| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,345.00 |
3,314.50 |
-30.50 |
-0.9% |
3,340.00 |
| High |
3,363.00 |
3,326.25 |
-36.75 |
-1.1% |
3,419.50 |
| Low |
3,280.75 |
3,217.75 |
-63.00 |
-1.9% |
3,280.75 |
| Close |
3,316.25 |
3,275.00 |
-41.25 |
-1.2% |
3,316.25 |
| Range |
82.25 |
108.50 |
26.25 |
31.9% |
138.75 |
| ATR |
66.60 |
69.59 |
2.99 |
4.5% |
0.00 |
| Volume |
2,365,554 |
2,507,980 |
142,426 |
6.0% |
10,952,096 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,598.50 |
3,545.25 |
3,334.75 |
|
| R3 |
3,490.00 |
3,436.75 |
3,304.75 |
|
| R2 |
3,381.50 |
3,381.50 |
3,295.00 |
|
| R1 |
3,328.25 |
3,328.25 |
3,285.00 |
3,300.50 |
| PP |
3,273.00 |
3,273.00 |
3,273.00 |
3,259.25 |
| S1 |
3,219.75 |
3,219.75 |
3,265.00 |
3,192.00 |
| S2 |
3,164.50 |
3,164.50 |
3,255.00 |
|
| S3 |
3,056.00 |
3,111.25 |
3,245.25 |
|
| S4 |
2,947.50 |
3,002.75 |
3,215.25 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,755.00 |
3,674.50 |
3,392.50 |
|
| R3 |
3,616.25 |
3,535.75 |
3,354.50 |
|
| R2 |
3,477.50 |
3,477.50 |
3,341.75 |
|
| R1 |
3,397.00 |
3,397.00 |
3,329.00 |
3,368.00 |
| PP |
3,338.75 |
3,338.75 |
3,338.75 |
3,324.25 |
| S1 |
3,258.25 |
3,258.25 |
3,303.50 |
3,229.00 |
| S2 |
3,200.00 |
3,200.00 |
3,290.75 |
|
| S3 |
3,061.25 |
3,119.50 |
3,278.00 |
|
| S4 |
2,922.50 |
2,980.75 |
3,240.00 |
|
|
| 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 |
3,217.75 |
201.75 |
6.2% |
71.00 |
2.2% |
28% |
False |
True |
2,248,148 |
| 10 |
3,436.50 |
3,217.75 |
218.75 |
6.7% |
82.25 |
2.5% |
26% |
False |
True |
1,622,245 |
| 20 |
3,576.25 |
3,217.75 |
358.50 |
10.9% |
71.50 |
2.2% |
16% |
False |
True |
818,244 |
| 40 |
3,576.25 |
3,182.00 |
394.25 |
12.0% |
55.50 |
1.7% |
24% |
False |
False |
410,888 |
| 60 |
3,576.25 |
2,972.00 |
604.25 |
18.5% |
56.25 |
1.7% |
50% |
False |
False |
274,490 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
20.1% |
61.50 |
1.9% |
54% |
False |
False |
206,238 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
25.4% |
62.50 |
1.9% |
64% |
False |
False |
165,512 |
| 120 |
3,576.25 |
2,422.50 |
1,153.75 |
35.2% |
66.75 |
2.0% |
74% |
False |
False |
138,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,787.50 |
|
2.618 |
3,610.25 |
|
1.618 |
3,501.75 |
|
1.000 |
3,434.75 |
|
0.618 |
3,393.25 |
|
HIGH |
3,326.25 |
|
0.618 |
3,284.75 |
|
0.500 |
3,272.00 |
|
0.382 |
3,259.25 |
|
LOW |
3,217.75 |
|
0.618 |
3,150.75 |
|
1.000 |
3,109.25 |
|
1.618 |
3,042.25 |
|
2.618 |
2,933.75 |
|
4.250 |
2,756.50 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,274.00 |
3,302.00 |
| PP |
3,273.00 |
3,293.00 |
| S1 |
3,272.00 |
3,284.00 |
|