| 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 |
1,495.4 |
1,523.9 |
28.5 |
1.9% |
1,576.9 |
| High |
1,533.4 |
1,544.3 |
10.9 |
0.7% |
1,595.7 |
| Low |
1,479.6 |
1,504.6 |
25.0 |
1.7% |
1,498.1 |
| Close |
1,524.2 |
1,506.1 |
-18.1 |
-1.2% |
1,531.4 |
| Range |
53.8 |
39.7 |
-14.1 |
-26.2% |
97.6 |
| ATR |
36.8 |
37.0 |
0.2 |
0.6% |
0.0 |
| Volume |
186,796 |
241,040 |
54,244 |
29.0% |
954,560 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,637.4 |
1,611.5 |
1,527.9 |
|
| R3 |
1,597.7 |
1,571.8 |
1,517.0 |
|
| R2 |
1,558.0 |
1,558.0 |
1,513.4 |
|
| R1 |
1,532.1 |
1,532.1 |
1,509.7 |
1,525.2 |
| PP |
1,518.3 |
1,518.3 |
1,518.3 |
1,514.9 |
| S1 |
1,492.4 |
1,492.4 |
1,502.5 |
1,485.5 |
| S2 |
1,478.6 |
1,478.6 |
1,498.8 |
|
| S3 |
1,438.9 |
1,452.7 |
1,495.2 |
|
| S4 |
1,399.2 |
1,413.0 |
1,484.3 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,834.5 |
1,780.6 |
1,585.1 |
|
| R3 |
1,736.9 |
1,683.0 |
1,558.2 |
|
| R2 |
1,639.3 |
1,639.3 |
1,549.3 |
|
| R1 |
1,585.4 |
1,585.4 |
1,540.3 |
1,563.6 |
| PP |
1,541.7 |
1,541.7 |
1,541.7 |
1,530.8 |
| S1 |
1,487.8 |
1,487.8 |
1,522.5 |
1,466.0 |
| S2 |
1,444.1 |
1,444.1 |
1,513.5 |
|
| S3 |
1,346.5 |
1,390.2 |
1,504.6 |
|
| S4 |
1,248.9 |
1,292.6 |
1,477.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,595.4 |
1,479.6 |
115.8 |
7.7% |
56.9 |
3.8% |
23% |
False |
False |
239,260 |
| 10 |
1,595.7 |
1,479.6 |
116.1 |
7.7% |
42.2 |
2.8% |
23% |
False |
False |
189,097 |
| 20 |
1,595.7 |
1,479.6 |
116.1 |
7.7% |
32.2 |
2.1% |
23% |
False |
False |
150,982 |
| 40 |
1,605.7 |
1,451.1 |
154.6 |
10.3% |
31.5 |
2.1% |
36% |
False |
False |
157,033 |
| 60 |
1,605.7 |
1,359.6 |
246.1 |
16.3% |
37.2 |
2.5% |
60% |
False |
False |
171,275 |
| 80 |
1,605.7 |
1,296.8 |
308.9 |
20.5% |
42.1 |
2.8% |
68% |
False |
False |
142,189 |
| 100 |
1,605.7 |
1,164.5 |
441.2 |
29.3% |
44.4 |
3.0% |
77% |
False |
False |
113,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,713.0 |
|
2.618 |
1,648.2 |
|
1.618 |
1,608.5 |
|
1.000 |
1,584.0 |
|
0.618 |
1,568.8 |
|
HIGH |
1,544.3 |
|
0.618 |
1,529.1 |
|
0.500 |
1,524.5 |
|
0.382 |
1,519.8 |
|
LOW |
1,504.6 |
|
0.618 |
1,480.1 |
|
1.000 |
1,464.9 |
|
1.618 |
1,440.4 |
|
2.618 |
1,400.7 |
|
4.250 |
1,335.9 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,524.5 |
1,516.5 |
| PP |
1,518.3 |
1,513.0 |
| S1 |
1,512.2 |
1,509.6 |
|