| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,305.00 |
3,386.50 |
81.50 |
2.5% |
3,497.75 |
| High |
3,413.75 |
3,414.00 |
0.25 |
0.0% |
3,576.25 |
| Low |
3,285.50 |
3,316.75 |
31.25 |
1.0% |
3,337.50 |
| Close |
3,390.00 |
3,330.00 |
-60.00 |
-1.8% |
3,407.25 |
| Range |
128.25 |
97.25 |
-31.00 |
-24.2% |
238.75 |
| ATR |
65.51 |
67.77 |
2.27 |
3.5% |
0.00 |
| Volume |
85,922 |
544,080 |
458,158 |
533.2% |
119,608 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,645.25 |
3,585.00 |
3,383.50 |
|
| R3 |
3,548.00 |
3,487.75 |
3,356.75 |
|
| R2 |
3,450.75 |
3,450.75 |
3,347.75 |
|
| R1 |
3,390.50 |
3,390.50 |
3,339.00 |
3,372.00 |
| PP |
3,353.50 |
3,353.50 |
3,353.50 |
3,344.50 |
| S1 |
3,293.25 |
3,293.25 |
3,321.00 |
3,274.75 |
| S2 |
3,256.25 |
3,256.25 |
3,312.25 |
|
| S3 |
3,159.00 |
3,196.00 |
3,303.25 |
|
| S4 |
3,061.75 |
3,098.75 |
3,276.50 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,156.50 |
4,020.75 |
3,538.50 |
|
| R3 |
3,917.75 |
3,782.00 |
3,473.00 |
|
| R2 |
3,679.00 |
3,679.00 |
3,451.00 |
|
| R1 |
3,543.25 |
3,543.25 |
3,429.25 |
3,491.75 |
| PP |
3,440.25 |
3,440.25 |
3,440.25 |
3,414.50 |
| S1 |
3,304.50 |
3,304.50 |
3,385.25 |
3,253.00 |
| S2 |
3,201.50 |
3,201.50 |
3,363.50 |
|
| S3 |
2,962.75 |
3,065.75 |
3,341.50 |
|
| S4 |
2,724.00 |
2,827.00 |
3,276.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,576.25 |
3,285.50 |
290.75 |
8.7% |
128.50 |
3.9% |
15% |
False |
False |
161,897 |
| 10 |
3,576.25 |
3,285.50 |
290.75 |
8.7% |
84.50 |
2.5% |
15% |
False |
False |
85,675 |
| 20 |
3,576.25 |
3,285.50 |
290.75 |
8.7% |
58.00 |
1.7% |
15% |
False |
False |
44,943 |
| 40 |
3,576.25 |
3,178.00 |
398.25 |
12.0% |
51.50 |
1.5% |
38% |
False |
False |
23,744 |
| 60 |
3,576.25 |
2,972.00 |
604.25 |
18.1% |
57.50 |
1.7% |
59% |
False |
False |
16,524 |
| 80 |
3,576.25 |
2,891.00 |
685.25 |
20.6% |
60.50 |
1.8% |
64% |
False |
False |
12,609 |
| 100 |
3,576.25 |
2,707.25 |
869.00 |
26.1% |
63.00 |
1.9% |
72% |
False |
False |
10,593 |
| 120 |
3,576.25 |
2,168.25 |
1,408.00 |
42.3% |
72.25 |
2.2% |
83% |
False |
False |
9,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,827.25 |
|
2.618 |
3,668.50 |
|
1.618 |
3,571.25 |
|
1.000 |
3,511.25 |
|
0.618 |
3,474.00 |
|
HIGH |
3,414.00 |
|
0.618 |
3,376.75 |
|
0.500 |
3,365.50 |
|
0.382 |
3,354.00 |
|
LOW |
3,316.75 |
|
0.618 |
3,256.75 |
|
1.000 |
3,219.50 |
|
1.618 |
3,159.50 |
|
2.618 |
3,062.25 |
|
4.250 |
2,903.50 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,365.50 |
3,361.00 |
| PP |
3,353.50 |
3,350.75 |
| S1 |
3,341.75 |
3,340.25 |
|