| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,381.50 |
3,345.00 |
-36.50 |
-1.1% |
3,340.00 |
| High |
3,386.50 |
3,363.00 |
-23.50 |
-0.7% |
3,419.50 |
| Low |
3,310.25 |
3,280.75 |
-29.50 |
-0.9% |
3,280.75 |
| Close |
3,351.00 |
3,316.25 |
-34.75 |
-1.0% |
3,316.25 |
| Range |
76.25 |
82.25 |
6.00 |
7.9% |
138.75 |
| ATR |
65.39 |
66.60 |
1.20 |
1.8% |
0.00 |
| Volume |
2,676,297 |
2,365,554 |
-310,743 |
-11.6% |
10,952,096 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,566.75 |
3,523.75 |
3,361.50 |
|
| R3 |
3,484.50 |
3,441.50 |
3,338.75 |
|
| R2 |
3,402.25 |
3,402.25 |
3,331.25 |
|
| R1 |
3,359.25 |
3,359.25 |
3,323.75 |
3,339.50 |
| PP |
3,320.00 |
3,320.00 |
3,320.00 |
3,310.25 |
| S1 |
3,277.00 |
3,277.00 |
3,308.75 |
3,257.50 |
| S2 |
3,237.75 |
3,237.75 |
3,301.25 |
|
| S3 |
3,155.50 |
3,194.75 |
3,293.75 |
|
| S4 |
3,073.25 |
3,112.50 |
3,271.00 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,755.00 |
3,674.50 |
3,392.50 |
|
| R3 |
3,616.25 |
3,535.75 |
3,354.50 |
|
| R2 |
3,477.50 |
3,477.50 |
3,341.75 |
|
| R1 |
3,397.00 |
3,397.00 |
3,329.00 |
3,368.00 |
| PP |
3,338.75 |
3,338.75 |
3,338.75 |
3,324.25 |
| S1 |
3,258.25 |
3,258.25 |
3,303.50 |
3,229.00 |
| S2 |
3,200.00 |
3,200.00 |
3,290.75 |
|
| S3 |
3,061.25 |
3,119.50 |
3,278.00 |
|
| S4 |
2,922.50 |
2,980.75 |
3,240.00 |
|
|
| 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 |
3,280.75 |
138.75 |
4.2% |
60.75 |
1.8% |
26% |
False |
True |
2,190,419 |
| 10 |
3,473.50 |
3,280.75 |
192.75 |
5.8% |
85.00 |
2.6% |
18% |
False |
True |
1,376,218 |
| 20 |
3,576.25 |
3,280.75 |
295.50 |
8.9% |
68.00 |
2.1% |
12% |
False |
True |
692,991 |
| 40 |
3,576.25 |
3,181.25 |
395.00 |
11.9% |
54.00 |
1.6% |
34% |
False |
False |
348,255 |
| 60 |
3,576.25 |
2,972.00 |
604.25 |
18.2% |
55.75 |
1.7% |
57% |
False |
False |
232,738 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
19.9% |
60.75 |
1.8% |
61% |
False |
False |
174,893 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
25.0% |
62.25 |
1.9% |
69% |
False |
False |
140,437 |
| 120 |
3,576.25 |
2,422.50 |
1,153.75 |
34.8% |
66.50 |
2.0% |
77% |
False |
False |
117,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,712.50 |
|
2.618 |
3,578.25 |
|
1.618 |
3,496.00 |
|
1.000 |
3,445.25 |
|
0.618 |
3,413.75 |
|
HIGH |
3,363.00 |
|
0.618 |
3,331.50 |
|
0.500 |
3,322.00 |
|
0.382 |
3,312.25 |
|
LOW |
3,280.75 |
|
0.618 |
3,230.00 |
|
1.000 |
3,198.50 |
|
1.618 |
3,147.75 |
|
2.618 |
3,065.50 |
|
4.250 |
2,931.25 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,322.00 |
3,350.00 |
| PP |
3,320.00 |
3,338.75 |
| S1 |
3,318.00 |
3,327.50 |
|