| 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 |
3,396.00 |
3,345.25 |
-50.75 |
-1.5% |
3,420.50 |
| High |
3,424.25 |
3,375.00 |
-49.25 |
-1.4% |
3,447.00 |
| Low |
3,327.25 |
3,308.75 |
-18.50 |
-0.6% |
3,295.50 |
| Close |
3,340.50 |
3,333.75 |
-6.75 |
-0.2% |
3,333.75 |
| Range |
97.00 |
66.25 |
-30.75 |
-31.7% |
151.50 |
| ATR |
68.14 |
68.01 |
-0.14 |
-0.2% |
0.00 |
| Volume |
2,332,667 |
1,876,451 |
-456,216 |
-19.6% |
8,953,196 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,538.00 |
3,502.00 |
3,370.25 |
|
| R3 |
3,471.75 |
3,435.75 |
3,352.00 |
|
| R2 |
3,405.50 |
3,405.50 |
3,346.00 |
|
| R1 |
3,369.50 |
3,369.50 |
3,339.75 |
3,354.50 |
| PP |
3,339.25 |
3,339.25 |
3,339.25 |
3,331.50 |
| S1 |
3,303.25 |
3,303.25 |
3,327.75 |
3,288.00 |
| S2 |
3,273.00 |
3,273.00 |
3,321.50 |
|
| S3 |
3,206.75 |
3,237.00 |
3,315.50 |
|
| S4 |
3,140.50 |
3,170.75 |
3,297.25 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,813.25 |
3,725.00 |
3,417.00 |
|
| R3 |
3,661.75 |
3,573.50 |
3,375.50 |
|
| R2 |
3,510.25 |
3,510.25 |
3,361.50 |
|
| R1 |
3,422.00 |
3,422.00 |
3,347.75 |
3,390.50 |
| PP |
3,358.75 |
3,358.75 |
3,358.75 |
3,343.00 |
| S1 |
3,270.50 |
3,270.50 |
3,319.75 |
3,239.00 |
| S2 |
3,207.25 |
3,207.25 |
3,306.00 |
|
| S3 |
3,055.75 |
3,119.00 |
3,292.00 |
|
| S4 |
2,904.25 |
2,967.50 |
3,250.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,484.25 |
3,295.50 |
188.75 |
5.7% |
109.50 |
3.3% |
20% |
False |
False |
2,389,511 |
| 10 |
3,587.00 |
3,295.50 |
291.50 |
8.7% |
88.00 |
2.6% |
13% |
False |
False |
2,064,462 |
| 20 |
3,587.00 |
3,295.50 |
291.50 |
8.7% |
60.50 |
1.8% |
13% |
False |
False |
1,631,468 |
| 40 |
3,587.00 |
3,190.25 |
396.75 |
11.9% |
52.75 |
1.6% |
36% |
False |
False |
1,544,394 |
| 60 |
3,587.00 |
2,983.50 |
603.50 |
18.1% |
58.00 |
1.7% |
58% |
False |
False |
1,609,988 |
| 80 |
3,587.00 |
2,895.50 |
691.50 |
20.7% |
61.50 |
1.8% |
63% |
False |
False |
1,355,964 |
| 100 |
3,587.00 |
2,711.75 |
875.25 |
26.3% |
64.00 |
1.9% |
71% |
False |
False |
1,085,406 |
| 120 |
3,587.00 |
2,226.25 |
1,360.75 |
40.8% |
73.75 |
2.2% |
81% |
False |
False |
905,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,656.50 |
|
2.618 |
3,548.50 |
|
1.618 |
3,482.25 |
|
1.000 |
3,441.25 |
|
0.618 |
3,416.00 |
|
HIGH |
3,375.00 |
|
0.618 |
3,349.75 |
|
0.500 |
3,342.00 |
|
0.382 |
3,334.00 |
|
LOW |
3,308.75 |
|
0.618 |
3,267.75 |
|
1.000 |
3,242.50 |
|
1.618 |
3,201.50 |
|
2.618 |
3,135.25 |
|
4.250 |
3,027.25 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,342.00 |
3,360.00 |
| PP |
3,339.25 |
3,351.25 |
| S1 |
3,336.50 |
3,342.50 |
|