| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,974.0 |
1,969.2 |
-4.8 |
-0.2% |
1,946.8 |
| High |
1,990.0 |
1,991.6 |
1.6 |
0.1% |
1,981.6 |
| Low |
1,963.8 |
1,965.7 |
1.9 |
0.1% |
1,919.3 |
| Close |
1,974.1 |
1,978.0 |
3.9 |
0.2% |
1,955.7 |
| Range |
26.2 |
25.9 |
-0.3 |
-1.1% |
62.3 |
| ATR |
37.1 |
36.3 |
-0.8 |
-2.2% |
0.0 |
| Volume |
2,764 |
2,691 |
-73 |
-2.6% |
11,755 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.1 |
2,043.0 |
1,992.2 |
|
| R3 |
2,030.2 |
2,017.1 |
1,985.1 |
|
| R2 |
2,004.3 |
2,004.3 |
1,982.7 |
|
| R1 |
1,991.2 |
1,991.2 |
1,980.4 |
1,997.8 |
| PP |
1,978.4 |
1,978.4 |
1,978.4 |
1,981.7 |
| S1 |
1,965.3 |
1,965.3 |
1,975.6 |
1,971.9 |
| S2 |
1,952.5 |
1,952.5 |
1,973.3 |
|
| S3 |
1,926.6 |
1,939.4 |
1,970.9 |
|
| S4 |
1,900.7 |
1,913.5 |
1,963.8 |
|
|
| 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 |
1,991.6 |
1,951.8 |
39.8 |
2.0% |
24.5 |
1.2% |
66% |
True |
False |
2,752 |
| 10 |
1,991.6 |
1,919.3 |
72.3 |
3.7% |
29.0 |
1.5% |
81% |
True |
False |
2,766 |
| 20 |
2,023.8 |
1,916.8 |
107.0 |
5.4% |
37.5 |
1.9% |
57% |
False |
False |
2,759 |
| 40 |
2,099.2 |
1,878.4 |
220.8 |
11.2% |
42.6 |
2.2% |
45% |
False |
False |
3,738 |
| 60 |
2,099.2 |
1,778.8 |
320.4 |
16.2% |
35.8 |
1.8% |
62% |
False |
False |
3,124 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.3% |
33.4 |
1.7% |
70% |
False |
False |
2,759 |
| 100 |
2,099.2 |
1,689.2 |
410.0 |
20.7% |
30.5 |
1.5% |
70% |
False |
False |
2,380 |
| 120 |
2,099.2 |
1,587.6 |
511.6 |
25.9% |
29.8 |
1.5% |
76% |
False |
False |
2,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.7 |
|
2.618 |
2,059.4 |
|
1.618 |
2,033.5 |
|
1.000 |
2,017.5 |
|
0.618 |
2,007.6 |
|
HIGH |
1,991.6 |
|
0.618 |
1,981.7 |
|
0.500 |
1,978.7 |
|
0.382 |
1,975.6 |
|
LOW |
1,965.7 |
|
0.618 |
1,949.7 |
|
1.000 |
1,939.8 |
|
1.618 |
1,923.8 |
|
2.618 |
1,897.9 |
|
4.250 |
1,855.6 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,978.7 |
1,976.2 |
| PP |
1,978.4 |
1,974.4 |
| S1 |
1,978.2 |
1,972.7 |
|