| 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 |
3,410.00 |
3,305.00 |
-105.00 |
-3.1% |
3,497.75 |
| High |
3,436.50 |
3,413.75 |
-22.75 |
-0.7% |
3,576.25 |
| Low |
3,317.25 |
3,285.50 |
-31.75 |
-1.0% |
3,337.50 |
| Close |
3,325.00 |
3,390.00 |
65.00 |
2.0% |
3,407.25 |
| Range |
119.25 |
128.25 |
9.00 |
7.5% |
238.75 |
| ATR |
60.68 |
65.51 |
4.83 |
8.0% |
0.00 |
| Volume |
98,009 |
85,922 |
-12,087 |
-12.3% |
119,608 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,747.75 |
3,697.25 |
3,460.50 |
|
| R3 |
3,619.50 |
3,569.00 |
3,425.25 |
|
| R2 |
3,491.25 |
3,491.25 |
3,413.50 |
|
| R1 |
3,440.75 |
3,440.75 |
3,401.75 |
3,466.00 |
| PP |
3,363.00 |
3,363.00 |
3,363.00 |
3,375.75 |
| S1 |
3,312.50 |
3,312.50 |
3,378.25 |
3,337.75 |
| S2 |
3,234.75 |
3,234.75 |
3,366.50 |
|
| S3 |
3,106.50 |
3,184.25 |
3,354.75 |
|
| S4 |
2,978.25 |
3,056.00 |
3,319.50 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,156.50 |
4,020.75 |
3,538.50 |
|
| R3 |
3,917.75 |
3,782.00 |
3,473.00 |
|
| R2 |
3,679.00 |
3,679.00 |
3,451.00 |
|
| R1 |
3,543.25 |
3,543.25 |
3,429.25 |
3,491.75 |
| PP |
3,440.25 |
3,440.25 |
3,440.25 |
3,414.50 |
| S1 |
3,304.50 |
3,304.50 |
3,385.25 |
3,253.00 |
| S2 |
3,201.50 |
3,201.50 |
3,363.50 |
|
| S3 |
2,962.75 |
3,065.75 |
3,341.50 |
|
| S4 |
2,724.00 |
2,827.00 |
3,276.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,576.25 |
3,285.50 |
290.75 |
8.6% |
121.00 |
3.6% |
36% |
False |
True |
56,843 |
| 10 |
3,576.25 |
3,285.50 |
290.75 |
8.6% |
79.25 |
2.3% |
36% |
False |
True |
31,682 |
| 20 |
3,576.25 |
3,285.50 |
290.75 |
8.6% |
56.00 |
1.6% |
36% |
False |
True |
17,908 |
| 40 |
3,576.25 |
3,178.00 |
398.25 |
11.7% |
50.25 |
1.5% |
53% |
False |
False |
10,189 |
| 60 |
3,576.25 |
2,972.00 |
604.25 |
17.8% |
57.25 |
1.7% |
69% |
False |
False |
7,510 |
| 80 |
3,576.25 |
2,838.00 |
738.25 |
21.8% |
60.75 |
1.8% |
75% |
False |
False |
5,861 |
| 100 |
3,576.25 |
2,707.25 |
869.00 |
25.6% |
62.75 |
1.9% |
79% |
False |
False |
5,153 |
| 120 |
3,576.25 |
2,168.25 |
1,408.00 |
41.5% |
73.00 |
2.2% |
87% |
False |
False |
4,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,958.75 |
|
2.618 |
3,749.50 |
|
1.618 |
3,621.25 |
|
1.000 |
3,542.00 |
|
0.618 |
3,493.00 |
|
HIGH |
3,413.75 |
|
0.618 |
3,364.75 |
|
0.500 |
3,349.50 |
|
0.382 |
3,334.50 |
|
LOW |
3,285.50 |
|
0.618 |
3,206.25 |
|
1.000 |
3,157.25 |
|
1.618 |
3,078.00 |
|
2.618 |
2,949.75 |
|
4.250 |
2,740.50 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,376.50 |
3,386.50 |
| PP |
3,363.00 |
3,383.00 |
| S1 |
3,349.50 |
3,379.50 |
|