| 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 |
10,148.45 |
10,015.78 |
-132.67 |
-1.3% |
11,500.22 |
| High |
10,439.30 |
10,348.02 |
-91.28 |
-0.9% |
12,060.58 |
| Low |
9,932.65 |
9,858.94 |
-73.71 |
-0.7% |
9,960.82 |
| Close |
10,015.78 |
10,260.84 |
245.06 |
2.4% |
10,604.36 |
| Range |
506.65 |
489.08 |
-17.57 |
-3.5% |
2,099.76 |
| ATR |
537.12 |
533.69 |
-3.43 |
-0.6% |
0.00 |
| Volume |
38,548 |
31,958 |
-6,590 |
-17.1% |
262,854 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,623.17 |
11,431.09 |
10,529.83 |
|
| R3 |
11,134.09 |
10,942.01 |
10,395.34 |
|
| R2 |
10,645.01 |
10,645.01 |
10,350.50 |
|
| R1 |
10,452.93 |
10,452.93 |
10,305.67 |
10,548.97 |
| PP |
10,155.93 |
10,155.93 |
10,155.93 |
10,203.96 |
| S1 |
9,963.85 |
9,963.85 |
10,216.01 |
10,059.89 |
| S2 |
9,666.85 |
9,666.85 |
10,171.18 |
|
| S3 |
9,177.77 |
9,474.77 |
10,126.34 |
|
| S4 |
8,688.69 |
8,985.69 |
9,991.85 |
|
|
| 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 |
12,056.17 |
9,858.94 |
2,197.23 |
21.4% |
721.98 |
7.0% |
18% |
False |
True |
55,295 |
| 10 |
12,060.58 |
9,858.94 |
2,201.64 |
21.5% |
548.92 |
5.3% |
18% |
False |
True |
41,587 |
| 20 |
12,476.88 |
9,858.94 |
2,617.94 |
25.5% |
498.50 |
4.9% |
15% |
False |
True |
40,057 |
| 40 |
12,476.88 |
9,037.31 |
3,439.57 |
33.5% |
488.64 |
4.8% |
36% |
False |
False |
43,586 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
35.4% |
410.45 |
4.0% |
39% |
False |
False |
37,973 |
| 80 |
12,476.88 |
8,647.02 |
3,829.86 |
37.3% |
419.06 |
4.1% |
42% |
False |
False |
41,328 |
| 100 |
12,476.88 |
6,828.84 |
5,648.04 |
55.0% |
459.84 |
4.5% |
61% |
False |
False |
48,964 |
| 120 |
12,476.88 |
5,866.90 |
6,609.98 |
64.4% |
454.22 |
4.4% |
66% |
False |
False |
50,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,426.61 |
|
2.618 |
11,628.43 |
|
1.618 |
11,139.35 |
|
1.000 |
10,837.10 |
|
0.618 |
10,650.27 |
|
HIGH |
10,348.02 |
|
0.618 |
10,161.19 |
|
0.500 |
10,103.48 |
|
0.382 |
10,045.77 |
|
LOW |
9,858.94 |
|
0.618 |
9,556.69 |
|
1.000 |
9,369.86 |
|
1.618 |
9,067.61 |
|
2.618 |
8,578.53 |
|
4.250 |
7,780.35 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,208.39 |
10,329.80 |
| PP |
10,155.93 |
10,306.81 |
| S1 |
10,103.48 |
10,283.83 |
|