| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,958.1 |
1,926.7 |
-31.4 |
-1.6% |
1,955.7 |
| High |
1,969.6 |
1,931.5 |
-38.1 |
-1.9% |
1,991.6 |
| Low |
1,892.8 |
1,906.6 |
13.8 |
0.7% |
1,946.0 |
| Close |
1,918.0 |
1,915.0 |
-3.0 |
-0.2% |
1,969.7 |
| Range |
76.8 |
24.9 |
-51.9 |
-67.6% |
45.6 |
| ATR |
37.7 |
36.8 |
-0.9 |
-2.4% |
0.0 |
| Volume |
4,215 |
1,895 |
-2,320 |
-55.0% |
12,088 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,992.4 |
1,978.6 |
1,928.7 |
|
| R3 |
1,967.5 |
1,953.7 |
1,921.8 |
|
| R2 |
1,942.6 |
1,942.6 |
1,919.6 |
|
| R1 |
1,928.8 |
1,928.8 |
1,917.3 |
1,923.3 |
| PP |
1,917.7 |
1,917.7 |
1,917.7 |
1,914.9 |
| S1 |
1,903.9 |
1,903.9 |
1,912.7 |
1,898.4 |
| S2 |
1,892.8 |
1,892.8 |
1,910.4 |
|
| S3 |
1,867.9 |
1,879.0 |
1,908.2 |
|
| S4 |
1,843.0 |
1,854.1 |
1,901.3 |
|
|
| 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% |
34.9 |
1.8% |
22% |
False |
False |
2,429 |
| 10 |
1,991.6 |
1,892.8 |
98.8 |
5.2% |
30.3 |
1.6% |
22% |
False |
False |
2,601 |
| 20 |
2,008.2 |
1,892.8 |
115.4 |
6.0% |
34.7 |
1.8% |
19% |
False |
False |
2,714 |
| 40 |
2,099.2 |
1,884.0 |
215.2 |
11.2% |
43.1 |
2.2% |
14% |
False |
False |
3,386 |
| 60 |
2,099.2 |
1,795.6 |
303.6 |
15.9% |
36.7 |
1.9% |
39% |
False |
False |
3,173 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.9% |
34.1 |
1.8% |
54% |
False |
False |
2,805 |
| 100 |
2,099.2 |
1,689.2 |
410.0 |
21.4% |
31.2 |
1.6% |
55% |
False |
False |
2,438 |
| 120 |
2,099.2 |
1,624.2 |
475.0 |
24.8% |
30.2 |
1.6% |
61% |
False |
False |
2,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,037.3 |
|
2.618 |
1,996.7 |
|
1.618 |
1,971.8 |
|
1.000 |
1,956.4 |
|
0.618 |
1,946.9 |
|
HIGH |
1,931.5 |
|
0.618 |
1,922.0 |
|
0.500 |
1,919.1 |
|
0.382 |
1,916.1 |
|
LOW |
1,906.6 |
|
0.618 |
1,891.2 |
|
1.000 |
1,881.7 |
|
1.618 |
1,866.3 |
|
2.618 |
1,841.4 |
|
4.250 |
1,800.8 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,919.1 |
1,934.1 |
| PP |
1,917.7 |
1,927.7 |
| S1 |
1,916.4 |
1,921.4 |
|