| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
10,785.88 |
10,148.45 |
-637.43 |
-5.9% |
11,500.22 |
| High |
10,800.65 |
10,439.30 |
-361.35 |
-3.3% |
12,060.58 |
| Low |
9,960.82 |
9,932.65 |
-28.17 |
-0.3% |
9,960.82 |
| Close |
10,604.36 |
10,015.78 |
-588.58 |
-5.6% |
10,604.36 |
| Range |
839.83 |
506.65 |
-333.18 |
-39.7% |
2,099.76 |
| ATR |
526.77 |
537.12 |
10.35 |
2.0% |
0.00 |
| Volume |
85,905 |
38,548 |
-47,357 |
-55.1% |
262,854 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,649.19 |
11,339.14 |
10,294.44 |
|
| R3 |
11,142.54 |
10,832.49 |
10,155.11 |
|
| R2 |
10,635.89 |
10,635.89 |
10,108.67 |
|
| R1 |
10,325.84 |
10,325.84 |
10,062.22 |
10,227.54 |
| PP |
10,129.24 |
10,129.24 |
10,129.24 |
10,080.10 |
| S1 |
9,819.19 |
9,819.19 |
9,969.34 |
9,720.89 |
| S2 |
9,622.59 |
9,622.59 |
9,922.89 |
|
| S3 |
9,115.94 |
9,312.54 |
9,876.45 |
|
| S4 |
8,609.29 |
8,805.89 |
9,737.12 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,174.53 |
15,989.21 |
11,759.23 |
|
| R3 |
15,074.77 |
13,889.45 |
11,181.79 |
|
| R2 |
12,975.01 |
12,975.01 |
10,989.32 |
|
| R1 |
11,789.69 |
11,789.69 |
10,796.84 |
11,332.47 |
| PP |
10,875.25 |
10,875.25 |
10,875.25 |
10,646.65 |
| S1 |
9,689.93 |
9,689.93 |
10,411.88 |
9,232.71 |
| S2 |
8,775.49 |
8,775.49 |
10,219.40 |
|
| S3 |
6,675.73 |
7,590.17 |
10,026.93 |
|
| S4 |
4,575.97 |
5,490.41 |
9,449.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,060.58 |
9,932.65 |
2,127.93 |
21.2% |
725.34 |
7.2% |
4% |
False |
True |
56,070 |
| 10 |
12,060.58 |
9,932.65 |
2,127.93 |
21.2% |
566.01 |
5.7% |
4% |
False |
True |
41,962 |
| 20 |
12,476.88 |
9,932.65 |
2,544.23 |
25.4% |
513.93 |
5.1% |
3% |
False |
True |
40,952 |
| 40 |
12,476.88 |
9,037.31 |
3,439.57 |
34.3% |
480.20 |
4.8% |
28% |
False |
False |
43,311 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
36.2% |
405.68 |
4.1% |
32% |
False |
False |
37,959 |
| 80 |
12,476.88 |
8,647.02 |
3,829.86 |
38.2% |
418.09 |
4.2% |
36% |
False |
False |
41,760 |
| 100 |
12,476.88 |
6,778.33 |
5,698.55 |
56.9% |
456.55 |
4.6% |
57% |
False |
False |
49,006 |
| 120 |
12,476.88 |
5,866.90 |
6,609.98 |
66.0% |
454.19 |
4.5% |
63% |
False |
False |
50,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,592.56 |
|
2.618 |
11,765.71 |
|
1.618 |
11,259.06 |
|
1.000 |
10,945.95 |
|
0.618 |
10,752.41 |
|
HIGH |
10,439.30 |
|
0.618 |
10,245.76 |
|
0.500 |
10,185.98 |
|
0.382 |
10,126.19 |
|
LOW |
9,932.65 |
|
0.618 |
9,619.54 |
|
1.000 |
9,426.00 |
|
1.618 |
9,112.89 |
|
2.618 |
8,606.24 |
|
4.250 |
7,779.39 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,185.98 |
10,692.12 |
| PP |
10,129.24 |
10,466.67 |
| S1 |
10,072.51 |
10,241.23 |
|