| 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 |
3,420.50 |
3,315.25 |
-105.25 |
-3.1% |
3,508.50 |
| High |
3,447.00 |
3,424.00 |
-23.00 |
-0.7% |
3,587.00 |
| Low |
3,327.50 |
3,295.50 |
-32.00 |
-1.0% |
3,347.75 |
| Close |
3,335.50 |
3,400.25 |
64.75 |
1.9% |
3,417.50 |
| Range |
119.50 |
128.50 |
9.00 |
7.5% |
239.25 |
| ATR |
61.11 |
65.92 |
4.81 |
7.9% |
0.00 |
| Volume |
2,732,946 |
2,011,132 |
-721,814 |
-26.4% |
10,443,000 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,758.75 |
3,708.00 |
3,471.00 |
|
| R3 |
3,630.25 |
3,579.50 |
3,435.50 |
|
| R2 |
3,501.75 |
3,501.75 |
3,423.75 |
|
| R1 |
3,451.00 |
3,451.00 |
3,412.00 |
3,476.50 |
| PP |
3,373.25 |
3,373.25 |
3,373.25 |
3,386.00 |
| S1 |
3,322.50 |
3,322.50 |
3,388.50 |
3,348.00 |
| S2 |
3,244.75 |
3,244.75 |
3,376.75 |
|
| S3 |
3,116.25 |
3,194.00 |
3,365.00 |
|
| S4 |
2,987.75 |
3,065.50 |
3,329.50 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,168.50 |
4,032.25 |
3,549.00 |
|
| R3 |
3,929.25 |
3,793.00 |
3,483.25 |
|
| R2 |
3,690.00 |
3,690.00 |
3,461.25 |
|
| R1 |
3,553.75 |
3,553.75 |
3,439.50 |
3,502.25 |
| PP |
3,450.75 |
3,450.75 |
3,450.75 |
3,425.00 |
| S1 |
3,314.50 |
3,314.50 |
3,395.50 |
3,263.00 |
| S2 |
3,211.50 |
3,211.50 |
3,373.75 |
|
| S3 |
2,972.25 |
3,075.25 |
3,351.75 |
|
| S4 |
2,733.00 |
2,836.00 |
3,286.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,587.00 |
3,295.50 |
291.50 |
8.6% |
121.50 |
3.6% |
36% |
False |
True |
2,492,771 |
| 10 |
3,587.00 |
3,295.50 |
291.50 |
8.6% |
79.75 |
2.3% |
36% |
False |
True |
1,934,662 |
| 20 |
3,587.00 |
3,295.50 |
291.50 |
8.6% |
56.25 |
1.7% |
36% |
False |
True |
1,551,736 |
| 40 |
3,587.00 |
3,188.50 |
398.50 |
11.7% |
50.50 |
1.5% |
53% |
False |
False |
1,524,391 |
| 60 |
3,587.00 |
2,983.50 |
603.50 |
17.7% |
57.75 |
1.7% |
69% |
False |
False |
1,620,629 |
| 80 |
3,587.00 |
2,842.50 |
744.50 |
21.9% |
61.75 |
1.8% |
75% |
False |
False |
1,303,464 |
| 100 |
3,587.00 |
2,711.00 |
876.00 |
25.8% |
64.25 |
1.9% |
79% |
False |
False |
1,043,356 |
| 120 |
3,587.00 |
2,165.50 |
1,421.50 |
41.8% |
76.25 |
2.2% |
87% |
False |
False |
870,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,970.00 |
|
2.618 |
3,760.50 |
|
1.618 |
3,632.00 |
|
1.000 |
3,552.50 |
|
0.618 |
3,503.50 |
|
HIGH |
3,424.00 |
|
0.618 |
3,375.00 |
|
0.500 |
3,359.75 |
|
0.382 |
3,344.50 |
|
LOW |
3,295.50 |
|
0.618 |
3,216.00 |
|
1.000 |
3,167.00 |
|
1.618 |
3,087.50 |
|
2.618 |
2,959.00 |
|
4.250 |
2,749.50 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,386.75 |
3,396.75 |
| PP |
3,373.25 |
3,393.25 |
| S1 |
3,359.75 |
3,390.00 |
|