| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,958.6 |
1,958.1 |
-0.5 |
0.0% |
1,955.7 |
| High |
1,975.3 |
1,969.6 |
-5.7 |
-0.3% |
1,991.6 |
| Low |
1,958.6 |
1,892.8 |
-65.8 |
-3.4% |
1,946.0 |
| Close |
1,969.7 |
1,918.0 |
-51.7 |
-2.6% |
1,969.7 |
| Range |
16.7 |
76.8 |
60.1 |
359.9% |
45.6 |
| ATR |
34.7 |
37.7 |
3.0 |
8.7% |
0.0 |
| Volume |
1,161 |
4,215 |
3,054 |
263.0% |
12,088 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.2 |
2,114.4 |
1,960.2 |
|
| R3 |
2,080.4 |
2,037.6 |
1,939.1 |
|
| R2 |
2,003.6 |
2,003.6 |
1,932.1 |
|
| R1 |
1,960.8 |
1,960.8 |
1,925.0 |
1,943.8 |
| PP |
1,926.8 |
1,926.8 |
1,926.8 |
1,918.3 |
| S1 |
1,884.0 |
1,884.0 |
1,911.0 |
1,867.0 |
| S2 |
1,850.0 |
1,850.0 |
1,903.9 |
|
| S3 |
1,773.2 |
1,807.2 |
1,896.9 |
|
| S4 |
1,696.4 |
1,730.4 |
1,875.8 |
|
|
| 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 |
1,892.8 |
98.8 |
5.2% |
35.2 |
1.8% |
26% |
False |
True |
2,602 |
| 10 |
1,991.6 |
1,892.8 |
98.8 |
5.2% |
31.4 |
1.6% |
26% |
False |
True |
2,805 |
| 20 |
2,008.2 |
1,892.8 |
115.4 |
6.0% |
35.4 |
1.8% |
22% |
False |
True |
2,736 |
| 40 |
2,099.2 |
1,884.0 |
215.2 |
11.2% |
43.5 |
2.3% |
16% |
False |
False |
3,544 |
| 60 |
2,099.2 |
1,778.8 |
320.4 |
16.7% |
36.8 |
1.9% |
43% |
False |
False |
3,159 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.9% |
34.1 |
1.8% |
55% |
False |
False |
2,818 |
| 100 |
2,099.2 |
1,689.2 |
410.0 |
21.4% |
31.3 |
1.6% |
56% |
False |
False |
2,431 |
| 120 |
2,099.2 |
1,587.6 |
511.6 |
26.7% |
30.1 |
1.6% |
65% |
False |
False |
2,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,296.0 |
|
2.618 |
2,170.7 |
|
1.618 |
2,093.9 |
|
1.000 |
2,046.4 |
|
0.618 |
2,017.1 |
|
HIGH |
1,969.6 |
|
0.618 |
1,940.3 |
|
0.500 |
1,931.2 |
|
0.382 |
1,922.1 |
|
LOW |
1,892.8 |
|
0.618 |
1,845.3 |
|
1.000 |
1,816.0 |
|
1.618 |
1,768.5 |
|
2.618 |
1,691.7 |
|
4.250 |
1,566.4 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,931.2 |
1,934.5 |
| PP |
1,926.8 |
1,929.0 |
| S1 |
1,922.4 |
1,923.5 |
|