| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,969.2 |
1,975.3 |
6.1 |
0.3% |
1,946.8 |
| High |
1,991.6 |
1,976.2 |
-15.4 |
-0.8% |
1,981.6 |
| Low |
1,965.7 |
1,946.0 |
-19.7 |
-1.0% |
1,919.3 |
| Close |
1,978.0 |
1,957.3 |
-20.7 |
-1.0% |
1,955.7 |
| Range |
25.9 |
30.2 |
4.3 |
16.6% |
62.3 |
| ATR |
36.3 |
36.0 |
-0.3 |
-0.9% |
0.0 |
| Volume |
2,691 |
2,183 |
-508 |
-18.9% |
11,755 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.4 |
2,034.1 |
1,973.9 |
|
| R3 |
2,020.2 |
2,003.9 |
1,965.6 |
|
| R2 |
1,990.0 |
1,990.0 |
1,962.8 |
|
| R1 |
1,973.7 |
1,973.7 |
1,960.1 |
1,966.8 |
| PP |
1,959.8 |
1,959.8 |
1,959.8 |
1,956.4 |
| S1 |
1,943.5 |
1,943.5 |
1,954.5 |
1,936.6 |
| S2 |
1,929.6 |
1,929.6 |
1,951.8 |
|
| S3 |
1,899.4 |
1,913.3 |
1,949.0 |
|
| S4 |
1,869.2 |
1,883.1 |
1,940.7 |
|
|
| 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 |
1,991.6 |
1,946.0 |
45.6 |
2.3% |
25.5 |
1.3% |
25% |
False |
True |
2,695 |
| 10 |
1,991.6 |
1,919.3 |
72.3 |
3.7% |
28.0 |
1.4% |
53% |
False |
False |
2,707 |
| 20 |
2,008.2 |
1,916.8 |
91.4 |
4.7% |
34.7 |
1.8% |
44% |
False |
False |
2,717 |
| 40 |
2,099.2 |
1,884.0 |
215.2 |
11.0% |
42.6 |
2.2% |
34% |
False |
False |
3,662 |
| 60 |
2,099.2 |
1,778.8 |
320.4 |
16.4% |
35.9 |
1.8% |
56% |
False |
False |
3,149 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.5% |
33.5 |
1.7% |
65% |
False |
False |
2,772 |
| 100 |
2,099.2 |
1,689.2 |
410.0 |
20.9% |
30.6 |
1.6% |
65% |
False |
False |
2,386 |
| 120 |
2,099.2 |
1,587.6 |
511.6 |
26.1% |
29.8 |
1.5% |
72% |
False |
False |
2,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.6 |
|
2.618 |
2,055.3 |
|
1.618 |
2,025.1 |
|
1.000 |
2,006.4 |
|
0.618 |
1,994.9 |
|
HIGH |
1,976.2 |
|
0.618 |
1,964.7 |
|
0.500 |
1,961.1 |
|
0.382 |
1,957.5 |
|
LOW |
1,946.0 |
|
0.618 |
1,927.3 |
|
1.000 |
1,915.8 |
|
1.618 |
1,897.1 |
|
2.618 |
1,866.9 |
|
4.250 |
1,817.7 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,961.1 |
1,968.8 |
| PP |
1,959.8 |
1,965.0 |
| S1 |
1,958.6 |
1,961.1 |
|