| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,881.7 |
1,869.6 |
-12.1 |
-0.6% |
1,958.1 |
| High |
1,885.9 |
1,895.0 |
9.1 |
0.5% |
1,969.6 |
| Low |
1,861.6 |
1,858.8 |
-2.8 |
-0.2% |
1,858.1 |
| Close |
1,873.5 |
1,889.6 |
16.1 |
0.9% |
1,873.5 |
| Range |
24.3 |
36.2 |
11.9 |
49.0% |
111.5 |
| ATR |
36.4 |
36.4 |
0.0 |
0.0% |
0.0 |
| Volume |
1,456 |
3,114 |
1,658 |
113.9% |
15,574 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,989.7 |
1,975.9 |
1,909.5 |
|
| R3 |
1,953.5 |
1,939.7 |
1,899.6 |
|
| R2 |
1,917.3 |
1,917.3 |
1,896.2 |
|
| R1 |
1,903.5 |
1,903.5 |
1,892.9 |
1,910.4 |
| PP |
1,881.1 |
1,881.1 |
1,881.1 |
1,884.6 |
| S1 |
1,867.3 |
1,867.3 |
1,886.3 |
1,874.2 |
| S2 |
1,844.9 |
1,844.9 |
1,883.0 |
|
| S3 |
1,808.7 |
1,831.1 |
1,879.6 |
|
| S4 |
1,772.5 |
1,794.9 |
1,869.7 |
|
|
| 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 |
1,931.5 |
1,858.1 |
73.4 |
3.9% |
33.5 |
1.8% |
43% |
False |
False |
2,894 |
| 10 |
1,991.6 |
1,858.1 |
133.5 |
7.1% |
34.3 |
1.8% |
24% |
False |
False |
2,748 |
| 20 |
2,008.2 |
1,858.1 |
150.1 |
7.9% |
31.7 |
1.7% |
21% |
False |
False |
2,793 |
| 40 |
2,099.2 |
1,858.1 |
241.1 |
12.8% |
42.2 |
2.2% |
13% |
False |
False |
3,324 |
| 60 |
2,099.2 |
1,809.3 |
289.9 |
15.3% |
37.4 |
2.0% |
28% |
False |
False |
3,288 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
21.2% |
34.4 |
1.8% |
48% |
False |
False |
2,871 |
| 100 |
2,099.2 |
1,698.4 |
400.8 |
21.2% |
31.8 |
1.7% |
48% |
False |
False |
2,537 |
| 120 |
2,099.2 |
1,677.6 |
421.6 |
22.3% |
30.2 |
1.6% |
50% |
False |
False |
2,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,048.9 |
|
2.618 |
1,989.8 |
|
1.618 |
1,953.6 |
|
1.000 |
1,931.2 |
|
0.618 |
1,917.4 |
|
HIGH |
1,895.0 |
|
0.618 |
1,881.2 |
|
0.500 |
1,876.9 |
|
0.382 |
1,872.6 |
|
LOW |
1,858.8 |
|
0.618 |
1,836.4 |
|
1.000 |
1,822.6 |
|
1.618 |
1,800.2 |
|
2.618 |
1,764.0 |
|
4.250 |
1,705.0 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,885.4 |
1,885.3 |
| PP |
1,881.1 |
1,880.9 |
| S1 |
1,876.9 |
1,876.6 |
|