| 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 |
3,369.75 |
3,395.75 |
26.00 |
0.8% |
3,410.00 |
| High |
3,409.00 |
3,419.50 |
10.50 |
0.3% |
3,436.50 |
| Low |
3,366.25 |
3,373.75 |
7.50 |
0.2% |
3,285.50 |
| Close |
3,395.00 |
3,379.50 |
-15.50 |
-0.5% |
3,323.25 |
| Range |
42.75 |
45.75 |
3.00 |
7.0% |
151.00 |
| ATR |
66.01 |
64.56 |
-1.45 |
-2.2% |
0.00 |
| Volume |
1,903,406 |
1,787,505 |
-115,901 |
-6.1% |
2,762,378 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,528.25 |
3,499.50 |
3,404.75 |
|
| R3 |
3,482.50 |
3,453.75 |
3,392.00 |
|
| R2 |
3,436.75 |
3,436.75 |
3,388.00 |
|
| R1 |
3,408.00 |
3,408.00 |
3,383.75 |
3,399.50 |
| PP |
3,391.00 |
3,391.00 |
3,391.00 |
3,386.50 |
| S1 |
3,362.25 |
3,362.25 |
3,375.25 |
3,353.75 |
| S2 |
3,345.25 |
3,345.25 |
3,371.00 |
|
| S3 |
3,299.50 |
3,316.50 |
3,367.00 |
|
| S4 |
3,253.75 |
3,270.75 |
3,354.25 |
|
|
| 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 |
3,419.50 |
3,298.25 |
121.25 |
3.6% |
61.75 |
1.8% |
67% |
True |
False |
1,697,738 |
| 10 |
3,576.25 |
3,285.50 |
290.75 |
8.6% |
91.25 |
2.7% |
32% |
False |
False |
877,291 |
| 20 |
3,576.25 |
3,285.50 |
290.75 |
8.6% |
63.75 |
1.9% |
32% |
False |
False |
441,487 |
| 40 |
3,576.25 |
3,181.25 |
395.00 |
11.7% |
52.75 |
1.6% |
50% |
False |
False |
222,264 |
| 60 |
3,576.25 |
2,972.00 |
604.25 |
17.9% |
56.25 |
1.7% |
67% |
False |
False |
148,806 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
19.5% |
60.50 |
1.8% |
70% |
False |
False |
111,877 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
24.6% |
62.00 |
1.8% |
76% |
False |
False |
90,029 |
| 120 |
3,576.25 |
2,422.50 |
1,153.75 |
34.1% |
67.50 |
2.0% |
83% |
False |
False |
75,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,614.00 |
|
2.618 |
3,539.25 |
|
1.618 |
3,493.50 |
|
1.000 |
3,465.25 |
|
0.618 |
3,447.75 |
|
HIGH |
3,419.50 |
|
0.618 |
3,402.00 |
|
0.500 |
3,396.50 |
|
0.382 |
3,391.25 |
|
LOW |
3,373.75 |
|
0.618 |
3,345.50 |
|
1.000 |
3,328.00 |
|
1.618 |
3,299.75 |
|
2.618 |
3,254.00 |
|
4.250 |
3,179.25 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,396.50 |
3,379.00 |
| PP |
3,391.00 |
3,378.50 |
| S1 |
3,385.25 |
3,378.00 |
|