| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,315.25 |
3,396.00 |
80.75 |
2.4% |
3,508.50 |
| High |
3,424.00 |
3,424.25 |
0.25 |
0.0% |
3,587.00 |
| Low |
3,295.50 |
3,327.25 |
31.75 |
1.0% |
3,347.75 |
| Close |
3,400.25 |
3,340.50 |
-59.75 |
-1.8% |
3,417.50 |
| Range |
128.50 |
97.00 |
-31.50 |
-24.5% |
239.25 |
| ATR |
65.92 |
68.14 |
2.22 |
3.4% |
0.00 |
| Volume |
2,011,132 |
2,332,667 |
321,535 |
16.0% |
10,443,000 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,655.00 |
3,594.75 |
3,393.75 |
|
| R3 |
3,558.00 |
3,497.75 |
3,367.25 |
|
| R2 |
3,461.00 |
3,461.00 |
3,358.25 |
|
| R1 |
3,400.75 |
3,400.75 |
3,349.50 |
3,382.50 |
| PP |
3,364.00 |
3,364.00 |
3,364.00 |
3,354.75 |
| S1 |
3,303.75 |
3,303.75 |
3,331.50 |
3,285.50 |
| S2 |
3,267.00 |
3,267.00 |
3,322.75 |
|
| S3 |
3,170.00 |
3,206.75 |
3,313.75 |
|
| S4 |
3,073.00 |
3,109.75 |
3,287.25 |
|
|
| 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 |
3,586.50 |
3,295.50 |
291.00 |
8.7% |
128.75 |
3.9% |
15% |
False |
False |
2,588,689 |
| 10 |
3,587.00 |
3,295.50 |
291.50 |
8.7% |
84.75 |
2.5% |
15% |
False |
False |
2,040,175 |
| 20 |
3,587.00 |
3,295.50 |
291.50 |
8.7% |
58.25 |
1.7% |
15% |
False |
False |
1,597,933 |
| 40 |
3,587.00 |
3,188.50 |
398.50 |
11.9% |
52.00 |
1.6% |
38% |
False |
False |
1,534,265 |
| 60 |
3,587.00 |
2,983.50 |
603.50 |
18.1% |
58.00 |
1.7% |
59% |
False |
False |
1,609,552 |
| 80 |
3,587.00 |
2,895.50 |
691.50 |
20.7% |
61.50 |
1.8% |
64% |
False |
False |
1,332,566 |
| 100 |
3,587.00 |
2,711.00 |
876.00 |
26.2% |
64.50 |
1.9% |
72% |
False |
False |
1,066,669 |
| 120 |
3,587.00 |
2,165.50 |
1,421.50 |
42.6% |
75.00 |
2.2% |
83% |
False |
False |
890,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,836.50 |
|
2.618 |
3,678.25 |
|
1.618 |
3,581.25 |
|
1.000 |
3,521.25 |
|
0.618 |
3,484.25 |
|
HIGH |
3,424.25 |
|
0.618 |
3,387.25 |
|
0.500 |
3,375.75 |
|
0.382 |
3,364.25 |
|
LOW |
3,327.25 |
|
0.618 |
3,267.25 |
|
1.000 |
3,230.25 |
|
1.618 |
3,170.25 |
|
2.618 |
3,073.25 |
|
4.250 |
2,915.00 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,375.75 |
3,371.25 |
| PP |
3,364.00 |
3,361.00 |
| S1 |
3,352.25 |
3,350.75 |
|