| 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 |
3,228.00 |
3,243.50 |
15.50 |
0.5% |
3,314.50 |
| High |
3,268.25 |
3,296.25 |
28.00 |
0.9% |
3,326.25 |
| Low |
3,198.00 |
3,206.50 |
8.50 |
0.3% |
3,198.00 |
| Close |
3,238.00 |
3,287.25 |
49.25 |
1.5% |
3,287.25 |
| Range |
70.25 |
89.75 |
19.50 |
27.8% |
128.25 |
| ATR |
70.55 |
71.92 |
1.37 |
1.9% |
0.00 |
| Volume |
2,277,010 |
1,697,090 |
-579,920 |
-25.5% |
10,038,060 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,532.50 |
3,499.75 |
3,336.50 |
|
| R3 |
3,442.75 |
3,410.00 |
3,312.00 |
|
| R2 |
3,353.00 |
3,353.00 |
3,303.75 |
|
| R1 |
3,320.25 |
3,320.25 |
3,295.50 |
3,336.50 |
| PP |
3,263.25 |
3,263.25 |
3,263.25 |
3,271.50 |
| S1 |
3,230.50 |
3,230.50 |
3,279.00 |
3,247.00 |
| S2 |
3,173.50 |
3,173.50 |
3,270.75 |
|
| S3 |
3,083.75 |
3,140.75 |
3,262.50 |
|
| S4 |
2,994.00 |
3,051.00 |
3,238.00 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,655.25 |
3,599.50 |
3,357.75 |
|
| R3 |
3,527.00 |
3,471.25 |
3,322.50 |
|
| R2 |
3,398.75 |
3,398.75 |
3,310.75 |
|
| R1 |
3,343.00 |
3,343.00 |
3,299.00 |
3,306.75 |
| PP |
3,270.50 |
3,270.50 |
3,270.50 |
3,252.50 |
| S1 |
3,214.75 |
3,214.75 |
3,275.50 |
3,178.50 |
| S2 |
3,142.25 |
3,142.25 |
3,263.75 |
|
| S3 |
3,014.00 |
3,086.50 |
3,252.00 |
|
| S4 |
2,885.75 |
2,958.25 |
3,216.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,326.25 |
3,198.00 |
128.25 |
3.9% |
84.00 |
2.6% |
70% |
False |
False |
2,007,612 |
| 10 |
3,419.50 |
3,198.00 |
221.50 |
6.7% |
72.25 |
2.2% |
40% |
False |
False |
2,099,015 |
| 20 |
3,576.25 |
3,198.00 |
378.25 |
11.5% |
80.00 |
2.4% |
24% |
False |
False |
1,193,792 |
| 40 |
3,576.25 |
3,198.00 |
378.25 |
11.5% |
58.00 |
1.8% |
24% |
False |
False |
599,002 |
| 60 |
3,576.25 |
3,085.50 |
490.75 |
14.9% |
56.75 |
1.7% |
41% |
False |
False |
399,798 |
| 80 |
3,576.25 |
2,916.50 |
659.75 |
20.1% |
63.00 |
1.9% |
56% |
False |
False |
300,342 |
| 100 |
3,576.25 |
2,745.75 |
830.50 |
25.3% |
62.75 |
1.9% |
65% |
False |
False |
240,599 |
| 120 |
3,576.25 |
2,615.25 |
961.00 |
29.2% |
66.00 |
2.0% |
70% |
False |
False |
200,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,677.75 |
|
2.618 |
3,531.25 |
|
1.618 |
3,441.50 |
|
1.000 |
3,386.00 |
|
0.618 |
3,351.75 |
|
HIGH |
3,296.25 |
|
0.618 |
3,262.00 |
|
0.500 |
3,251.50 |
|
0.382 |
3,240.75 |
|
LOW |
3,206.50 |
|
0.618 |
3,151.00 |
|
1.000 |
3,116.75 |
|
1.618 |
3,061.25 |
|
2.618 |
2,971.50 |
|
4.250 |
2,825.00 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,275.25 |
3,277.75 |
| PP |
3,263.25 |
3,268.25 |
| S1 |
3,251.50 |
3,259.00 |
|