| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
10,260.91 |
10,304.29 |
43.38 |
0.4% |
10,148.45 |
| High |
10,487.96 |
10,379.33 |
-108.63 |
-1.0% |
10,487.96 |
| Low |
10,184.43 |
10,212.02 |
27.59 |
0.3% |
9,858.94 |
| Close |
10,304.28 |
10,330.04 |
25.76 |
0.2% |
10,330.04 |
| Range |
303.53 |
167.31 |
-136.22 |
-44.9% |
629.02 |
| ATR |
517.25 |
492.26 |
-25.00 |
-4.8% |
0.00 |
| Volume |
32,629 |
19,755 |
-12,874 |
-39.5% |
122,890 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,809.06 |
10,736.86 |
10,422.06 |
|
| R3 |
10,641.75 |
10,569.55 |
10,376.05 |
|
| R2 |
10,474.44 |
10,474.44 |
10,360.71 |
|
| R1 |
10,402.24 |
10,402.24 |
10,345.38 |
10,438.34 |
| PP |
10,307.13 |
10,307.13 |
10,307.13 |
10,325.18 |
| S1 |
10,234.93 |
10,234.93 |
10,314.70 |
10,271.03 |
| S2 |
10,139.82 |
10,139.82 |
10,299.37 |
|
| S3 |
9,972.51 |
10,067.62 |
10,284.03 |
|
| S4 |
9,805.20 |
9,900.31 |
10,238.02 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,112.71 |
11,850.39 |
10,676.00 |
|
| R3 |
11,483.69 |
11,221.37 |
10,503.02 |
|
| R2 |
10,854.67 |
10,854.67 |
10,445.36 |
|
| R1 |
10,592.35 |
10,592.35 |
10,387.70 |
10,723.51 |
| PP |
10,225.65 |
10,225.65 |
10,225.65 |
10,291.23 |
| S1 |
9,963.33 |
9,963.33 |
10,272.38 |
10,094.49 |
| S2 |
9,596.63 |
9,596.63 |
10,214.72 |
|
| S3 |
8,967.61 |
9,334.31 |
10,157.06 |
|
| S4 |
8,338.59 |
8,705.29 |
9,984.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,800.65 |
9,858.94 |
941.71 |
9.1% |
461.28 |
4.5% |
50% |
False |
False |
41,759 |
| 10 |
12,060.58 |
9,858.94 |
2,201.64 |
21.3% |
522.22 |
5.1% |
21% |
False |
False |
41,063 |
| 20 |
12,476.88 |
9,858.94 |
2,617.94 |
25.3% |
479.22 |
4.6% |
18% |
False |
False |
39,432 |
| 40 |
12,476.88 |
9,083.15 |
3,393.73 |
32.9% |
492.64 |
4.8% |
37% |
False |
False |
43,822 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
35.1% |
410.47 |
4.0% |
41% |
False |
False |
38,120 |
| 80 |
12,476.88 |
8,647.02 |
3,829.86 |
37.1% |
408.94 |
4.0% |
44% |
False |
False |
39,944 |
| 100 |
12,476.88 |
7,405.22 |
5,071.66 |
49.1% |
454.36 |
4.4% |
58% |
False |
False |
48,468 |
| 120 |
12,476.88 |
5,866.90 |
6,609.98 |
64.0% |
452.00 |
4.4% |
68% |
False |
False |
49,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,090.40 |
|
2.618 |
10,817.35 |
|
1.618 |
10,650.04 |
|
1.000 |
10,546.64 |
|
0.618 |
10,482.73 |
|
HIGH |
10,379.33 |
|
0.618 |
10,315.42 |
|
0.500 |
10,295.68 |
|
0.382 |
10,275.93 |
|
LOW |
10,212.02 |
|
0.618 |
10,108.62 |
|
1.000 |
10,044.71 |
|
1.618 |
9,941.31 |
|
2.618 |
9,774.00 |
|
4.250 |
9,500.95 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,318.59 |
10,277.84 |
| PP |
10,307.13 |
10,225.65 |
| S1 |
10,295.68 |
10,173.45 |
|