| 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 |
3,340.00 |
3,369.75 |
29.75 |
0.9% |
3,410.00 |
| High |
3,392.50 |
3,409.00 |
16.50 |
0.5% |
3,436.50 |
| Low |
3,336.25 |
3,366.25 |
30.00 |
0.9% |
3,285.50 |
| Close |
3,372.25 |
3,395.00 |
22.75 |
0.7% |
3,323.25 |
| Range |
56.25 |
42.75 |
-13.50 |
-24.0% |
151.00 |
| ATR |
67.79 |
66.01 |
-1.79 |
-2.6% |
0.00 |
| Volume |
2,219,334 |
1,903,406 |
-315,928 |
-14.2% |
2,762,378 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,518.25 |
3,499.50 |
3,418.50 |
|
| R3 |
3,475.50 |
3,456.75 |
3,406.75 |
|
| R2 |
3,432.75 |
3,432.75 |
3,402.75 |
|
| R1 |
3,414.00 |
3,414.00 |
3,399.00 |
3,423.50 |
| PP |
3,390.00 |
3,390.00 |
3,390.00 |
3,394.75 |
| S1 |
3,371.25 |
3,371.25 |
3,391.00 |
3,380.50 |
| S2 |
3,347.25 |
3,347.25 |
3,387.25 |
|
| S3 |
3,304.50 |
3,328.50 |
3,383.25 |
|
| S4 |
3,261.75 |
3,285.75 |
3,371.50 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,801.50 |
3,713.25 |
3,406.25 |
|
| R3 |
3,650.50 |
3,562.25 |
3,364.75 |
|
| R2 |
3,499.50 |
3,499.50 |
3,351.00 |
|
| R1 |
3,411.25 |
3,411.25 |
3,337.00 |
3,380.00 |
| PP |
3,348.50 |
3,348.50 |
3,348.50 |
3,332.75 |
| S1 |
3,260.25 |
3,260.25 |
3,309.50 |
3,229.00 |
| S2 |
3,197.50 |
3,197.50 |
3,295.50 |
|
| S3 |
3,046.50 |
3,109.25 |
3,281.75 |
|
| S4 |
2,895.50 |
2,958.25 |
3,240.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,414.00 |
3,285.50 |
128.50 |
3.8% |
78.25 |
2.3% |
85% |
False |
False |
1,357,421 |
| 10 |
3,576.25 |
3,285.50 |
290.75 |
8.6% |
91.50 |
2.7% |
38% |
False |
False |
699,970 |
| 20 |
3,576.25 |
3,285.50 |
290.75 |
8.6% |
62.75 |
1.8% |
38% |
False |
False |
352,279 |
| 40 |
3,576.25 |
3,181.25 |
395.00 |
11.6% |
52.50 |
1.5% |
54% |
False |
False |
177,600 |
| 60 |
3,576.25 |
2,972.00 |
604.25 |
17.8% |
57.00 |
1.7% |
70% |
False |
False |
119,067 |
| 80 |
3,576.25 |
2,891.00 |
685.25 |
20.2% |
60.50 |
1.8% |
74% |
False |
False |
89,535 |
| 100 |
3,576.25 |
2,745.50 |
830.75 |
24.5% |
62.25 |
1.8% |
78% |
False |
False |
72,162 |
| 120 |
3,576.25 |
2,393.25 |
1,183.00 |
34.8% |
69.00 |
2.0% |
85% |
False |
False |
60,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,590.75 |
|
2.618 |
3,521.00 |
|
1.618 |
3,478.25 |
|
1.000 |
3,451.75 |
|
0.618 |
3,435.50 |
|
HIGH |
3,409.00 |
|
0.618 |
3,392.75 |
|
0.500 |
3,387.50 |
|
0.382 |
3,382.50 |
|
LOW |
3,366.25 |
|
0.618 |
3,339.75 |
|
1.000 |
3,323.50 |
|
1.618 |
3,297.00 |
|
2.618 |
3,254.25 |
|
4.250 |
3,184.50 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,392.50 |
3,381.25 |
| PP |
3,390.00 |
3,367.50 |
| S1 |
3,387.50 |
3,353.50 |
|