| 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 |
1,870.5 |
1,885.5 |
15.0 |
0.8% |
1,962.3 |
| High |
1,891.0 |
1,889.2 |
-1.8 |
-0.1% |
1,974.0 |
| Low |
1,862.4 |
1,867.2 |
4.8 |
0.3% |
1,862.4 |
| Close |
1,888.5 |
1,878.5 |
-10.0 |
-0.5% |
1,878.5 |
| Range |
28.6 |
22.0 |
-6.6 |
-23.1% |
111.6 |
| ATR |
36.3 |
35.3 |
-1.0 |
-2.8% |
0.0 |
| Volume |
1,570 |
710 |
-860 |
-54.8% |
5,576 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,944.3 |
1,933.4 |
1,890.6 |
|
| R3 |
1,922.3 |
1,911.4 |
1,884.6 |
|
| R2 |
1,900.3 |
1,900.3 |
1,882.5 |
|
| R1 |
1,889.4 |
1,889.4 |
1,880.5 |
1,883.9 |
| PP |
1,878.3 |
1,878.3 |
1,878.3 |
1,875.5 |
| S1 |
1,867.4 |
1,867.4 |
1,876.5 |
1,861.9 |
| S2 |
1,856.3 |
1,856.3 |
1,874.5 |
|
| S3 |
1,834.3 |
1,845.4 |
1,872.5 |
|
| S4 |
1,812.3 |
1,823.4 |
1,866.4 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,239.8 |
2,170.7 |
1,939.9 |
|
| R3 |
2,128.2 |
2,059.1 |
1,909.2 |
|
| R2 |
2,016.6 |
2,016.6 |
1,899.0 |
|
| R1 |
1,947.5 |
1,947.5 |
1,888.7 |
1,926.3 |
| PP |
1,905.0 |
1,905.0 |
1,905.0 |
1,894.3 |
| S1 |
1,835.9 |
1,835.9 |
1,868.3 |
1,814.7 |
| S2 |
1,793.4 |
1,793.4 |
1,858.0 |
|
| S3 |
1,681.8 |
1,724.3 |
1,847.8 |
|
| S4 |
1,570.2 |
1,612.7 |
1,817.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,974.0 |
1,862.4 |
111.6 |
5.9% |
40.3 |
2.1% |
14% |
False |
False |
1,115 |
| 10 |
1,996.8 |
1,862.4 |
134.4 |
7.2% |
31.4 |
1.7% |
12% |
False |
False |
879 |
| 20 |
2,011.6 |
1,862.4 |
149.2 |
7.9% |
30.9 |
1.6% |
11% |
False |
False |
1,027 |
| 40 |
2,107.6 |
1,862.4 |
245.2 |
13.1% |
40.9 |
2.2% |
7% |
False |
False |
1,538 |
| 60 |
2,107.6 |
1,798.8 |
308.8 |
16.4% |
34.9 |
1.9% |
26% |
False |
False |
1,342 |
| 80 |
2,107.6 |
1,704.6 |
403.0 |
21.5% |
29.2 |
1.6% |
43% |
False |
False |
1,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,982.7 |
|
2.618 |
1,946.8 |
|
1.618 |
1,924.8 |
|
1.000 |
1,911.2 |
|
0.618 |
1,902.8 |
|
HIGH |
1,889.2 |
|
0.618 |
1,880.8 |
|
0.500 |
1,878.2 |
|
0.382 |
1,875.6 |
|
LOW |
1,867.2 |
|
0.618 |
1,853.6 |
|
1.000 |
1,845.2 |
|
1.618 |
1,831.6 |
|
2.618 |
1,809.6 |
|
4.250 |
1,773.7 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,878.4 |
1,891.8 |
| PP |
1,878.3 |
1,887.4 |
| S1 |
1,878.2 |
1,882.9 |
|