| 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 |
11,006.00 |
11,377.75 |
371.75 |
3.4% |
12,002.75 |
| High |
11,478.75 |
11,566.75 |
88.00 |
0.8% |
12,465.25 |
| Low |
10,935.25 |
11,088.00 |
152.75 |
1.4% |
11,142.00 |
| Close |
11,392.75 |
11,178.25 |
-214.50 |
-1.9% |
11,548.75 |
| Range |
543.50 |
478.75 |
-64.75 |
-11.9% |
1,323.25 |
| ATR |
322.59 |
333.75 |
11.15 |
3.5% |
0.00 |
| Volume |
720,954 |
885,270 |
164,316 |
22.8% |
3,859,228 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,714.00 |
12,424.75 |
11,441.50 |
|
| R3 |
12,235.25 |
11,946.00 |
11,310.00 |
|
| R2 |
11,756.50 |
11,756.50 |
11,266.00 |
|
| R1 |
11,467.25 |
11,467.25 |
11,222.25 |
11,372.50 |
| PP |
11,277.75 |
11,277.75 |
11,277.75 |
11,230.25 |
| S1 |
10,988.50 |
10,988.50 |
11,134.25 |
10,893.75 |
| S2 |
10,799.00 |
10,799.00 |
11,090.50 |
|
| S3 |
10,320.25 |
10,509.75 |
11,046.50 |
|
| S4 |
9,841.50 |
10,031.00 |
10,915.00 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,688.50 |
14,941.75 |
12,276.50 |
|
| R3 |
14,365.25 |
13,618.50 |
11,912.75 |
|
| R2 |
13,042.00 |
13,042.00 |
11,791.25 |
|
| R1 |
12,295.25 |
12,295.25 |
11,670.00 |
12,007.00 |
| PP |
11,718.75 |
11,718.75 |
11,718.75 |
11,574.50 |
| S1 |
10,972.00 |
10,972.00 |
11,427.50 |
10,683.75 |
| S2 |
10,395.50 |
10,395.50 |
11,306.25 |
|
| S3 |
9,072.25 |
9,648.75 |
11,184.75 |
|
| S4 |
7,749.00 |
8,325.50 |
10,821.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,438.75 |
10,935.25 |
1,503.50 |
13.5% |
609.50 |
5.5% |
16% |
False |
False |
950,494 |
| 10 |
12,465.25 |
10,935.25 |
1,530.00 |
13.7% |
406.25 |
3.6% |
16% |
False |
False |
767,625 |
| 20 |
12,465.25 |
10,935.25 |
1,530.00 |
13.7% |
295.00 |
2.6% |
16% |
False |
False |
598,985 |
| 40 |
12,465.25 |
10,301.00 |
2,164.25 |
19.4% |
272.50 |
2.4% |
41% |
False |
False |
547,407 |
| 60 |
12,465.25 |
9,728.75 |
2,736.50 |
24.5% |
265.00 |
2.4% |
53% |
False |
False |
540,197 |
| 80 |
12,465.25 |
9,158.75 |
3,306.50 |
29.6% |
256.00 |
2.3% |
61% |
False |
False |
424,566 |
| 100 |
12,465.25 |
8,334.00 |
4,131.25 |
37.0% |
255.00 |
2.3% |
69% |
False |
False |
339,725 |
| 120 |
12,465.25 |
6,626.00 |
5,839.25 |
52.2% |
271.00 |
2.4% |
78% |
False |
False |
283,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,601.50 |
|
2.618 |
12,820.00 |
|
1.618 |
12,341.25 |
|
1.000 |
12,045.50 |
|
0.618 |
11,862.50 |
|
HIGH |
11,566.75 |
|
0.618 |
11,383.75 |
|
0.500 |
11,327.50 |
|
0.382 |
11,271.00 |
|
LOW |
11,088.00 |
|
0.618 |
10,792.25 |
|
1.000 |
10,609.25 |
|
1.618 |
10,313.50 |
|
2.618 |
9,834.75 |
|
4.250 |
9,053.25 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,327.50 |
11,260.00 |
| PP |
11,277.75 |
11,232.75 |
| S1 |
11,228.00 |
11,205.50 |
|