| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,926.7 |
1,910.4 |
-16.3 |
-0.8% |
1,955.7 |
| High |
1,931.5 |
1,916.6 |
-14.9 |
-0.8% |
1,991.6 |
| Low |
1,906.6 |
1,863.6 |
-43.0 |
-2.3% |
1,946.0 |
| Close |
1,915.0 |
1,875.7 |
-39.3 |
-2.1% |
1,969.7 |
| Range |
24.9 |
53.0 |
28.1 |
112.9% |
45.6 |
| ATR |
36.8 |
38.0 |
1.2 |
3.1% |
0.0 |
| Volume |
1,895 |
4,955 |
3,060 |
161.5% |
12,088 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,044.3 |
2,013.0 |
1,904.9 |
|
| R3 |
1,991.3 |
1,960.0 |
1,890.3 |
|
| R2 |
1,938.3 |
1,938.3 |
1,885.4 |
|
| R1 |
1,907.0 |
1,907.0 |
1,880.6 |
1,896.2 |
| PP |
1,885.3 |
1,885.3 |
1,885.3 |
1,879.9 |
| S1 |
1,854.0 |
1,854.0 |
1,870.8 |
1,843.2 |
| S2 |
1,832.3 |
1,832.3 |
1,866.0 |
|
| S3 |
1,779.3 |
1,801.0 |
1,861.1 |
|
| S4 |
1,726.3 |
1,748.0 |
1,846.6 |
|
|
| 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 |
1,976.2 |
1,863.6 |
112.6 |
6.0% |
40.3 |
2.1% |
11% |
False |
True |
2,881 |
| 10 |
1,991.6 |
1,863.6 |
128.0 |
6.8% |
32.4 |
1.7% |
9% |
False |
True |
2,817 |
| 20 |
2,008.2 |
1,863.6 |
144.6 |
7.7% |
36.2 |
1.9% |
8% |
False |
True |
2,891 |
| 40 |
2,099.2 |
1,863.6 |
235.6 |
12.6% |
42.6 |
2.3% |
5% |
False |
True |
3,434 |
| 60 |
2,099.2 |
1,795.6 |
303.6 |
16.2% |
37.4 |
2.0% |
26% |
False |
False |
3,238 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
21.4% |
34.5 |
1.8% |
44% |
False |
False |
2,856 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
21.4% |
31.4 |
1.7% |
44% |
False |
False |
2,483 |
| 120 |
2,099.2 |
1,633.8 |
465.4 |
24.8% |
30.4 |
1.6% |
52% |
False |
False |
2,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,141.9 |
|
2.618 |
2,055.4 |
|
1.618 |
2,002.4 |
|
1.000 |
1,969.6 |
|
0.618 |
1,949.4 |
|
HIGH |
1,916.6 |
|
0.618 |
1,896.4 |
|
0.500 |
1,890.1 |
|
0.382 |
1,883.8 |
|
LOW |
1,863.6 |
|
0.618 |
1,830.8 |
|
1.000 |
1,810.6 |
|
1.618 |
1,777.8 |
|
2.618 |
1,724.8 |
|
4.250 |
1,638.4 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,890.1 |
1,916.6 |
| PP |
1,885.3 |
1,903.0 |
| S1 |
1,880.5 |
1,889.3 |
|