| 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 |
11,518.00 |
11,011.00 |
-507.00 |
-4.4% |
11,987.50 |
| High |
11,571.00 |
11,464.50 |
-106.50 |
-0.9% |
12,448.75 |
| Low |
11,028.25 |
10,924.75 |
-103.50 |
-0.9% |
11,130.25 |
| Close |
11,047.75 |
11,379.75 |
332.00 |
3.0% |
11,536.00 |
| Range |
542.75 |
539.75 |
-3.00 |
-0.6% |
1,318.50 |
| ATR |
302.62 |
319.56 |
16.94 |
5.6% |
0.00 |
| Volume |
21,220 |
23,934 |
2,714 |
12.8% |
25,592 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,875.50 |
12,667.50 |
11,676.50 |
|
| R3 |
12,335.75 |
12,127.75 |
11,528.25 |
|
| R2 |
11,796.00 |
11,796.00 |
11,478.75 |
|
| R1 |
11,588.00 |
11,588.00 |
11,429.25 |
11,692.00 |
| PP |
11,256.25 |
11,256.25 |
11,256.25 |
11,308.50 |
| S1 |
11,048.25 |
11,048.25 |
11,330.25 |
11,152.25 |
| S2 |
10,716.50 |
10,716.50 |
11,280.75 |
|
| S3 |
10,176.75 |
10,508.50 |
11,231.25 |
|
| S4 |
9,637.00 |
9,968.75 |
11,083.00 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,660.50 |
14,916.75 |
12,261.25 |
|
| R3 |
14,342.00 |
13,598.25 |
11,898.50 |
|
| R2 |
13,023.50 |
13,023.50 |
11,777.75 |
|
| R1 |
12,279.75 |
12,279.75 |
11,656.75 |
11,992.50 |
| PP |
11,705.00 |
11,705.00 |
11,705.00 |
11,561.25 |
| S1 |
10,961.25 |
10,961.25 |
11,415.25 |
10,674.00 |
| S2 |
10,386.50 |
10,386.50 |
11,294.25 |
|
| S3 |
9,068.00 |
9,642.75 |
11,173.50 |
|
| S4 |
7,749.50 |
8,324.25 |
10,810.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,448.75 |
10,924.75 |
1,524.00 |
13.4% |
569.50 |
5.0% |
30% |
False |
True |
13,202 |
| 10 |
12,448.75 |
10,924.75 |
1,524.00 |
13.4% |
383.75 |
3.4% |
30% |
False |
True |
7,485 |
| 20 |
12,448.75 |
10,864.75 |
1,584.00 |
13.9% |
283.75 |
2.5% |
33% |
False |
False |
4,156 |
| 40 |
12,448.75 |
10,288.00 |
2,160.75 |
19.0% |
262.25 |
2.3% |
51% |
False |
False |
2,375 |
| 60 |
12,448.75 |
9,720.25 |
2,728.50 |
24.0% |
255.75 |
2.2% |
61% |
False |
False |
1,735 |
| 80 |
12,448.75 |
9,168.00 |
3,280.75 |
28.8% |
240.25 |
2.1% |
67% |
False |
False |
1,311 |
| 100 |
12,448.75 |
8,348.50 |
4,100.25 |
36.0% |
231.00 |
2.0% |
74% |
False |
False |
1,049 |
| 120 |
12,448.75 |
6,626.75 |
5,822.00 |
51.2% |
240.75 |
2.1% |
82% |
False |
False |
875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,758.50 |
|
2.618 |
12,877.50 |
|
1.618 |
12,337.75 |
|
1.000 |
12,004.25 |
|
0.618 |
11,798.00 |
|
HIGH |
11,464.50 |
|
0.618 |
11,258.25 |
|
0.500 |
11,194.50 |
|
0.382 |
11,131.00 |
|
LOW |
10,924.75 |
|
0.618 |
10,591.25 |
|
1.000 |
10,385.00 |
|
1.618 |
10,051.50 |
|
2.618 |
9,511.75 |
|
4.250 |
8,630.75 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,318.00 |
11,379.00 |
| PP |
11,256.25 |
11,378.00 |
| S1 |
11,194.50 |
11,377.00 |
|