 |
|
0.500 |
3,348.50 |
|
0.382 |
3,339.50 |
|
LOW |
3,310.25 |
|
0.618 |
3,263.25 |
|
1.000 |
3,234.00 |
|
1.618 |
3,187.00 |
|
2.618 |
3,110.75 |
|
4.250 |
2,986.25 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,350.00 |
3,365.00 |
| PP |
3,349.25 |
3,360.25 |
| S1 |
3,348.50 |
3,355.50 |
|