| 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 |
11,011.00 |
11,369.75 |
358.75 |
3.3% |
11,987.50 |
| High |
11,464.50 |
11,554.00 |
89.50 |
0.8% |
12,448.75 |
| Low |
10,924.75 |
11,075.75 |
151.00 |
1.4% |
11,130.25 |
| Close |
11,379.75 |
11,165.50 |
-214.25 |
-1.9% |
11,536.00 |
| Range |
539.75 |
478.25 |
-61.50 |
-11.4% |
1,318.50 |
| ATR |
319.56 |
330.90 |
11.33 |
3.5% |
0.00 |
| Volume |
23,934 |
77,157 |
53,223 |
222.4% |
25,592 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,699.75 |
12,411.00 |
11,428.50 |
|
| R3 |
12,221.50 |
11,932.75 |
11,297.00 |
|
| R2 |
11,743.25 |
11,743.25 |
11,253.25 |
|
| R1 |
11,454.50 |
11,454.50 |
11,209.25 |
11,359.75 |
| PP |
11,265.00 |
11,265.00 |
11,265.00 |
11,217.75 |
| S1 |
10,976.25 |
10,976.25 |
11,121.75 |
10,881.50 |
| S2 |
10,786.75 |
10,786.75 |
11,077.75 |
|
| S3 |
10,308.50 |
10,498.00 |
11,034.00 |
|
| S4 |
9,830.25 |
10,019.75 |
10,902.50 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,660.50 |
14,916.75 |
12,261.25 |
|
| R3 |
14,342.00 |
13,598.25 |
11,898.50 |
|
| R2 |
13,023.50 |
13,023.50 |
11,777.75 |
|
| R1 |
12,279.75 |
12,279.75 |
11,656.75 |
11,992.50 |
| PP |
11,705.00 |
11,705.00 |
11,705.00 |
11,561.25 |
| S1 |
10,961.25 |
10,961.25 |
11,415.25 |
10,674.00 |
| S2 |
10,386.50 |
10,386.50 |
11,294.25 |
|
| S3 |
9,068.00 |
9,642.75 |
11,173.50 |
|
| S4 |
7,749.50 |
8,324.25 |
10,810.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,423.50 |
10,924.75 |
1,498.75 |
13.4% |
607.25 |
5.4% |
16% |
False |
False |
27,880 |
| 10 |
12,448.75 |
10,924.75 |
1,524.00 |
13.6% |
404.00 |
3.6% |
16% |
False |
False |
15,036 |
| 20 |
12,448.75 |
10,924.75 |
1,524.00 |
13.6% |
292.50 |
2.6% |
16% |
False |
False |
7,992 |
| 40 |
12,448.75 |
10,288.00 |
2,160.75 |
19.4% |
268.75 |
2.4% |
41% |
False |
False |
4,284 |
| 60 |
12,448.75 |
9,720.25 |
2,728.50 |
24.4% |
260.50 |
2.3% |
53% |
False |
False |
3,021 |
| 80 |
12,448.75 |
9,168.00 |
3,280.75 |
29.4% |
244.50 |
2.2% |
61% |
False |
False |
2,276 |
| 100 |
12,448.75 |
8,348.50 |
4,100.25 |
36.7% |
234.25 |
2.1% |
69% |
False |
False |
1,821 |
| 120 |
12,448.75 |
6,626.75 |
5,822.00 |
52.1% |
239.00 |
2.1% |
78% |
False |
False |
1,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,586.50 |
|
2.618 |
12,806.00 |
|
1.618 |
12,327.75 |
|
1.000 |
12,032.25 |
|
0.618 |
11,849.50 |
|
HIGH |
11,554.00 |
|
0.618 |
11,371.25 |
|
0.500 |
11,315.00 |
|
0.382 |
11,258.50 |
|
LOW |
11,075.75 |
|
0.618 |
10,780.25 |
|
1.000 |
10,597.50 |
|
1.618 |
10,302.00 |
|
2.618 |
9,823.75 |
|
4.250 |
9,043.25 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,315.00 |
11,248.00 |
| PP |
11,265.00 |
11,220.50 |
| S1 |
11,215.25 |
11,193.00 |
|