| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,271.50 |
3,303.75 |
32.25 |
1.0% |
3,340.00 |
| High |
3,309.50 |
3,319.75 |
10.25 |
0.3% |
3,419.50 |
| Low |
3,256.50 |
3,221.00 |
-35.50 |
-1.1% |
3,280.75 |
| Close |
3,299.25 |
3,231.25 |
-68.00 |
-2.1% |
3,316.25 |
| Range |
53.00 |
98.75 |
45.75 |
86.3% |
138.75 |
| ATR |
68.41 |
70.57 |
2.17 |
3.2% |
0.00 |
| Volume |
1,576,319 |
1,979,661 |
403,342 |
25.6% |
10,952,096 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,553.50 |
3,491.25 |
3,285.50 |
|
| R3 |
3,454.75 |
3,392.50 |
3,258.50 |
|
| R2 |
3,356.00 |
3,356.00 |
3,249.25 |
|
| R1 |
3,293.75 |
3,293.75 |
3,240.25 |
3,275.50 |
| PP |
3,257.25 |
3,257.25 |
3,257.25 |
3,248.25 |
| S1 |
3,195.00 |
3,195.00 |
3,222.25 |
3,176.75 |
| S2 |
3,158.50 |
3,158.50 |
3,213.25 |
|
| S3 |
3,059.75 |
3,096.25 |
3,204.00 |
|
| S4 |
2,961.00 |
2,997.50 |
3,177.00 |
|
|
| 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 |
3,386.50 |
3,217.75 |
168.75 |
5.2% |
83.75 |
2.6% |
8% |
False |
False |
2,221,162 |
| 10 |
3,419.50 |
3,217.75 |
201.75 |
6.2% |
72.75 |
2.3% |
7% |
False |
False |
1,959,450 |
| 20 |
3,576.25 |
3,217.75 |
358.50 |
11.1% |
76.00 |
2.4% |
4% |
False |
False |
995,566 |
| 40 |
3,576.25 |
3,184.75 |
391.50 |
12.1% |
57.25 |
1.8% |
12% |
False |
False |
499,748 |
| 60 |
3,576.25 |
3,020.50 |
555.75 |
17.2% |
56.00 |
1.7% |
38% |
False |
False |
333,647 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
20.4% |
62.25 |
1.9% |
48% |
False |
False |
250,680 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
25.7% |
62.50 |
1.9% |
58% |
False |
False |
201,062 |
| 120 |
3,576.25 |
2,446.25 |
1,130.00 |
35.0% |
66.25 |
2.1% |
69% |
False |
False |
167,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,739.50 |
|
2.618 |
3,578.25 |
|
1.618 |
3,479.50 |
|
1.000 |
3,418.50 |
|
0.618 |
3,380.75 |
|
HIGH |
3,319.75 |
|
0.618 |
3,282.00 |
|
0.500 |
3,270.50 |
|
0.382 |
3,258.75 |
|
LOW |
3,221.00 |
|
0.618 |
3,160.00 |
|
1.000 |
3,122.25 |
|
1.618 |
3,061.25 |
|
2.618 |
2,962.50 |
|
4.250 |
2,801.25 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,270.50 |
3,272.00 |
| PP |
3,257.25 |
3,258.50 |
| S1 |
3,244.25 |
3,244.75 |
|