| 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 |
1,915.8 |
1,870.5 |
-45.3 |
-2.4% |
1,959.0 |
| High |
1,921.2 |
1,891.0 |
-30.2 |
-1.6% |
1,996.8 |
| Low |
1,868.4 |
1,862.4 |
-6.0 |
-0.3% |
1,950.8 |
| Close |
1,880.4 |
1,888.5 |
8.1 |
0.4% |
1,975.0 |
| Range |
52.8 |
28.6 |
-24.2 |
-45.8% |
46.0 |
| ATR |
36.9 |
36.3 |
-0.6 |
-1.6% |
0.0 |
| Volume |
1,687 |
1,570 |
-117 |
-6.9% |
3,221 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,966.4 |
1,956.1 |
1,904.2 |
|
| R3 |
1,937.8 |
1,927.5 |
1,896.4 |
|
| R2 |
1,909.2 |
1,909.2 |
1,893.7 |
|
| R1 |
1,898.9 |
1,898.9 |
1,891.1 |
1,904.1 |
| PP |
1,880.6 |
1,880.6 |
1,880.6 |
1,883.2 |
| S1 |
1,870.3 |
1,870.3 |
1,885.9 |
1,875.5 |
| S2 |
1,852.0 |
1,852.0 |
1,883.3 |
|
| S3 |
1,823.4 |
1,841.7 |
1,880.6 |
|
| S4 |
1,794.8 |
1,813.1 |
1,872.8 |
|
|
| 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 |
1,862.4 |
117.3 |
6.2% |
38.9 |
2.1% |
22% |
False |
True |
1,038 |
| 10 |
1,996.8 |
1,862.4 |
134.4 |
7.1% |
30.8 |
1.6% |
19% |
False |
True |
877 |
| 20 |
2,011.6 |
1,862.4 |
149.2 |
7.9% |
33.2 |
1.8% |
17% |
False |
True |
1,071 |
| 40 |
2,107.6 |
1,862.4 |
245.2 |
13.0% |
41.1 |
2.2% |
11% |
False |
True |
1,542 |
| 60 |
2,107.6 |
1,798.8 |
308.8 |
16.4% |
34.9 |
1.8% |
29% |
False |
False |
1,336 |
| 80 |
2,107.6 |
1,704.6 |
403.0 |
21.3% |
29.4 |
1.6% |
46% |
False |
False |
1,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,012.6 |
|
2.618 |
1,965.9 |
|
1.618 |
1,937.3 |
|
1.000 |
1,919.6 |
|
0.618 |
1,908.7 |
|
HIGH |
1,891.0 |
|
0.618 |
1,880.1 |
|
0.500 |
1,876.7 |
|
0.382 |
1,873.3 |
|
LOW |
1,862.4 |
|
0.618 |
1,844.7 |
|
1.000 |
1,833.8 |
|
1.618 |
1,816.1 |
|
2.618 |
1,787.5 |
|
4.250 |
1,740.9 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,884.6 |
1,899.5 |
| PP |
1,880.6 |
1,895.8 |
| S1 |
1,876.7 |
1,892.2 |
|