| 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 |
11,369.75 |
11,181.25 |
-188.50 |
-1.7% |
11,518.00 |
| High |
11,554.00 |
11,343.75 |
-210.25 |
-1.8% |
11,571.00 |
| Low |
11,075.75 |
10,924.00 |
-151.75 |
-1.4% |
10,924.00 |
| Close |
11,165.50 |
11,048.25 |
-117.25 |
-1.1% |
11,048.25 |
| Range |
478.25 |
419.75 |
-58.50 |
-12.2% |
647.00 |
| ATR |
330.90 |
337.24 |
6.35 |
1.9% |
0.00 |
| Volume |
77,157 |
379,285 |
302,128 |
391.6% |
501,596 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,364.50 |
12,126.25 |
11,279.00 |
|
| R3 |
11,944.75 |
11,706.50 |
11,163.75 |
|
| R2 |
11,525.00 |
11,525.00 |
11,125.25 |
|
| R1 |
11,286.75 |
11,286.75 |
11,086.75 |
11,196.00 |
| PP |
11,105.25 |
11,105.25 |
11,105.25 |
11,060.00 |
| S1 |
10,867.00 |
10,867.00 |
11,009.75 |
10,776.25 |
| S2 |
10,685.50 |
10,685.50 |
10,971.25 |
|
| S3 |
10,265.75 |
10,447.25 |
10,932.75 |
|
| S4 |
9,846.00 |
10,027.50 |
10,817.50 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,122.00 |
12,732.25 |
11,404.00 |
|
| R3 |
12,475.00 |
12,085.25 |
11,226.25 |
|
| R2 |
11,828.00 |
11,828.00 |
11,166.75 |
|
| R1 |
11,438.25 |
11,438.25 |
11,107.50 |
11,309.50 |
| PP |
11,181.00 |
11,181.00 |
11,181.00 |
11,116.75 |
| S1 |
10,791.25 |
10,791.25 |
10,989.00 |
10,662.50 |
| S2 |
10,534.00 |
10,534.00 |
10,929.75 |
|
| S3 |
9,887.00 |
10,144.25 |
10,870.25 |
|
| S4 |
9,240.00 |
9,497.25 |
10,692.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,829.50 |
10,924.00 |
905.50 |
8.2% |
536.00 |
4.9% |
14% |
False |
True |
102,611 |
| 10 |
12,448.75 |
10,924.00 |
1,524.75 |
13.8% |
425.25 |
3.8% |
8% |
False |
True |
52,811 |
| 20 |
12,448.75 |
10,924.00 |
1,524.75 |
13.8% |
305.00 |
2.8% |
8% |
False |
True |
26,923 |
| 40 |
12,448.75 |
10,288.00 |
2,160.75 |
19.6% |
274.00 |
2.5% |
35% |
False |
False |
13,751 |
| 60 |
12,448.75 |
9,720.25 |
2,728.50 |
24.7% |
265.50 |
2.4% |
49% |
False |
False |
9,341 |
| 80 |
12,448.75 |
9,168.00 |
3,280.75 |
29.7% |
248.50 |
2.2% |
57% |
False |
False |
7,017 |
| 100 |
12,448.75 |
8,407.00 |
4,041.75 |
36.6% |
234.50 |
2.1% |
65% |
False |
False |
5,614 |
| 120 |
12,448.75 |
7,320.75 |
5,128.00 |
46.4% |
237.00 |
2.1% |
73% |
False |
False |
4,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,127.75 |
|
2.618 |
12,442.75 |
|
1.618 |
12,023.00 |
|
1.000 |
11,763.50 |
|
0.618 |
11,603.25 |
|
HIGH |
11,343.75 |
|
0.618 |
11,183.50 |
|
0.500 |
11,134.00 |
|
0.382 |
11,084.25 |
|
LOW |
10,924.00 |
|
0.618 |
10,664.50 |
|
1.000 |
10,504.25 |
|
1.618 |
10,244.75 |
|
2.618 |
9,825.00 |
|
4.250 |
9,140.00 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,134.00 |
11,239.00 |
| PP |
11,105.25 |
11,175.50 |
| S1 |
11,076.75 |
11,111.75 |
|