| 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 |
3,305.0 |
3,235.0 |
-70.0 |
-2.1% |
3,335.0 |
| High |
3,315.0 |
3,336.0 |
21.0 |
0.6% |
3,385.0 |
| Low |
3,228.0 |
3,230.0 |
2.0 |
0.1% |
3,223.0 |
| Close |
3,257.0 |
3,317.0 |
60.0 |
1.8% |
3,236.0 |
| Range |
87.0 |
106.0 |
19.0 |
21.8% |
162.0 |
| ATR |
68.9 |
71.5 |
2.7 |
3.8% |
0.0 |
| Volume |
39,799 |
102,988 |
63,189 |
158.8% |
78,917 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,612.3 |
3,570.7 |
3,375.3 |
|
| R3 |
3,506.3 |
3,464.7 |
3,346.2 |
|
| R2 |
3,400.3 |
3,400.3 |
3,336.4 |
|
| R1 |
3,358.7 |
3,358.7 |
3,326.7 |
3,379.5 |
| PP |
3,294.3 |
3,294.3 |
3,294.3 |
3,304.8 |
| S1 |
3,252.7 |
3,252.7 |
3,307.3 |
3,273.5 |
| S2 |
3,188.3 |
3,188.3 |
3,297.6 |
|
| S3 |
3,082.3 |
3,146.7 |
3,287.9 |
|
| S4 |
2,976.3 |
3,040.7 |
3,258.7 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,767.3 |
3,663.7 |
3,325.1 |
|
| R3 |
3,605.3 |
3,501.7 |
3,280.6 |
|
| R2 |
3,443.3 |
3,443.3 |
3,265.7 |
|
| R1 |
3,339.7 |
3,339.7 |
3,250.9 |
3,310.5 |
| PP |
3,281.3 |
3,281.3 |
3,281.3 |
3,266.8 |
| S1 |
3,177.7 |
3,177.7 |
3,221.2 |
3,148.5 |
| S2 |
3,119.3 |
3,119.3 |
3,206.3 |
|
| S3 |
2,957.3 |
3,015.7 |
3,191.5 |
|
| S4 |
2,795.3 |
2,853.7 |
3,146.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,385.0 |
3,223.0 |
162.0 |
4.9% |
97.4 |
2.9% |
58% |
False |
False |
39,477 |
| 10 |
3,385.0 |
3,223.0 |
162.0 |
4.9% |
76.9 |
2.3% |
58% |
False |
False |
25,388 |
| 20 |
3,385.0 |
3,204.0 |
181.0 |
5.5% |
64.5 |
1.9% |
62% |
False |
False |
13,937 |
| 40 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
57.3 |
1.7% |
63% |
False |
False |
8,001 |
| 60 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
56.7 |
1.7% |
63% |
False |
False |
6,867 |
| 80 |
3,430.0 |
2,826.0 |
604.0 |
18.2% |
53.3 |
1.6% |
81% |
False |
False |
7,666 |
| 100 |
3,430.0 |
2,665.0 |
765.0 |
23.1% |
47.8 |
1.4% |
85% |
False |
False |
8,132 |
| 120 |
3,430.0 |
2,381.0 |
1,049.0 |
31.6% |
42.2 |
1.3% |
89% |
False |
False |
9,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,786.5 |
|
2.618 |
3,613.5 |
|
1.618 |
3,507.5 |
|
1.000 |
3,442.0 |
|
0.618 |
3,401.5 |
|
HIGH |
3,336.0 |
|
0.618 |
3,295.5 |
|
0.500 |
3,283.0 |
|
0.382 |
3,270.5 |
|
LOW |
3,230.0 |
|
0.618 |
3,164.5 |
|
1.000 |
3,124.0 |
|
1.618 |
3,058.5 |
|
2.618 |
2,952.5 |
|
4.250 |
2,779.5 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,305.7 |
3,304.5 |
| PP |
3,294.3 |
3,292.0 |
| S1 |
3,283.0 |
3,279.5 |
|