| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,531.00 |
11,006.00 |
-525.00 |
-4.6% |
12,002.75 |
| High |
11,585.00 |
11,478.75 |
-106.25 |
-0.9% |
12,465.25 |
| Low |
11,040.50 |
10,935.25 |
-105.25 |
-1.0% |
11,142.00 |
| Close |
11,060.50 |
11,392.75 |
332.25 |
3.0% |
11,548.75 |
| Range |
544.50 |
543.50 |
-1.00 |
-0.2% |
1,323.25 |
| ATR |
305.60 |
322.59 |
16.99 |
5.6% |
0.00 |
| Volume |
1,012,392 |
720,954 |
-291,438 |
-28.8% |
3,859,228 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,899.50 |
12,689.50 |
11,691.75 |
|
| R3 |
12,356.00 |
12,146.00 |
11,542.25 |
|
| R2 |
11,812.50 |
11,812.50 |
11,492.50 |
|
| R1 |
11,602.50 |
11,602.50 |
11,442.50 |
11,707.50 |
| PP |
11,269.00 |
11,269.00 |
11,269.00 |
11,321.50 |
| S1 |
11,059.00 |
11,059.00 |
11,343.00 |
11,164.00 |
| S2 |
10,725.50 |
10,725.50 |
11,293.00 |
|
| S3 |
10,182.00 |
10,515.50 |
11,243.25 |
|
| S4 |
9,638.50 |
9,972.00 |
11,093.75 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,688.50 |
14,941.75 |
12,276.50 |
|
| R3 |
14,365.25 |
13,618.50 |
11,912.75 |
|
| R2 |
13,042.00 |
13,042.00 |
11,791.25 |
|
| R1 |
12,295.25 |
12,295.25 |
11,670.00 |
12,007.00 |
| PP |
11,718.75 |
11,718.75 |
11,718.75 |
11,574.50 |
| S1 |
10,972.00 |
10,972.00 |
11,427.50 |
10,683.75 |
| S2 |
10,395.50 |
10,395.50 |
11,306.25 |
|
| S3 |
9,072.25 |
9,648.75 |
11,184.75 |
|
| S4 |
7,749.00 |
8,325.50 |
10,821.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,465.25 |
10,935.25 |
1,530.00 |
13.4% |
572.50 |
5.0% |
30% |
False |
True |
918,519 |
| 10 |
12,465.25 |
10,935.25 |
1,530.00 |
13.4% |
385.75 |
3.4% |
30% |
False |
True |
736,978 |
| 20 |
12,465.25 |
10,878.50 |
1,586.75 |
13.9% |
286.25 |
2.5% |
32% |
False |
False |
576,433 |
| 40 |
12,465.25 |
10,301.00 |
2,164.25 |
19.0% |
266.00 |
2.3% |
50% |
False |
False |
543,274 |
| 60 |
12,465.25 |
9,728.75 |
2,736.50 |
24.0% |
260.50 |
2.3% |
61% |
False |
False |
535,384 |
| 80 |
12,465.25 |
9,097.00 |
3,368.25 |
29.6% |
253.25 |
2.2% |
68% |
False |
False |
413,507 |
| 100 |
12,465.25 |
8,334.00 |
4,131.25 |
36.3% |
251.75 |
2.2% |
74% |
False |
False |
330,876 |
| 120 |
12,465.25 |
6,626.00 |
5,839.25 |
51.3% |
273.25 |
2.4% |
82% |
False |
False |
275,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,788.50 |
|
2.618 |
12,901.75 |
|
1.618 |
12,358.25 |
|
1.000 |
12,022.25 |
|
0.618 |
11,814.75 |
|
HIGH |
11,478.75 |
|
0.618 |
11,271.25 |
|
0.500 |
11,207.00 |
|
0.382 |
11,142.75 |
|
LOW |
10,935.25 |
|
0.618 |
10,599.25 |
|
1.000 |
10,391.75 |
|
1.618 |
10,055.75 |
|
2.618 |
9,512.25 |
|
4.250 |
8,625.50 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,330.75 |
11,391.50 |
| PP |
11,269.00 |
11,390.25 |
| S1 |
11,207.00 |
11,389.00 |
|