| 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 |
1,945.8 |
1,961.7 |
15.9 |
0.8% |
1,980.2 |
| High |
1,966.1 |
1,981.6 |
15.5 |
0.8% |
2,008.2 |
| Low |
1,934.6 |
1,956.3 |
21.7 |
1.1% |
1,930.0 |
| Close |
1,962.4 |
1,971.9 |
9.5 |
0.5% |
1,941.7 |
| Range |
31.5 |
25.3 |
-6.2 |
-19.7% |
78.2 |
| ATR |
41.5 |
40.3 |
-1.2 |
-2.8% |
0.0 |
| Volume |
2,793 |
2,469 |
-324 |
-11.6% |
13,348 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,045.8 |
2,034.2 |
1,985.8 |
|
| R3 |
2,020.5 |
2,008.9 |
1,978.9 |
|
| R2 |
1,995.2 |
1,995.2 |
1,976.5 |
|
| R1 |
1,983.6 |
1,983.6 |
1,974.2 |
1,989.4 |
| PP |
1,969.9 |
1,969.9 |
1,969.9 |
1,972.9 |
| S1 |
1,958.3 |
1,958.3 |
1,969.6 |
1,964.1 |
| S2 |
1,944.6 |
1,944.6 |
1,967.3 |
|
| S3 |
1,919.3 |
1,933.0 |
1,964.9 |
|
| S4 |
1,894.0 |
1,907.7 |
1,958.0 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.6 |
2,146.3 |
1,984.7 |
|
| R3 |
2,116.4 |
2,068.1 |
1,963.2 |
|
| R2 |
2,038.2 |
2,038.2 |
1,956.0 |
|
| R1 |
1,989.9 |
1,989.9 |
1,948.9 |
1,975.0 |
| PP |
1,960.0 |
1,960.0 |
1,960.0 |
1,952.5 |
| S1 |
1,911.7 |
1,911.7 |
1,934.5 |
1,896.8 |
| S2 |
1,881.8 |
1,881.8 |
1,927.4 |
|
| S3 |
1,803.6 |
1,833.5 |
1,920.2 |
|
| S4 |
1,725.4 |
1,755.3 |
1,898.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,981.6 |
1,919.3 |
62.3 |
3.2% |
30.6 |
1.5% |
84% |
True |
False |
2,719 |
| 10 |
2,008.2 |
1,919.3 |
88.9 |
4.5% |
37.0 |
1.9% |
59% |
False |
False |
2,951 |
| 20 |
2,032.5 |
1,916.8 |
115.7 |
5.9% |
41.7 |
2.1% |
48% |
False |
False |
2,997 |
| 40 |
2,099.2 |
1,828.9 |
270.3 |
13.7% |
42.2 |
2.1% |
53% |
False |
False |
3,681 |
| 60 |
2,099.2 |
1,743.2 |
356.0 |
18.1% |
35.7 |
1.8% |
64% |
False |
False |
3,009 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.3% |
33.1 |
1.7% |
68% |
False |
False |
2,687 |
| 100 |
2,099.2 |
1,684.7 |
414.5 |
21.0% |
30.5 |
1.5% |
69% |
False |
False |
2,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,089.1 |
|
2.618 |
2,047.8 |
|
1.618 |
2,022.5 |
|
1.000 |
2,006.9 |
|
0.618 |
1,997.2 |
|
HIGH |
1,981.6 |
|
0.618 |
1,971.9 |
|
0.500 |
1,969.0 |
|
0.382 |
1,966.0 |
|
LOW |
1,956.3 |
|
0.618 |
1,940.7 |
|
1.000 |
1,931.0 |
|
1.618 |
1,915.4 |
|
2.618 |
1,890.1 |
|
4.250 |
1,848.8 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,970.9 |
1,964.8 |
| PP |
1,969.9 |
1,957.6 |
| S1 |
1,969.0 |
1,950.5 |
|