| 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 |
13,085.0 |
12,882.5 |
-202.5 |
-1.5% |
13,100.5 |
| High |
13,115.0 |
13,281.0 |
166.0 |
1.3% |
13,435.0 |
| Low |
12,843.5 |
12,882.5 |
39.0 |
0.3% |
12,760.0 |
| Close |
12,962.0 |
13,231.5 |
269.5 |
2.1% |
12,779.0 |
| Range |
271.5 |
398.5 |
127.0 |
46.8% |
675.0 |
| ATR |
257.7 |
267.7 |
10.1 |
3.9% |
0.0 |
| Volume |
492 |
696 |
204 |
41.5% |
1,972 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,327.2 |
14,177.8 |
13,450.7 |
|
| R3 |
13,928.7 |
13,779.3 |
13,341.1 |
|
| R2 |
13,530.2 |
13,530.2 |
13,304.6 |
|
| R1 |
13,380.8 |
13,380.8 |
13,268.0 |
13,455.5 |
| PP |
13,131.7 |
13,131.7 |
13,131.7 |
13,169.0 |
| S1 |
12,982.3 |
12,982.3 |
13,195.0 |
13,057.0 |
| S2 |
12,733.2 |
12,733.2 |
13,158.4 |
|
| S3 |
12,334.7 |
12,583.8 |
13,121.9 |
|
| S4 |
11,936.2 |
12,185.3 |
13,012.3 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,016.3 |
14,572.7 |
13,150.3 |
|
| R3 |
14,341.3 |
13,897.7 |
12,964.6 |
|
| R2 |
13,666.3 |
13,666.3 |
12,902.8 |
|
| R1 |
13,222.7 |
13,222.7 |
12,840.9 |
13,107.0 |
| PP |
12,991.3 |
12,991.3 |
12,991.3 |
12,933.5 |
| S1 |
12,547.7 |
12,547.7 |
12,717.1 |
12,432.0 |
| S2 |
12,316.3 |
12,316.3 |
12,655.3 |
|
| S3 |
11,641.3 |
11,872.7 |
12,593.4 |
|
| S4 |
10,966.3 |
11,197.7 |
12,407.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,435.0 |
12,760.0 |
675.0 |
5.1% |
349.5 |
2.6% |
70% |
False |
False |
524 |
| 10 |
13,435.0 |
12,760.0 |
675.0 |
5.1% |
291.2 |
2.2% |
70% |
False |
False |
365 |
| 20 |
13,435.0 |
12,662.0 |
773.0 |
5.8% |
226.9 |
1.7% |
74% |
False |
False |
223 |
| 40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.3% |
207.4 |
1.6% |
83% |
False |
False |
153 |
| 60 |
13,435.0 |
11,929.0 |
1,506.0 |
11.4% |
210.9 |
1.6% |
86% |
False |
False |
127 |
| 80 |
13,435.0 |
10,882.5 |
2,552.5 |
19.3% |
196.0 |
1.5% |
92% |
False |
False |
101 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
24.5% |
169.5 |
1.3% |
94% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,974.6 |
|
2.618 |
14,324.3 |
|
1.618 |
13,925.8 |
|
1.000 |
13,679.5 |
|
0.618 |
13,527.3 |
|
HIGH |
13,281.0 |
|
0.618 |
13,128.8 |
|
0.500 |
13,081.8 |
|
0.382 |
13,034.7 |
|
LOW |
12,882.5 |
|
0.618 |
12,636.2 |
|
1.000 |
12,484.0 |
|
1.618 |
12,237.7 |
|
2.618 |
11,839.2 |
|
4.250 |
11,188.9 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,181.6 |
13,175.1 |
| PP |
13,131.7 |
13,118.7 |
| S1 |
13,081.8 |
13,062.3 |
|