| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
368.6520 |
376.2450 |
7.5930 |
2.1% |
345.2410 |
| High |
389.2290 |
382.0060 |
-7.2230 |
-1.9% |
377.3380 |
| Low |
354.0150 |
362.7290 |
8.7140 |
2.5% |
326.3400 |
| Close |
376.2450 |
365.6540 |
-10.5910 |
-2.8% |
368.6370 |
| Range |
35.2140 |
19.2770 |
-15.9370 |
-45.3% |
50.9980 |
| ATR |
33.6991 |
32.6689 |
-1.0301 |
-3.1% |
0.0000 |
| Volume |
678,212 |
653,060 |
-25,152 |
-3.7% |
2,607,727 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
427.9607 |
416.0843 |
376.2564 |
|
| R3 |
408.6837 |
396.8073 |
370.9552 |
|
| R2 |
389.4067 |
389.4067 |
369.1881 |
|
| R1 |
377.5303 |
377.5303 |
367.4211 |
373.8300 |
| PP |
370.1297 |
370.1297 |
370.1297 |
368.2795 |
| S1 |
358.2533 |
358.2533 |
363.8869 |
354.5530 |
| S2 |
350.8527 |
350.8527 |
362.1199 |
|
| S3 |
331.5757 |
338.9763 |
360.3528 |
|
| S4 |
312.2987 |
319.6993 |
355.0517 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
510.4323 |
490.5327 |
396.6859 |
|
| R3 |
459.4343 |
439.5347 |
382.6615 |
|
| R2 |
408.4363 |
408.4363 |
377.9866 |
|
| R1 |
388.5367 |
388.5367 |
373.3118 |
398.4865 |
| PP |
357.4383 |
357.4383 |
357.4383 |
362.4133 |
| S1 |
337.5387 |
337.5387 |
363.9622 |
347.4885 |
| S2 |
306.4403 |
306.4403 |
359.2874 |
|
| S3 |
255.4423 |
286.5407 |
354.6126 |
|
| S4 |
204.4443 |
235.5427 |
340.5881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
389.2290 |
326.3400 |
62.8890 |
17.2% |
25.9892 |
7.1% |
63% |
False |
False |
659,235 |
| 10 |
488.1230 |
326.3400 |
161.7830 |
44.2% |
38.3262 |
10.5% |
24% |
False |
False |
1,103,432 |
| 20 |
488.1230 |
326.3400 |
161.7830 |
44.2% |
32.7596 |
9.0% |
24% |
False |
False |
930,408 |
| 40 |
488.1230 |
235.6690 |
252.4540 |
69.0% |
30.1331 |
8.2% |
51% |
False |
False |
1,023,342 |
| 60 |
488.1230 |
216.4670 |
271.6560 |
74.3% |
22.9258 |
6.3% |
55% |
False |
False |
848,951 |
| 80 |
488.1230 |
197.1450 |
290.9780 |
79.6% |
20.2773 |
5.5% |
58% |
False |
False |
804,837 |
| 100 |
488.1230 |
176.6020 |
311.5210 |
85.2% |
19.1883 |
5.2% |
61% |
False |
False |
834,457 |
| 120 |
488.1230 |
129.0890 |
359.0340 |
98.2% |
18.0988 |
4.9% |
66% |
False |
False |
864,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
463.9333 |
|
2.618 |
432.4732 |
|
1.618 |
413.1962 |
|
1.000 |
401.2830 |
|
0.618 |
393.9192 |
|
HIGH |
382.0060 |
|
0.618 |
374.6422 |
|
0.500 |
372.3675 |
|
0.382 |
370.0928 |
|
LOW |
362.7290 |
|
0.618 |
350.8158 |
|
1.000 |
343.4520 |
|
1.618 |
331.5388 |
|
2.618 |
312.2618 |
|
4.250 |
280.8018 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
372.3675 |
371.6220 |
| PP |
370.1297 |
369.6327 |
| S1 |
367.8918 |
367.6433 |
|