| 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 |
1,939.4 |
1,955.3 |
15.9 |
0.8% |
1,973.9 |
| High |
1,959.7 |
1,975.2 |
15.5 |
0.8% |
2,001.2 |
| Low |
1,926.3 |
1,948.6 |
22.3 |
1.2% |
1,921.6 |
| Close |
1,954.9 |
1,964.3 |
9.4 |
0.5% |
1,934.3 |
| Range |
33.4 |
26.6 |
-6.8 |
-20.4% |
79.6 |
| ATR |
42.7 |
41.5 |
-1.1 |
-2.7% |
0.0 |
| Volume |
227,182 |
271,478 |
44,296 |
19.5% |
1,490,361 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,042.5 |
2,030.0 |
1,978.9 |
|
| R3 |
2,015.9 |
2,003.4 |
1,971.6 |
|
| R2 |
1,989.3 |
1,989.3 |
1,969.2 |
|
| R1 |
1,976.8 |
1,976.8 |
1,966.7 |
1,983.1 |
| PP |
1,962.7 |
1,962.7 |
1,962.7 |
1,965.8 |
| S1 |
1,950.2 |
1,950.2 |
1,961.9 |
1,956.5 |
| S2 |
1,936.1 |
1,936.1 |
1,959.4 |
|
| S3 |
1,909.5 |
1,923.6 |
1,957.0 |
|
| S4 |
1,882.9 |
1,897.0 |
1,949.7 |
|
|
| 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 |
1,975.2 |
1,911.7 |
63.5 |
3.2% |
32.2 |
1.6% |
83% |
True |
False |
304,488 |
| 10 |
2,001.2 |
1,911.7 |
89.5 |
4.6% |
38.5 |
2.0% |
59% |
False |
False |
320,630 |
| 20 |
2,024.6 |
1,908.4 |
116.2 |
5.9% |
42.7 |
2.2% |
48% |
False |
False |
326,657 |
| 40 |
2,089.2 |
1,819.9 |
269.3 |
13.7% |
43.5 |
2.2% |
54% |
False |
False |
266,546 |
| 60 |
2,089.2 |
1,735.6 |
353.6 |
18.0% |
37.1 |
1.9% |
65% |
False |
False |
183,577 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.3% |
35.0 |
1.8% |
69% |
False |
False |
139,127 |
| 100 |
2,089.2 |
1,670.3 |
418.9 |
21.3% |
34.4 |
1.8% |
70% |
False |
False |
112,214 |
| 120 |
2,089.2 |
1,498.9 |
590.3 |
30.1% |
37.4 |
1.9% |
79% |
False |
False |
94,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,088.3 |
|
2.618 |
2,044.8 |
|
1.618 |
2,018.2 |
|
1.000 |
2,001.8 |
|
0.618 |
1,991.6 |
|
HIGH |
1,975.2 |
|
0.618 |
1,965.0 |
|
0.500 |
1,961.9 |
|
0.382 |
1,958.8 |
|
LOW |
1,948.6 |
|
0.618 |
1,932.2 |
|
1.000 |
1,922.0 |
|
1.618 |
1,905.6 |
|
2.618 |
1,879.0 |
|
4.250 |
1,835.6 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,963.5 |
1,957.4 |
| PP |
1,962.7 |
1,950.4 |
| S1 |
1,961.9 |
1,943.5 |
|