| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,533.6 |
1,541.3 |
7.7 |
0.5% |
1,532.9 |
| High |
1,553.0 |
1,573.7 |
20.7 |
1.3% |
1,553.4 |
| Low |
1,533.5 |
1,536.8 |
3.3 |
0.2% |
1,479.6 |
| Close |
1,540.3 |
1,554.9 |
14.6 |
0.9% |
1,493.1 |
| Range |
19.5 |
36.9 |
17.4 |
89.2% |
73.8 |
| ATR |
36.7 |
36.7 |
0.0 |
0.0% |
0.0 |
| Volume |
131,716 |
67,378 |
-64,338 |
-48.8% |
914,709 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,665.8 |
1,647.3 |
1,575.2 |
|
| R3 |
1,628.9 |
1,610.4 |
1,565.0 |
|
| R2 |
1,592.0 |
1,592.0 |
1,561.7 |
|
| R1 |
1,573.5 |
1,573.5 |
1,558.3 |
1,582.8 |
| PP |
1,555.1 |
1,555.1 |
1,555.1 |
1,559.8 |
| S1 |
1,536.6 |
1,536.6 |
1,551.5 |
1,545.9 |
| S2 |
1,518.2 |
1,518.2 |
1,548.1 |
|
| S3 |
1,481.3 |
1,499.7 |
1,544.8 |
|
| S4 |
1,444.4 |
1,462.8 |
1,534.6 |
|
|
| 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 |
1,573.7 |
1,481.6 |
92.1 |
5.9% |
36.1 |
2.3% |
80% |
True |
False |
178,128 |
| 10 |
1,595.7 |
1,479.6 |
116.1 |
7.5% |
45.4 |
2.9% |
65% |
False |
False |
199,025 |
| 20 |
1,595.7 |
1,479.6 |
116.1 |
7.5% |
34.9 |
2.2% |
65% |
False |
False |
163,134 |
| 40 |
1,605.7 |
1,451.1 |
154.6 |
9.9% |
32.4 |
2.1% |
67% |
False |
False |
157,246 |
| 60 |
1,605.7 |
1,359.6 |
246.1 |
15.8% |
36.3 |
2.3% |
79% |
False |
False |
170,291 |
| 80 |
1,605.7 |
1,314.5 |
291.2 |
18.7% |
41.8 |
2.7% |
83% |
False |
False |
150,301 |
| 100 |
1,605.7 |
1,173.1 |
432.6 |
27.8% |
44.0 |
2.8% |
88% |
False |
False |
120,270 |
| 120 |
1,605.7 |
1,030.4 |
575.3 |
37.0% |
45.6 |
2.9% |
91% |
False |
False |
100,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,730.5 |
|
2.618 |
1,670.3 |
|
1.618 |
1,633.4 |
|
1.000 |
1,610.6 |
|
0.618 |
1,596.5 |
|
HIGH |
1,573.7 |
|
0.618 |
1,559.6 |
|
0.500 |
1,555.3 |
|
0.382 |
1,550.9 |
|
LOW |
1,536.8 |
|
0.618 |
1,514.0 |
|
1.000 |
1,499.9 |
|
1.618 |
1,477.1 |
|
2.618 |
1,440.2 |
|
4.250 |
1,380.0 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,555.3 |
1,548.4 |
| PP |
1,555.1 |
1,541.8 |
| S1 |
1,555.0 |
1,535.3 |
|