| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,303.75 |
3,228.00 |
-75.75 |
-2.3% |
3,340.00 |
| High |
3,319.75 |
3,268.25 |
-51.50 |
-1.6% |
3,419.50 |
| Low |
3,221.00 |
3,198.00 |
-23.00 |
-0.7% |
3,280.75 |
| Close |
3,231.25 |
3,238.00 |
6.75 |
0.2% |
3,316.25 |
| Range |
98.75 |
70.25 |
-28.50 |
-28.9% |
138.75 |
| ATR |
70.57 |
70.55 |
-0.02 |
0.0% |
0.00 |
| Volume |
1,979,661 |
2,277,010 |
297,349 |
15.0% |
10,952,096 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,445.50 |
3,412.00 |
3,276.75 |
|
| R3 |
3,375.25 |
3,341.75 |
3,257.25 |
|
| R2 |
3,305.00 |
3,305.00 |
3,251.00 |
|
| R1 |
3,271.50 |
3,271.50 |
3,244.50 |
3,288.25 |
| PP |
3,234.75 |
3,234.75 |
3,234.75 |
3,243.00 |
| S1 |
3,201.25 |
3,201.25 |
3,231.50 |
3,218.00 |
| S2 |
3,164.50 |
3,164.50 |
3,225.00 |
|
| S3 |
3,094.25 |
3,131.00 |
3,218.75 |
|
| S4 |
3,024.00 |
3,060.75 |
3,199.25 |
|
|
| 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 |
3,363.00 |
3,198.00 |
165.00 |
5.1% |
82.50 |
2.5% |
24% |
False |
True |
2,141,304 |
| 10 |
3,419.50 |
3,198.00 |
221.50 |
6.8% |
70.00 |
2.2% |
18% |
False |
True |
2,132,743 |
| 20 |
3,576.25 |
3,198.00 |
378.25 |
11.7% |
77.25 |
2.4% |
11% |
False |
True |
1,109,209 |
| 40 |
3,576.25 |
3,184.75 |
391.50 |
12.1% |
57.75 |
1.8% |
14% |
False |
False |
556,643 |
| 60 |
3,576.25 |
3,053.00 |
523.25 |
16.2% |
56.00 |
1.7% |
35% |
False |
False |
371,554 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
20.4% |
62.50 |
1.9% |
49% |
False |
False |
279,138 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
25.6% |
62.50 |
1.9% |
59% |
False |
False |
223,631 |
| 120 |
3,576.25 |
2,539.25 |
1,037.00 |
32.0% |
66.25 |
2.0% |
67% |
False |
False |
186,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,566.75 |
|
2.618 |
3,452.25 |
|
1.618 |
3,382.00 |
|
1.000 |
3,338.50 |
|
0.618 |
3,311.75 |
|
HIGH |
3,268.25 |
|
0.618 |
3,241.50 |
|
0.500 |
3,233.00 |
|
0.382 |
3,224.75 |
|
LOW |
3,198.00 |
|
0.618 |
3,154.50 |
|
1.000 |
3,127.75 |
|
1.618 |
3,084.25 |
|
2.618 |
3,014.00 |
|
4.250 |
2,899.50 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,236.50 |
3,259.00 |
| PP |
3,234.75 |
3,252.00 |
| S1 |
3,233.00 |
3,245.00 |
|