| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,910.4 |
1,875.7 |
-34.7 |
-1.8% |
1,955.7 |
| High |
1,916.6 |
1,887.2 |
-29.4 |
-1.5% |
1,991.6 |
| Low |
1,863.6 |
1,858.1 |
-5.5 |
-0.3% |
1,946.0 |
| Close |
1,875.7 |
1,883.9 |
8.2 |
0.4% |
1,969.7 |
| Range |
53.0 |
29.1 |
-23.9 |
-45.1% |
45.6 |
| ATR |
38.0 |
37.3 |
-0.6 |
-1.7% |
0.0 |
| Volume |
4,955 |
3,053 |
-1,902 |
-38.4% |
12,088 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,963.7 |
1,952.9 |
1,899.9 |
|
| R3 |
1,934.6 |
1,923.8 |
1,891.9 |
|
| R2 |
1,905.5 |
1,905.5 |
1,889.2 |
|
| R1 |
1,894.7 |
1,894.7 |
1,886.6 |
1,900.1 |
| PP |
1,876.4 |
1,876.4 |
1,876.4 |
1,879.1 |
| S1 |
1,865.6 |
1,865.6 |
1,881.2 |
1,871.0 |
| S2 |
1,847.3 |
1,847.3 |
1,878.6 |
|
| S3 |
1,818.2 |
1,836.5 |
1,875.9 |
|
| S4 |
1,789.1 |
1,807.4 |
1,867.9 |
|
|
| 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 |
1,975.3 |
1,858.1 |
117.2 |
6.2% |
40.1 |
2.1% |
22% |
False |
True |
3,055 |
| 10 |
1,991.6 |
1,858.1 |
133.5 |
7.1% |
32.8 |
1.7% |
19% |
False |
True |
2,875 |
| 20 |
2,008.2 |
1,858.1 |
150.1 |
8.0% |
34.9 |
1.9% |
17% |
False |
True |
2,913 |
| 40 |
2,099.2 |
1,858.1 |
241.1 |
12.8% |
42.3 |
2.2% |
11% |
False |
True |
3,349 |
| 60 |
2,099.2 |
1,795.6 |
303.6 |
16.1% |
37.4 |
2.0% |
29% |
False |
False |
3,265 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
21.3% |
34.5 |
1.8% |
46% |
False |
False |
2,876 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
21.3% |
31.6 |
1.7% |
46% |
False |
False |
2,507 |
| 120 |
2,099.2 |
1,642.1 |
457.1 |
24.3% |
30.6 |
1.6% |
53% |
False |
False |
2,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,010.9 |
|
2.618 |
1,963.4 |
|
1.618 |
1,934.3 |
|
1.000 |
1,916.3 |
|
0.618 |
1,905.2 |
|
HIGH |
1,887.2 |
|
0.618 |
1,876.1 |
|
0.500 |
1,872.7 |
|
0.382 |
1,869.2 |
|
LOW |
1,858.1 |
|
0.618 |
1,840.1 |
|
1.000 |
1,829.0 |
|
1.618 |
1,811.0 |
|
2.618 |
1,781.9 |
|
4.250 |
1,734.4 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,880.2 |
1,894.8 |
| PP |
1,876.4 |
1,891.2 |
| S1 |
1,872.7 |
1,887.5 |
|