| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,955.7 |
1,974.0 |
18.3 |
0.9% |
1,946.8 |
| High |
1,980.1 |
1,990.0 |
9.9 |
0.5% |
1,981.6 |
| Low |
1,953.7 |
1,963.8 |
10.1 |
0.5% |
1,919.3 |
| Close |
1,971.7 |
1,974.1 |
2.4 |
0.1% |
1,955.7 |
| Range |
26.4 |
26.2 |
-0.2 |
-0.8% |
62.3 |
| ATR |
38.0 |
37.1 |
-0.8 |
-2.2% |
0.0 |
| Volume |
3,289 |
2,764 |
-525 |
-16.0% |
11,755 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.6 |
2,040.5 |
1,988.5 |
|
| R3 |
2,028.4 |
2,014.3 |
1,981.3 |
|
| R2 |
2,002.2 |
2,002.2 |
1,978.9 |
|
| R1 |
1,988.1 |
1,988.1 |
1,976.5 |
1,995.2 |
| PP |
1,976.0 |
1,976.0 |
1,976.0 |
1,979.5 |
| S1 |
1,961.9 |
1,961.9 |
1,971.7 |
1,969.0 |
| S2 |
1,949.8 |
1,949.8 |
1,969.3 |
|
| S3 |
1,923.6 |
1,935.7 |
1,966.9 |
|
| S4 |
1,897.4 |
1,909.5 |
1,959.7 |
|
|
| 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 |
1,990.0 |
1,934.6 |
55.4 |
2.8% |
25.7 |
1.3% |
71% |
True |
False |
2,773 |
| 10 |
2,008.2 |
1,919.3 |
88.9 |
4.5% |
29.5 |
1.5% |
62% |
False |
False |
2,895 |
| 20 |
2,032.5 |
1,916.8 |
115.7 |
5.9% |
38.1 |
1.9% |
50% |
False |
False |
2,812 |
| 40 |
2,099.2 |
1,849.4 |
249.8 |
12.7% |
42.7 |
2.2% |
50% |
False |
False |
3,787 |
| 60 |
2,099.2 |
1,777.7 |
321.5 |
16.3% |
35.7 |
1.8% |
61% |
False |
False |
3,096 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.3% |
33.3 |
1.7% |
69% |
False |
False |
2,755 |
| 100 |
2,099.2 |
1,689.2 |
410.0 |
20.8% |
30.5 |
1.5% |
69% |
False |
False |
2,356 |
| 120 |
2,099.2 |
1,587.6 |
511.6 |
25.9% |
29.9 |
1.5% |
76% |
False |
False |
2,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.4 |
|
2.618 |
2,058.6 |
|
1.618 |
2,032.4 |
|
1.000 |
2,016.2 |
|
0.618 |
2,006.2 |
|
HIGH |
1,990.0 |
|
0.618 |
1,980.0 |
|
0.500 |
1,976.9 |
|
0.382 |
1,973.8 |
|
LOW |
1,963.8 |
|
0.618 |
1,947.6 |
|
1.000 |
1,937.6 |
|
1.618 |
1,921.4 |
|
2.618 |
1,895.2 |
|
4.250 |
1,852.5 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,976.9 |
1,973.0 |
| PP |
1,976.0 |
1,972.0 |
| S1 |
1,975.0 |
1,970.9 |
|