| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,314.50 |
3,271.50 |
-43.00 |
-1.3% |
3,340.00 |
| High |
3,326.25 |
3,309.50 |
-16.75 |
-0.5% |
3,419.50 |
| Low |
3,217.75 |
3,256.50 |
38.75 |
1.2% |
3,280.75 |
| Close |
3,275.00 |
3,299.25 |
24.25 |
0.7% |
3,316.25 |
| Range |
108.50 |
53.00 |
-55.50 |
-51.2% |
138.75 |
| ATR |
69.59 |
68.41 |
-1.19 |
-1.7% |
0.00 |
| Volume |
2,507,980 |
1,576,319 |
-931,661 |
-37.1% |
10,952,096 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,447.50 |
3,426.25 |
3,328.50 |
|
| R3 |
3,394.50 |
3,373.25 |
3,313.75 |
|
| R2 |
3,341.50 |
3,341.50 |
3,309.00 |
|
| R1 |
3,320.25 |
3,320.25 |
3,304.00 |
3,331.00 |
| PP |
3,288.50 |
3,288.50 |
3,288.50 |
3,293.75 |
| S1 |
3,267.25 |
3,267.25 |
3,294.50 |
3,278.00 |
| S2 |
3,235.50 |
3,235.50 |
3,289.50 |
|
| S3 |
3,182.50 |
3,214.25 |
3,284.75 |
|
| S4 |
3,129.50 |
3,161.25 |
3,270.00 |
|
|
| 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 |
6.1% |
73.25 |
2.2% |
40% |
False |
False |
2,182,731 |
| 10 |
3,419.50 |
3,217.75 |
201.75 |
6.1% |
75.75 |
2.3% |
40% |
False |
False |
1,770,076 |
| 20 |
3,576.25 |
3,217.75 |
358.50 |
10.9% |
72.50 |
2.2% |
23% |
False |
False |
896,873 |
| 40 |
3,576.25 |
3,184.75 |
391.50 |
11.9% |
55.75 |
1.7% |
29% |
False |
False |
450,275 |
| 60 |
3,576.25 |
2,972.00 |
604.25 |
18.3% |
55.50 |
1.7% |
54% |
False |
False |
300,696 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
20.0% |
61.50 |
1.9% |
58% |
False |
False |
225,935 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
25.2% |
62.00 |
1.9% |
67% |
False |
False |
181,273 |
| 120 |
3,576.25 |
2,422.50 |
1,153.75 |
35.0% |
66.25 |
2.0% |
76% |
False |
False |
151,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,534.75 |
|
2.618 |
3,448.25 |
|
1.618 |
3,395.25 |
|
1.000 |
3,362.50 |
|
0.618 |
3,342.25 |
|
HIGH |
3,309.50 |
|
0.618 |
3,289.25 |
|
0.500 |
3,283.00 |
|
0.382 |
3,276.75 |
|
LOW |
3,256.50 |
|
0.618 |
3,223.75 |
|
1.000 |
3,203.50 |
|
1.618 |
3,170.75 |
|
2.618 |
3,117.75 |
|
4.250 |
3,031.25 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,293.75 |
3,296.25 |
| PP |
3,288.50 |
3,293.25 |
| S1 |
3,283.00 |
3,290.50 |
|