| 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 |
3,235.0 |
3,325.0 |
90.0 |
2.8% |
3,335.0 |
| High |
3,336.0 |
3,331.0 |
-5.0 |
-0.1% |
3,385.0 |
| Low |
3,230.0 |
3,270.0 |
40.0 |
1.2% |
3,223.0 |
| Close |
3,317.0 |
3,303.0 |
-14.0 |
-0.4% |
3,236.0 |
| Range |
106.0 |
61.0 |
-45.0 |
-42.5% |
162.0 |
| ATR |
71.5 |
70.8 |
-0.8 |
-1.1% |
0.0 |
| Volume |
102,988 |
266,188 |
163,200 |
158.5% |
78,917 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,484.3 |
3,454.7 |
3,336.6 |
|
| R3 |
3,423.3 |
3,393.7 |
3,319.8 |
|
| R2 |
3,362.3 |
3,362.3 |
3,314.2 |
|
| R1 |
3,332.7 |
3,332.7 |
3,308.6 |
3,317.0 |
| PP |
3,301.3 |
3,301.3 |
3,301.3 |
3,293.5 |
| S1 |
3,271.7 |
3,271.7 |
3,297.4 |
3,256.0 |
| S2 |
3,240.3 |
3,240.3 |
3,291.8 |
|
| S3 |
3,179.3 |
3,210.7 |
3,286.2 |
|
| S4 |
3,118.3 |
3,149.7 |
3,269.5 |
|
|
| 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% |
95.0 |
2.9% |
49% |
False |
False |
90,295 |
| 10 |
3,385.0 |
3,223.0 |
162.0 |
4.9% |
78.1 |
2.4% |
49% |
False |
False |
51,978 |
| 20 |
3,385.0 |
3,204.0 |
181.0 |
5.5% |
64.1 |
1.9% |
55% |
False |
False |
27,209 |
| 40 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
57.4 |
1.7% |
58% |
False |
False |
14,648 |
| 60 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
57.2 |
1.7% |
58% |
False |
False |
10,859 |
| 80 |
3,430.0 |
2,826.0 |
604.0 |
18.3% |
53.4 |
1.6% |
79% |
False |
False |
10,863 |
| 100 |
3,430.0 |
2,665.0 |
765.0 |
23.2% |
47.9 |
1.4% |
83% |
False |
False |
10,764 |
| 120 |
3,430.0 |
2,381.0 |
1,049.0 |
31.8% |
42.7 |
1.3% |
88% |
False |
False |
12,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,590.3 |
|
2.618 |
3,490.7 |
|
1.618 |
3,429.7 |
|
1.000 |
3,392.0 |
|
0.618 |
3,368.7 |
|
HIGH |
3,331.0 |
|
0.618 |
3,307.7 |
|
0.500 |
3,300.5 |
|
0.382 |
3,293.3 |
|
LOW |
3,270.0 |
|
0.618 |
3,232.3 |
|
1.000 |
3,209.0 |
|
1.618 |
3,171.3 |
|
2.618 |
3,110.3 |
|
4.250 |
3,010.8 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,302.2 |
3,296.0 |
| PP |
3,301.3 |
3,289.0 |
| S1 |
3,300.5 |
3,282.0 |
|