| 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 |
11,157.84 |
11,308.25 |
150.41 |
1.3% |
12,017.46 |
| High |
11,400.45 |
11,480.37 |
79.92 |
0.7% |
12,439.48 |
| Low |
11,055.16 |
11,197.13 |
141.97 |
1.3% |
11,145.99 |
| Close |
11,068.26 |
11,395.85 |
327.59 |
3.0% |
11,622.13 |
| Range |
345.29 |
283.24 |
-62.05 |
-18.0% |
1,293.49 |
| ATR |
283.82 |
292.98 |
9.16 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,207.50 |
12,084.92 |
11,551.63 |
|
| R3 |
11,924.26 |
11,801.68 |
11,473.74 |
|
| R2 |
11,641.02 |
11,641.02 |
11,447.78 |
|
| R1 |
11,518.44 |
11,518.44 |
11,421.81 |
11,579.73 |
| PP |
11,357.78 |
11,357.78 |
11,357.78 |
11,388.43 |
| S1 |
11,235.20 |
11,235.20 |
11,369.89 |
11,296.49 |
| S2 |
11,074.54 |
11,074.54 |
11,343.92 |
|
| S3 |
10,791.30 |
10,951.96 |
11,317.96 |
|
| S4 |
10,508.06 |
10,668.72 |
11,240.07 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,616.34 |
14,912.72 |
12,333.55 |
|
| R3 |
14,322.85 |
13,619.23 |
11,977.84 |
|
| R2 |
13,029.36 |
13,029.36 |
11,859.27 |
|
| R1 |
12,325.74 |
12,325.74 |
11,740.70 |
12,030.81 |
| PP |
11,735.87 |
11,735.87 |
11,735.87 |
11,588.40 |
| S1 |
11,032.25 |
11,032.25 |
11,503.56 |
10,737.32 |
| S2 |
10,442.38 |
10,442.38 |
11,384.99 |
|
| S3 |
9,148.89 |
9,738.76 |
11,266.42 |
|
| S4 |
7,855.40 |
8,445.27 |
10,910.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,439.48 |
11,055.16 |
1,384.32 |
12.1% |
432.98 |
3.8% |
25% |
False |
False |
|
| 10 |
12,439.48 |
11,055.16 |
1,384.32 |
12.1% |
300.62 |
2.6% |
25% |
False |
False |
|
| 20 |
12,439.48 |
10,970.87 |
1,468.61 |
12.9% |
224.91 |
2.0% |
29% |
False |
False |
|
| 40 |
12,439.48 |
10,313.94 |
2,125.54 |
18.7% |
205.29 |
1.8% |
51% |
False |
False |
|
| 60 |
12,439.48 |
9,742.89 |
2,696.59 |
23.7% |
204.23 |
1.8% |
61% |
False |
False |
|
| 80 |
12,439.48 |
9,182.45 |
3,257.03 |
28.6% |
197.78 |
1.7% |
68% |
False |
False |
|
| 100 |
12,439.48 |
8,359.84 |
4,079.64 |
35.8% |
194.06 |
1.7% |
74% |
False |
False |
|
| 120 |
12,439.48 |
6,771.91 |
5,667.57 |
49.7% |
205.61 |
1.8% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,684.14 |
|
2.618 |
12,221.89 |
|
1.618 |
11,938.65 |
|
1.000 |
11,763.61 |
|
0.618 |
11,655.41 |
|
HIGH |
11,480.37 |
|
0.618 |
11,372.17 |
|
0.500 |
11,338.75 |
|
0.382 |
11,305.33 |
|
LOW |
11,197.13 |
|
0.618 |
11,022.09 |
|
1.000 |
10,913.89 |
|
1.618 |
10,738.85 |
|
2.618 |
10,455.61 |
|
4.250 |
9,993.36 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,376.82 |
11,450.67 |
| PP |
11,357.78 |
11,432.40 |
| S1 |
11,338.75 |
11,414.12 |
|