| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,342.00 |
3,304.75 |
-37.25 |
-1.1% |
3,339.50 |
| High |
3,354.25 |
3,317.75 |
-36.50 |
-1.1% |
3,411.25 |
| Low |
3,272.50 |
3,209.50 |
-63.00 |
-1.9% |
3,272.50 |
| Close |
3,308.00 |
3,266.75 |
-41.25 |
-1.2% |
3,308.00 |
| Range |
81.75 |
108.25 |
26.50 |
32.4% |
138.75 |
| ATR |
65.04 |
68.13 |
3.09 |
4.7% |
0.00 |
| Volume |
1,232 |
3,720 |
2,488 |
201.9% |
6,475 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,589.50 |
3,536.25 |
3,326.25 |
|
| R3 |
3,481.25 |
3,428.00 |
3,296.50 |
|
| R2 |
3,373.00 |
3,373.00 |
3,286.50 |
|
| R1 |
3,319.75 |
3,319.75 |
3,276.75 |
3,292.25 |
| PP |
3,264.75 |
3,264.75 |
3,264.75 |
3,251.00 |
| S1 |
3,211.50 |
3,211.50 |
3,256.75 |
3,184.00 |
| S2 |
3,156.50 |
3,156.50 |
3,247.00 |
|
| S3 |
3,048.25 |
3,103.25 |
3,237.00 |
|
| S4 |
2,940.00 |
2,995.00 |
3,207.25 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,746.75 |
3,666.25 |
3,384.25 |
|
| R3 |
3,608.00 |
3,527.50 |
3,346.25 |
|
| R2 |
3,469.25 |
3,469.25 |
3,333.50 |
|
| R1 |
3,388.75 |
3,388.75 |
3,320.75 |
3,359.50 |
| PP |
3,330.50 |
3,330.50 |
3,330.50 |
3,316.00 |
| S1 |
3,250.00 |
3,250.00 |
3,295.25 |
3,221.00 |
| S2 |
3,191.75 |
3,191.75 |
3,282.50 |
|
| S3 |
3,053.00 |
3,111.25 |
3,269.75 |
|
| S4 |
2,914.25 |
2,972.50 |
3,231.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,411.25 |
3,209.50 |
201.75 |
6.2% |
70.50 |
2.2% |
28% |
False |
True |
1,916 |
| 10 |
3,426.75 |
3,209.50 |
217.25 |
6.7% |
80.00 |
2.5% |
26% |
False |
True |
1,124 |
| 20 |
3,568.50 |
3,209.50 |
359.00 |
11.0% |
69.50 |
2.1% |
16% |
False |
True |
681 |
| 40 |
3,568.50 |
3,177.75 |
390.75 |
12.0% |
53.00 |
1.6% |
23% |
False |
False |
351 |
| 60 |
3,568.50 |
2,969.50 |
599.00 |
18.3% |
53.25 |
1.6% |
50% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,777.75 |
|
2.618 |
3,601.25 |
|
1.618 |
3,493.00 |
|
1.000 |
3,426.00 |
|
0.618 |
3,384.75 |
|
HIGH |
3,317.75 |
|
0.618 |
3,276.50 |
|
0.500 |
3,263.50 |
|
0.382 |
3,250.75 |
|
LOW |
3,209.50 |
|
0.618 |
3,142.50 |
|
1.000 |
3,101.25 |
|
1.618 |
3,034.25 |
|
2.618 |
2,926.00 |
|
4.250 |
2,749.50 |
|
|