| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,975.3 |
1,958.6 |
-16.7 |
-0.8% |
1,955.7 |
| High |
1,976.2 |
1,975.3 |
-0.9 |
0.0% |
1,991.6 |
| Low |
1,946.0 |
1,958.6 |
12.6 |
0.6% |
1,946.0 |
| Close |
1,957.3 |
1,969.7 |
12.4 |
0.6% |
1,969.7 |
| Range |
30.2 |
16.7 |
-13.5 |
-44.7% |
45.6 |
| ATR |
36.0 |
34.7 |
-1.3 |
-3.6% |
0.0 |
| Volume |
2,183 |
1,161 |
-1,022 |
-46.8% |
12,088 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,018.0 |
2,010.5 |
1,978.9 |
|
| R3 |
2,001.3 |
1,993.8 |
1,974.3 |
|
| R2 |
1,984.6 |
1,984.6 |
1,972.8 |
|
| R1 |
1,977.1 |
1,977.1 |
1,971.2 |
1,980.9 |
| PP |
1,967.9 |
1,967.9 |
1,967.9 |
1,969.7 |
| S1 |
1,960.4 |
1,960.4 |
1,968.2 |
1,964.2 |
| S2 |
1,951.2 |
1,951.2 |
1,966.6 |
|
| S3 |
1,934.5 |
1,943.7 |
1,965.1 |
|
| S4 |
1,917.8 |
1,927.0 |
1,960.5 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,105.9 |
2,083.4 |
1,994.8 |
|
| R3 |
2,060.3 |
2,037.8 |
1,982.2 |
|
| R2 |
2,014.7 |
2,014.7 |
1,978.1 |
|
| R1 |
1,992.2 |
1,992.2 |
1,973.9 |
2,003.5 |
| PP |
1,969.1 |
1,969.1 |
1,969.1 |
1,974.7 |
| S1 |
1,946.6 |
1,946.6 |
1,965.5 |
1,957.9 |
| S2 |
1,923.5 |
1,923.5 |
1,961.3 |
|
| S3 |
1,877.9 |
1,901.0 |
1,957.2 |
|
| S4 |
1,832.3 |
1,855.4 |
1,944.6 |
|
|
| 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% |
25.1 |
1.3% |
52% |
False |
False |
2,417 |
| 10 |
1,991.6 |
1,919.3 |
72.3 |
3.7% |
26.9 |
1.4% |
70% |
False |
False |
2,585 |
| 20 |
2,008.2 |
1,916.8 |
91.4 |
4.6% |
33.9 |
1.7% |
58% |
False |
False |
2,599 |
| 40 |
2,099.2 |
1,884.0 |
215.2 |
10.9% |
42.1 |
2.1% |
40% |
False |
False |
3,558 |
| 60 |
2,099.2 |
1,778.8 |
320.4 |
16.3% |
35.8 |
1.8% |
60% |
False |
False |
3,112 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.3% |
33.4 |
1.7% |
68% |
False |
False |
2,780 |
| 100 |
2,099.2 |
1,689.2 |
410.0 |
20.8% |
30.7 |
1.6% |
68% |
False |
False |
2,391 |
| 120 |
2,099.2 |
1,587.6 |
511.6 |
26.0% |
29.9 |
1.5% |
75% |
False |
False |
2,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,046.3 |
|
2.618 |
2,019.0 |
|
1.618 |
2,002.3 |
|
1.000 |
1,992.0 |
|
0.618 |
1,985.6 |
|
HIGH |
1,975.3 |
|
0.618 |
1,968.9 |
|
0.500 |
1,967.0 |
|
0.382 |
1,965.0 |
|
LOW |
1,958.6 |
|
0.618 |
1,948.3 |
|
1.000 |
1,941.9 |
|
1.618 |
1,931.6 |
|
2.618 |
1,914.9 |
|
4.250 |
1,887.6 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,968.8 |
1,969.4 |
| PP |
1,967.9 |
1,969.1 |
| S1 |
1,967.0 |
1,968.8 |
|