| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,961.3 |
1,955.7 |
-5.6 |
-0.3% |
1,946.8 |
| High |
1,970.7 |
1,980.1 |
9.4 |
0.5% |
1,981.6 |
| Low |
1,951.8 |
1,953.7 |
1.9 |
0.1% |
1,919.3 |
| Close |
1,955.7 |
1,971.7 |
16.0 |
0.8% |
1,955.7 |
| Range |
18.9 |
26.4 |
7.5 |
39.7% |
62.3 |
| ATR |
38.9 |
38.0 |
-0.9 |
-2.3% |
0.0 |
| Volume |
2,551 |
3,289 |
738 |
28.9% |
11,755 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,047.7 |
2,036.1 |
1,986.2 |
|
| R3 |
2,021.3 |
2,009.7 |
1,979.0 |
|
| R2 |
1,994.9 |
1,994.9 |
1,976.5 |
|
| R1 |
1,983.3 |
1,983.3 |
1,974.1 |
1,989.1 |
| PP |
1,968.5 |
1,968.5 |
1,968.5 |
1,971.4 |
| S1 |
1,956.9 |
1,956.9 |
1,969.3 |
1,962.7 |
| S2 |
1,942.1 |
1,942.1 |
1,966.9 |
|
| S3 |
1,915.7 |
1,930.5 |
1,964.4 |
|
| S4 |
1,889.3 |
1,904.1 |
1,957.2 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.1 |
2,109.7 |
1,990.0 |
|
| R3 |
2,076.8 |
2,047.4 |
1,972.8 |
|
| R2 |
2,014.5 |
2,014.5 |
1,967.1 |
|
| R1 |
1,985.1 |
1,985.1 |
1,961.4 |
1,999.8 |
| PP |
1,952.2 |
1,952.2 |
1,952.2 |
1,959.6 |
| S1 |
1,922.8 |
1,922.8 |
1,950.0 |
1,937.5 |
| S2 |
1,889.9 |
1,889.9 |
1,944.3 |
|
| S3 |
1,827.6 |
1,860.5 |
1,938.6 |
|
| S4 |
1,765.3 |
1,798.2 |
1,921.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,981.6 |
1,919.3 |
62.3 |
3.2% |
27.6 |
1.4% |
84% |
False |
False |
3,008 |
| 10 |
2,008.2 |
1,919.3 |
88.9 |
4.5% |
29.1 |
1.5% |
59% |
False |
False |
2,839 |
| 20 |
2,032.5 |
1,916.8 |
115.7 |
5.9% |
39.9 |
2.0% |
47% |
False |
False |
2,939 |
| 40 |
2,099.2 |
1,840.0 |
259.2 |
13.1% |
42.4 |
2.2% |
51% |
False |
False |
3,758 |
| 60 |
2,099.2 |
1,755.2 |
344.0 |
17.4% |
35.8 |
1.8% |
63% |
False |
False |
3,062 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.3% |
33.3 |
1.7% |
68% |
False |
False |
2,742 |
| 100 |
2,099.2 |
1,689.2 |
410.0 |
20.8% |
30.4 |
1.5% |
69% |
False |
False |
2,332 |
| 120 |
2,099.2 |
1,587.6 |
511.6 |
25.9% |
30.1 |
1.5% |
75% |
False |
False |
2,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,092.3 |
|
2.618 |
2,049.2 |
|
1.618 |
2,022.8 |
|
1.000 |
2,006.5 |
|
0.618 |
1,996.4 |
|
HIGH |
1,980.1 |
|
0.618 |
1,970.0 |
|
0.500 |
1,966.9 |
|
0.382 |
1,963.8 |
|
LOW |
1,953.7 |
|
0.618 |
1,937.4 |
|
1.000 |
1,927.3 |
|
1.618 |
1,911.0 |
|
2.618 |
1,884.6 |
|
4.250 |
1,841.5 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,970.1 |
1,970.0 |
| PP |
1,968.5 |
1,968.4 |
| S1 |
1,966.9 |
1,966.7 |
|