| 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 |
1,500.4 |
1,533.6 |
33.2 |
2.2% |
1,532.9 |
| High |
1,539.8 |
1,553.0 |
13.2 |
0.9% |
1,553.4 |
| Low |
1,496.8 |
1,533.5 |
36.7 |
2.5% |
1,479.6 |
| Close |
1,536.0 |
1,540.3 |
4.3 |
0.3% |
1,493.1 |
| Range |
43.0 |
19.5 |
-23.5 |
-54.7% |
73.8 |
| ATR |
38.0 |
36.7 |
-1.3 |
-3.5% |
0.0 |
| Volume |
220,596 |
131,716 |
-88,880 |
-40.3% |
914,709 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,600.8 |
1,590.0 |
1,551.0 |
|
| R3 |
1,581.3 |
1,570.5 |
1,545.7 |
|
| R2 |
1,561.8 |
1,561.8 |
1,543.9 |
|
| R1 |
1,551.0 |
1,551.0 |
1,542.1 |
1,556.4 |
| PP |
1,542.3 |
1,542.3 |
1,542.3 |
1,545.0 |
| S1 |
1,531.5 |
1,531.5 |
1,538.5 |
1,536.9 |
| S2 |
1,522.8 |
1,522.8 |
1,536.7 |
|
| S3 |
1,503.3 |
1,512.0 |
1,534.9 |
|
| S4 |
1,483.8 |
1,492.5 |
1,529.6 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,730.1 |
1,685.4 |
1,533.7 |
|
| R3 |
1,656.3 |
1,611.6 |
1,513.4 |
|
| R2 |
1,582.5 |
1,582.5 |
1,506.6 |
|
| R1 |
1,537.8 |
1,537.8 |
1,499.9 |
1,523.3 |
| PP |
1,508.7 |
1,508.7 |
1,508.7 |
1,501.4 |
| S1 |
1,464.0 |
1,464.0 |
1,486.3 |
1,449.5 |
| S2 |
1,434.9 |
1,434.9 |
1,479.6 |
|
| S3 |
1,361.1 |
1,390.2 |
1,472.8 |
|
| S4 |
1,287.3 |
1,316.4 |
1,452.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,553.0 |
1,479.6 |
73.4 |
4.8% |
39.5 |
2.6% |
83% |
True |
False |
202,011 |
| 10 |
1,595.7 |
1,479.6 |
116.1 |
7.5% |
44.8 |
2.9% |
52% |
False |
False |
206,062 |
| 20 |
1,595.7 |
1,479.6 |
116.1 |
7.5% |
34.4 |
2.2% |
52% |
False |
False |
164,637 |
| 40 |
1,605.7 |
1,451.1 |
154.6 |
10.0% |
32.3 |
2.1% |
58% |
False |
False |
159,972 |
| 60 |
1,605.7 |
1,359.6 |
246.1 |
16.0% |
36.5 |
2.4% |
73% |
False |
False |
171,550 |
| 80 |
1,605.7 |
1,314.5 |
291.2 |
18.9% |
41.8 |
2.7% |
78% |
False |
False |
149,460 |
| 100 |
1,605.7 |
1,173.1 |
432.6 |
28.1% |
44.1 |
2.9% |
85% |
False |
False |
119,608 |
| 120 |
1,605.7 |
1,030.4 |
575.3 |
37.3% |
46.2 |
3.0% |
89% |
False |
False |
99,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,635.9 |
|
2.618 |
1,604.1 |
|
1.618 |
1,584.6 |
|
1.000 |
1,572.5 |
|
0.618 |
1,565.1 |
|
HIGH |
1,553.0 |
|
0.618 |
1,545.6 |
|
0.500 |
1,543.3 |
|
0.382 |
1,540.9 |
|
LOW |
1,533.5 |
|
0.618 |
1,521.4 |
|
1.000 |
1,514.0 |
|
1.618 |
1,501.9 |
|
2.618 |
1,482.4 |
|
4.250 |
1,450.6 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,543.3 |
1,532.6 |
| PP |
1,542.3 |
1,525.0 |
| S1 |
1,541.3 |
1,517.3 |
|