| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
13,251.0 |
13,148.5 |
-102.5 |
-0.8% |
12,900.0 |
| High |
13,288.0 |
13,233.0 |
-55.0 |
-0.4% |
13,288.0 |
| Low |
13,081.0 |
13,097.0 |
16.0 |
0.1% |
12,843.5 |
| Close |
13,198.0 |
13,196.0 |
-2.0 |
0.0% |
13,196.0 |
| Range |
207.0 |
136.0 |
-71.0 |
-34.3% |
444.5 |
| ATR |
263.4 |
254.3 |
-9.1 |
-3.5% |
0.0 |
| Volume |
1,886 |
2,826 |
940 |
49.8% |
6,237 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,583.3 |
13,525.7 |
13,270.8 |
|
| R3 |
13,447.3 |
13,389.7 |
13,233.4 |
|
| R2 |
13,311.3 |
13,311.3 |
13,220.9 |
|
| R1 |
13,253.7 |
13,253.7 |
13,208.5 |
13,282.5 |
| PP |
13,175.3 |
13,175.3 |
13,175.3 |
13,189.8 |
| S1 |
13,117.7 |
13,117.7 |
13,183.5 |
13,146.5 |
| S2 |
13,039.3 |
13,039.3 |
13,171.1 |
|
| S3 |
12,903.3 |
12,981.7 |
13,158.6 |
|
| S4 |
12,767.3 |
12,845.7 |
13,121.2 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,442.7 |
14,263.8 |
13,440.5 |
|
| R3 |
13,998.2 |
13,819.3 |
13,318.2 |
|
| R2 |
13,553.7 |
13,553.7 |
13,277.5 |
|
| R1 |
13,374.8 |
13,374.8 |
13,236.7 |
13,464.3 |
| PP |
13,109.2 |
13,109.2 |
13,109.2 |
13,153.9 |
| S1 |
12,930.3 |
12,930.3 |
13,155.3 |
13,019.8 |
| S2 |
12,664.7 |
12,664.7 |
13,114.5 |
|
| S3 |
12,220.2 |
12,485.8 |
13,073.8 |
|
| S4 |
11,775.7 |
12,041.3 |
12,951.5 |
|
|
| 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 |
12,843.5 |
444.5 |
3.4% |
246.5 |
1.9% |
79% |
False |
False |
1,247 |
| 10 |
13,435.0 |
12,760.0 |
675.0 |
5.1% |
288.8 |
2.2% |
65% |
False |
False |
820 |
| 20 |
13,435.0 |
12,662.0 |
773.0 |
5.9% |
230.2 |
1.7% |
69% |
False |
False |
454 |
| 40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.3% |
212.4 |
1.6% |
81% |
False |
False |
269 |
| 60 |
13,435.0 |
11,929.0 |
1,506.0 |
11.4% |
211.3 |
1.6% |
84% |
False |
False |
204 |
| 80 |
13,435.0 |
11,337.5 |
2,097.5 |
15.9% |
198.3 |
1.5% |
89% |
False |
False |
160 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
24.6% |
171.9 |
1.3% |
93% |
False |
False |
135 |
| 120 |
13,435.0 |
9,411.0 |
4,024.0 |
30.5% |
166.7 |
1.3% |
94% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,811.0 |
|
2.618 |
13,589.0 |
|
1.618 |
13,453.0 |
|
1.000 |
13,369.0 |
|
0.618 |
13,317.0 |
|
HIGH |
13,233.0 |
|
0.618 |
13,181.0 |
|
0.500 |
13,165.0 |
|
0.382 |
13,149.0 |
|
LOW |
13,097.0 |
|
0.618 |
13,013.0 |
|
1.000 |
12,961.0 |
|
1.618 |
12,877.0 |
|
2.618 |
12,741.0 |
|
4.250 |
12,519.0 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,185.7 |
13,159.1 |
| PP |
13,175.3 |
13,122.2 |
| S1 |
13,165.0 |
13,085.3 |
|