| 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 |
12,882.5 |
13,251.0 |
368.5 |
2.9% |
13,100.5 |
| High |
13,281.0 |
13,288.0 |
7.0 |
0.1% |
13,435.0 |
| Low |
12,882.5 |
13,081.0 |
198.5 |
1.5% |
12,760.0 |
| Close |
13,231.5 |
13,198.0 |
-33.5 |
-0.3% |
12,779.0 |
| Range |
398.5 |
207.0 |
-191.5 |
-48.1% |
675.0 |
| ATR |
267.7 |
263.4 |
-4.3 |
-1.6% |
0.0 |
| Volume |
696 |
1,886 |
1,190 |
171.0% |
1,972 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,810.0 |
13,711.0 |
13,311.9 |
|
| R3 |
13,603.0 |
13,504.0 |
13,254.9 |
|
| R2 |
13,396.0 |
13,396.0 |
13,236.0 |
|
| R1 |
13,297.0 |
13,297.0 |
13,217.0 |
13,243.0 |
| PP |
13,189.0 |
13,189.0 |
13,189.0 |
13,162.0 |
| S1 |
13,090.0 |
13,090.0 |
13,179.0 |
13,036.0 |
| S2 |
12,982.0 |
12,982.0 |
13,160.1 |
|
| S3 |
12,775.0 |
12,883.0 |
13,141.1 |
|
| S4 |
12,568.0 |
12,676.0 |
13,084.2 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,016.3 |
14,572.7 |
13,150.3 |
|
| R3 |
14,341.3 |
13,897.7 |
12,964.6 |
|
| R2 |
13,666.3 |
13,666.3 |
12,902.8 |
|
| R1 |
13,222.7 |
13,222.7 |
12,840.9 |
13,107.0 |
| PP |
12,991.3 |
12,991.3 |
12,991.3 |
12,933.5 |
| S1 |
12,547.7 |
12,547.7 |
12,717.1 |
12,432.0 |
| S2 |
12,316.3 |
12,316.3 |
12,655.3 |
|
| S3 |
11,641.3 |
11,872.7 |
12,593.4 |
|
| S4 |
10,966.3 |
11,197.7 |
12,407.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,288.0 |
12,760.0 |
528.0 |
4.0% |
287.3 |
2.2% |
83% |
True |
False |
821 |
| 10 |
13,435.0 |
12,760.0 |
675.0 |
5.1% |
295.0 |
2.2% |
65% |
False |
False |
544 |
| 20 |
13,435.0 |
12,662.0 |
773.0 |
5.9% |
233.2 |
1.8% |
69% |
False |
False |
314 |
| 40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.3% |
210.6 |
1.6% |
81% |
False |
False |
200 |
| 60 |
13,435.0 |
11,929.0 |
1,506.0 |
11.4% |
212.2 |
1.6% |
84% |
False |
False |
158 |
| 80 |
13,435.0 |
10,882.5 |
2,552.5 |
19.3% |
198.6 |
1.5% |
91% |
False |
False |
125 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
24.6% |
171.5 |
1.3% |
93% |
False |
False |
107 |
| 120 |
13,435.0 |
9,080.0 |
4,355.0 |
33.0% |
169.6 |
1.3% |
95% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,167.8 |
|
2.618 |
13,829.9 |
|
1.618 |
13,622.9 |
|
1.000 |
13,495.0 |
|
0.618 |
13,415.9 |
|
HIGH |
13,288.0 |
|
0.618 |
13,208.9 |
|
0.500 |
13,184.5 |
|
0.382 |
13,160.1 |
|
LOW |
13,081.0 |
|
0.618 |
12,953.1 |
|
1.000 |
12,874.0 |
|
1.618 |
12,746.1 |
|
2.618 |
12,539.1 |
|
4.250 |
12,201.3 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,193.5 |
13,153.9 |
| PP |
13,189.0 |
13,109.8 |
| S1 |
13,184.5 |
13,065.8 |
|