| 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 |
1,447.5 |
1,450.3 |
2.8 |
0.2% |
1,534.8 |
| High |
1,470.9 |
1,474.2 |
3.3 |
0.2% |
1,538.5 |
| Low |
1,426.2 |
1,428.7 |
2.5 |
0.2% |
1,426.2 |
| Close |
1,447.0 |
1,467.2 |
20.2 |
1.4% |
1,467.2 |
| Range |
44.7 |
45.5 |
0.8 |
1.8% |
112.3 |
| ATR |
39.9 |
40.3 |
0.4 |
1.0% |
0.0 |
| Volume |
239,509 |
162,835 |
-76,674 |
-32.0% |
964,541 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,593.2 |
1,575.7 |
1,492.2 |
|
| R3 |
1,547.7 |
1,530.2 |
1,479.7 |
|
| R2 |
1,502.2 |
1,502.2 |
1,475.5 |
|
| R1 |
1,484.7 |
1,484.7 |
1,471.4 |
1,493.5 |
| PP |
1,456.7 |
1,456.7 |
1,456.7 |
1,461.1 |
| S1 |
1,439.2 |
1,439.2 |
1,463.0 |
1,448.0 |
| S2 |
1,411.2 |
1,411.2 |
1,458.9 |
|
| S3 |
1,365.7 |
1,393.7 |
1,454.7 |
|
| S4 |
1,320.2 |
1,348.2 |
1,442.2 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,814.2 |
1,753.0 |
1,529.0 |
|
| R3 |
1,701.9 |
1,640.7 |
1,498.1 |
|
| R2 |
1,589.6 |
1,589.6 |
1,487.8 |
|
| R1 |
1,528.4 |
1,528.4 |
1,477.5 |
1,502.9 |
| PP |
1,477.3 |
1,477.3 |
1,477.3 |
1,464.5 |
| S1 |
1,416.1 |
1,416.1 |
1,456.9 |
1,390.6 |
| S2 |
1,365.0 |
1,365.0 |
1,446.6 |
|
| S3 |
1,252.7 |
1,303.8 |
1,436.3 |
|
| S4 |
1,140.4 |
1,191.5 |
1,405.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,538.5 |
1,426.2 |
112.3 |
7.7% |
49.8 |
3.4% |
37% |
False |
False |
192,908 |
| 10 |
1,569.6 |
1,426.2 |
143.4 |
9.8% |
42.4 |
2.9% |
29% |
False |
False |
204,033 |
| 20 |
1,592.0 |
1,426.2 |
165.8 |
11.3% |
43.0 |
2.9% |
25% |
False |
False |
119,142 |
| 40 |
1,601.5 |
1,426.2 |
175.3 |
11.9% |
34.2 |
2.3% |
23% |
False |
False |
59,623 |
| 60 |
1,601.5 |
1,372.2 |
229.3 |
15.6% |
34.1 |
2.3% |
41% |
False |
False |
39,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,667.6 |
|
2.618 |
1,593.3 |
|
1.618 |
1,547.8 |
|
1.000 |
1,519.7 |
|
0.618 |
1,502.3 |
|
HIGH |
1,474.2 |
|
0.618 |
1,456.8 |
|
0.500 |
1,451.5 |
|
0.382 |
1,446.1 |
|
LOW |
1,428.7 |
|
0.618 |
1,400.6 |
|
1.000 |
1,383.2 |
|
1.618 |
1,355.1 |
|
2.618 |
1,309.6 |
|
4.250 |
1,235.3 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,462.0 |
1,465.9 |
| PP |
1,456.7 |
1,464.5 |
| S1 |
1,451.5 |
1,463.2 |
|