| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,875.7 |
1,881.7 |
6.0 |
0.3% |
1,958.1 |
| High |
1,887.2 |
1,885.9 |
-1.3 |
-0.1% |
1,969.6 |
| Low |
1,858.1 |
1,861.6 |
3.5 |
0.2% |
1,858.1 |
| Close |
1,883.9 |
1,873.5 |
-10.4 |
-0.6% |
1,873.5 |
| Range |
29.1 |
24.3 |
-4.8 |
-16.5% |
111.5 |
| ATR |
37.3 |
36.4 |
-0.9 |
-2.5% |
0.0 |
| Volume |
3,053 |
1,456 |
-1,597 |
-52.3% |
15,574 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,946.6 |
1,934.3 |
1,886.9 |
|
| R3 |
1,922.3 |
1,910.0 |
1,880.2 |
|
| R2 |
1,898.0 |
1,898.0 |
1,878.0 |
|
| R1 |
1,885.7 |
1,885.7 |
1,875.7 |
1,879.7 |
| PP |
1,873.7 |
1,873.7 |
1,873.7 |
1,870.7 |
| S1 |
1,861.4 |
1,861.4 |
1,871.3 |
1,855.4 |
| S2 |
1,849.4 |
1,849.4 |
1,869.0 |
|
| S3 |
1,825.1 |
1,837.1 |
1,866.8 |
|
| S4 |
1,800.8 |
1,812.8 |
1,860.1 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.9 |
2,165.7 |
1,934.8 |
|
| R3 |
2,123.4 |
2,054.2 |
1,904.2 |
|
| R2 |
2,011.9 |
2,011.9 |
1,893.9 |
|
| R1 |
1,942.7 |
1,942.7 |
1,883.7 |
1,921.6 |
| PP |
1,900.4 |
1,900.4 |
1,900.4 |
1,889.8 |
| S1 |
1,831.2 |
1,831.2 |
1,863.3 |
1,810.1 |
| S2 |
1,788.9 |
1,788.9 |
1,853.1 |
|
| S3 |
1,677.4 |
1,719.7 |
1,842.8 |
|
| S4 |
1,565.9 |
1,608.2 |
1,812.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,969.6 |
1,858.1 |
111.5 |
6.0% |
41.6 |
2.2% |
14% |
False |
False |
3,114 |
| 10 |
1,991.6 |
1,858.1 |
133.5 |
7.1% |
33.4 |
1.8% |
12% |
False |
False |
2,766 |
| 20 |
2,008.2 |
1,858.1 |
150.1 |
8.0% |
32.6 |
1.7% |
10% |
False |
False |
2,812 |
| 40 |
2,099.2 |
1,858.1 |
241.1 |
12.9% |
42.1 |
2.2% |
6% |
False |
False |
3,330 |
| 60 |
2,099.2 |
1,795.6 |
303.6 |
16.2% |
37.2 |
2.0% |
26% |
False |
False |
3,258 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
21.4% |
34.3 |
1.8% |
44% |
False |
False |
2,853 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
21.4% |
31.7 |
1.7% |
44% |
False |
False |
2,514 |
| 120 |
2,099.2 |
1,675.7 |
423.5 |
22.6% |
30.2 |
1.6% |
47% |
False |
False |
2,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,989.2 |
|
2.618 |
1,949.5 |
|
1.618 |
1,925.2 |
|
1.000 |
1,910.2 |
|
0.618 |
1,900.9 |
|
HIGH |
1,885.9 |
|
0.618 |
1,876.6 |
|
0.500 |
1,873.8 |
|
0.382 |
1,870.9 |
|
LOW |
1,861.6 |
|
0.618 |
1,846.6 |
|
1.000 |
1,837.3 |
|
1.618 |
1,822.3 |
|
2.618 |
1,798.0 |
|
4.250 |
1,758.3 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,873.8 |
1,887.4 |
| PP |
1,873.7 |
1,882.7 |
| S1 |
1,873.6 |
1,878.1 |
|