| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,377.75 |
11,187.00 |
-190.75 |
-1.7% |
11,531.00 |
| High |
11,566.75 |
11,356.25 |
-210.50 |
-1.8% |
11,585.00 |
| Low |
11,088.00 |
10,937.50 |
-150.50 |
-1.4% |
10,935.25 |
| Close |
11,178.25 |
11,061.50 |
-116.75 |
-1.0% |
11,061.50 |
| Range |
478.75 |
418.75 |
-60.00 |
-12.5% |
649.75 |
| ATR |
333.75 |
339.82 |
6.07 |
1.8% |
0.00 |
| Volume |
885,270 |
495,802 |
-389,468 |
-44.0% |
3,114,418 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,374.75 |
12,136.75 |
11,291.75 |
|
| R3 |
11,956.00 |
11,718.00 |
11,176.75 |
|
| R2 |
11,537.25 |
11,537.25 |
11,138.25 |
|
| R1 |
11,299.25 |
11,299.25 |
11,100.00 |
11,209.00 |
| PP |
11,118.50 |
11,118.50 |
11,118.50 |
11,073.25 |
| S1 |
10,880.50 |
10,880.50 |
11,023.00 |
10,790.00 |
| S2 |
10,699.75 |
10,699.75 |
10,984.75 |
|
| S3 |
10,281.00 |
10,461.75 |
10,946.25 |
|
| S4 |
9,862.25 |
10,043.00 |
10,831.25 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,143.25 |
12,752.00 |
11,418.75 |
|
| R3 |
12,493.50 |
12,102.25 |
11,240.25 |
|
| R2 |
11,843.75 |
11,843.75 |
11,180.50 |
|
| R1 |
11,452.50 |
11,452.50 |
11,121.00 |
11,323.25 |
| PP |
11,194.00 |
11,194.00 |
11,194.00 |
11,129.25 |
| S1 |
10,802.75 |
10,802.75 |
11,002.00 |
10,673.50 |
| S2 |
10,544.25 |
10,544.25 |
10,942.50 |
|
| S3 |
9,894.50 |
10,153.00 |
10,882.75 |
|
| S4 |
9,244.75 |
9,503.25 |
10,704.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,843.00 |
10,935.25 |
907.75 |
8.2% |
537.25 |
4.9% |
14% |
False |
False |
863,338 |
| 10 |
12,465.25 |
10,935.25 |
1,530.00 |
13.8% |
427.00 |
3.9% |
8% |
False |
False |
746,271 |
| 20 |
12,465.25 |
10,935.25 |
1,530.00 |
13.8% |
307.25 |
2.8% |
8% |
False |
False |
603,092 |
| 40 |
12,465.25 |
10,301.00 |
2,164.25 |
19.6% |
277.50 |
2.5% |
35% |
False |
False |
544,079 |
| 60 |
12,465.25 |
9,728.75 |
2,736.50 |
24.7% |
269.75 |
2.4% |
49% |
False |
False |
541,717 |
| 80 |
12,465.25 |
9,158.75 |
3,306.50 |
29.9% |
259.75 |
2.3% |
58% |
False |
False |
430,759 |
| 100 |
12,465.25 |
8,392.75 |
4,072.50 |
36.8% |
255.00 |
2.3% |
66% |
False |
False |
344,678 |
| 120 |
12,465.25 |
7,028.75 |
5,436.50 |
49.1% |
268.75 |
2.4% |
74% |
False |
False |
287,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,136.00 |
|
2.618 |
12,452.50 |
|
1.618 |
12,033.75 |
|
1.000 |
11,775.00 |
|
0.618 |
11,615.00 |
|
HIGH |
11,356.25 |
|
0.618 |
11,196.25 |
|
0.500 |
11,147.00 |
|
0.382 |
11,097.50 |
|
LOW |
10,937.50 |
|
0.618 |
10,678.75 |
|
1.000 |
10,518.75 |
|
1.618 |
10,260.00 |
|
2.618 |
9,841.25 |
|
4.250 |
9,157.75 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,147.00 |
11,251.00 |
| PP |
11,118.50 |
11,187.75 |
| S1 |
11,090.00 |
11,124.75 |
|