| 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 |
1,933.2 |
1,915.8 |
-17.4 |
-0.9% |
1,959.0 |
| High |
1,936.6 |
1,921.2 |
-15.4 |
-0.8% |
1,996.8 |
| Low |
1,913.6 |
1,868.4 |
-45.2 |
-2.4% |
1,950.8 |
| Close |
1,920.5 |
1,880.4 |
-40.1 |
-2.1% |
1,975.0 |
| Range |
23.0 |
52.8 |
29.8 |
129.6% |
46.0 |
| ATR |
35.7 |
36.9 |
1.2 |
3.4% |
0.0 |
| Volume |
510 |
1,687 |
1,177 |
230.8% |
3,221 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.4 |
2,017.2 |
1,909.4 |
|
| R3 |
1,995.6 |
1,964.4 |
1,894.9 |
|
| R2 |
1,942.8 |
1,942.8 |
1,890.1 |
|
| R1 |
1,911.6 |
1,911.6 |
1,885.2 |
1,900.8 |
| PP |
1,890.0 |
1,890.0 |
1,890.0 |
1,884.6 |
| S1 |
1,858.8 |
1,858.8 |
1,875.6 |
1,848.0 |
| S2 |
1,837.2 |
1,837.2 |
1,870.7 |
|
| S3 |
1,784.4 |
1,806.0 |
1,865.9 |
|
| S4 |
1,731.6 |
1,753.2 |
1,851.4 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,112.2 |
2,089.6 |
2,000.3 |
|
| R3 |
2,066.2 |
2,043.6 |
1,987.7 |
|
| R2 |
2,020.2 |
2,020.2 |
1,983.4 |
|
| R1 |
1,997.6 |
1,997.6 |
1,979.2 |
2,008.9 |
| PP |
1,974.2 |
1,974.2 |
1,974.2 |
1,979.9 |
| S1 |
1,951.6 |
1,951.6 |
1,970.8 |
1,962.9 |
| S2 |
1,928.2 |
1,928.2 |
1,966.6 |
|
| S3 |
1,882.2 |
1,905.6 |
1,962.4 |
|
| S4 |
1,836.2 |
1,859.6 |
1,949.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,979.7 |
1,868.4 |
111.3 |
5.9% |
37.3 |
2.0% |
11% |
False |
True |
875 |
| 10 |
1,996.8 |
1,868.4 |
128.4 |
6.8% |
30.3 |
1.6% |
9% |
False |
True |
795 |
| 20 |
2,011.6 |
1,868.4 |
143.2 |
7.6% |
34.5 |
1.8% |
8% |
False |
True |
1,027 |
| 40 |
2,107.6 |
1,868.4 |
239.2 |
12.7% |
41.4 |
2.2% |
5% |
False |
True |
1,522 |
| 60 |
2,107.6 |
1,798.8 |
308.8 |
16.4% |
34.6 |
1.8% |
26% |
False |
False |
1,313 |
| 80 |
2,107.6 |
1,704.6 |
403.0 |
21.4% |
29.3 |
1.6% |
44% |
False |
False |
1,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,145.6 |
|
2.618 |
2,059.4 |
|
1.618 |
2,006.6 |
|
1.000 |
1,974.0 |
|
0.618 |
1,953.8 |
|
HIGH |
1,921.2 |
|
0.618 |
1,901.0 |
|
0.500 |
1,894.8 |
|
0.382 |
1,888.6 |
|
LOW |
1,868.4 |
|
0.618 |
1,835.8 |
|
1.000 |
1,815.6 |
|
1.618 |
1,783.0 |
|
2.618 |
1,730.2 |
|
4.250 |
1,644.0 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,894.8 |
1,921.2 |
| PP |
1,890.0 |
1,907.6 |
| S1 |
1,885.2 |
1,894.0 |
|