| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,243.50 |
3,291.00 |
47.50 |
1.5% |
3,314.50 |
| High |
3,296.25 |
3,351.25 |
55.00 |
1.7% |
3,326.25 |
| Low |
3,206.50 |
3,287.50 |
81.00 |
2.5% |
3,198.00 |
| Close |
3,287.25 |
3,346.00 |
58.75 |
1.8% |
3,287.25 |
| Range |
89.75 |
63.75 |
-26.00 |
-29.0% |
128.25 |
| ATR |
71.92 |
71.36 |
-0.57 |
-0.8% |
0.00 |
| Volume |
1,697,090 |
1,495,804 |
-201,286 |
-11.9% |
10,038,060 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,519.50 |
3,496.50 |
3,381.00 |
|
| R3 |
3,455.75 |
3,432.75 |
3,363.50 |
|
| R2 |
3,392.00 |
3,392.00 |
3,357.75 |
|
| R1 |
3,369.00 |
3,369.00 |
3,351.75 |
3,380.50 |
| PP |
3,328.25 |
3,328.25 |
3,328.25 |
3,334.00 |
| S1 |
3,305.25 |
3,305.25 |
3,340.25 |
3,316.75 |
| S2 |
3,264.50 |
3,264.50 |
3,334.25 |
|
| S3 |
3,200.75 |
3,241.50 |
3,328.50 |
|
| S4 |
3,137.00 |
3,177.75 |
3,311.00 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,655.25 |
3,599.50 |
3,357.75 |
|
| R3 |
3,527.00 |
3,471.25 |
3,322.50 |
|
| R2 |
3,398.75 |
3,398.75 |
3,310.75 |
|
| R1 |
3,343.00 |
3,343.00 |
3,299.00 |
3,306.75 |
| PP |
3,270.50 |
3,270.50 |
3,270.50 |
3,252.50 |
| S1 |
3,214.75 |
3,214.75 |
3,275.50 |
3,178.50 |
| S2 |
3,142.25 |
3,142.25 |
3,263.75 |
|
| S3 |
3,014.00 |
3,086.50 |
3,252.00 |
|
| S4 |
2,885.75 |
2,958.25 |
3,216.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,351.25 |
3,198.00 |
153.25 |
4.6% |
75.00 |
2.2% |
97% |
True |
False |
1,805,176 |
| 10 |
3,419.50 |
3,198.00 |
221.50 |
6.6% |
73.00 |
2.2% |
67% |
False |
False |
2,026,662 |
| 20 |
3,576.25 |
3,198.00 |
378.25 |
11.3% |
81.75 |
2.4% |
39% |
False |
False |
1,268,397 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.3% |
58.25 |
1.7% |
39% |
False |
False |
636,254 |
| 60 |
3,576.25 |
3,095.00 |
481.25 |
14.4% |
56.75 |
1.7% |
52% |
False |
False |
424,694 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
19.7% |
63.25 |
1.9% |
65% |
False |
False |
319,035 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
24.8% |
63.00 |
1.9% |
72% |
False |
False |
255,557 |
| 120 |
3,576.25 |
2,615.25 |
961.00 |
28.7% |
65.50 |
2.0% |
76% |
False |
False |
213,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,622.25 |
|
2.618 |
3,518.25 |
|
1.618 |
3,454.50 |
|
1.000 |
3,415.00 |
|
0.618 |
3,390.75 |
|
HIGH |
3,351.25 |
|
0.618 |
3,327.00 |
|
0.500 |
3,319.50 |
|
0.382 |
3,311.75 |
|
LOW |
3,287.50 |
|
0.618 |
3,248.00 |
|
1.000 |
3,223.75 |
|
1.618 |
3,184.25 |
|
2.618 |
3,120.50 |
|
4.250 |
3,016.50 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,337.00 |
3,322.25 |
| PP |
3,328.25 |
3,298.50 |
| S1 |
3,319.50 |
3,274.50 |
|