| 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 |
1,938.0 |
1,939.4 |
1.4 |
0.1% |
1,973.9 |
| High |
1,948.3 |
1,959.7 |
11.4 |
0.6% |
2,001.2 |
| Low |
1,911.7 |
1,926.3 |
14.6 |
0.8% |
1,921.6 |
| Close |
1,943.2 |
1,954.9 |
11.7 |
0.6% |
1,934.3 |
| Range |
36.6 |
33.4 |
-3.2 |
-8.7% |
79.6 |
| ATR |
43.4 |
42.7 |
-0.7 |
-1.6% |
0.0 |
| Volume |
416,013 |
227,182 |
-188,831 |
-45.4% |
1,490,361 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,047.2 |
2,034.4 |
1,973.3 |
|
| R3 |
2,013.8 |
2,001.0 |
1,964.1 |
|
| R2 |
1,980.4 |
1,980.4 |
1,961.0 |
|
| R1 |
1,967.6 |
1,967.6 |
1,958.0 |
1,974.0 |
| PP |
1,947.0 |
1,947.0 |
1,947.0 |
1,950.2 |
| S1 |
1,934.2 |
1,934.2 |
1,951.8 |
1,940.6 |
| S2 |
1,913.6 |
1,913.6 |
1,948.8 |
|
| S3 |
1,880.2 |
1,900.8 |
1,945.7 |
|
| S4 |
1,846.8 |
1,867.4 |
1,936.5 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.2 |
2,142.3 |
1,978.1 |
|
| R3 |
2,111.6 |
2,062.7 |
1,956.2 |
|
| R2 |
2,032.0 |
2,032.0 |
1,948.9 |
|
| R1 |
1,983.1 |
1,983.1 |
1,941.6 |
1,967.8 |
| PP |
1,952.4 |
1,952.4 |
1,952.4 |
1,944.7 |
| S1 |
1,903.5 |
1,903.5 |
1,927.0 |
1,888.2 |
| S2 |
1,872.8 |
1,872.8 |
1,919.7 |
|
| S3 |
1,793.2 |
1,823.9 |
1,912.4 |
|
| S4 |
1,713.6 |
1,744.3 |
1,890.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,980.4 |
1,911.7 |
68.7 |
3.5% |
35.2 |
1.8% |
63% |
False |
False |
316,711 |
| 10 |
2,001.2 |
1,908.4 |
92.8 |
4.7% |
41.4 |
2.1% |
50% |
False |
False |
327,703 |
| 20 |
2,024.6 |
1,874.2 |
150.4 |
7.7% |
45.7 |
2.3% |
54% |
False |
False |
336,075 |
| 40 |
2,089.2 |
1,819.9 |
269.3 |
13.8% |
43.3 |
2.2% |
50% |
False |
False |
260,092 |
| 60 |
2,089.2 |
1,735.6 |
353.6 |
18.1% |
36.9 |
1.9% |
62% |
False |
False |
179,123 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.4% |
35.2 |
1.8% |
66% |
False |
False |
135,785 |
| 100 |
2,089.2 |
1,670.3 |
418.9 |
21.4% |
34.5 |
1.8% |
68% |
False |
False |
109,524 |
| 120 |
2,089.2 |
1,468.0 |
621.2 |
31.8% |
37.7 |
1.9% |
78% |
False |
False |
92,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.7 |
|
2.618 |
2,047.1 |
|
1.618 |
2,013.7 |
|
1.000 |
1,993.1 |
|
0.618 |
1,980.3 |
|
HIGH |
1,959.7 |
|
0.618 |
1,946.9 |
|
0.500 |
1,943.0 |
|
0.382 |
1,939.1 |
|
LOW |
1,926.3 |
|
0.618 |
1,905.7 |
|
1.000 |
1,892.9 |
|
1.618 |
1,872.3 |
|
2.618 |
1,838.9 |
|
4.250 |
1,784.4 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,950.9 |
1,948.5 |
| PP |
1,947.0 |
1,942.1 |
| S1 |
1,943.0 |
1,935.7 |
|