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 |
353.4230 |
365.5700 |
12.1470 |
3.4% |
345.2410 |
High |
377.3380 |
372.3280 |
-5.0100 |
-1.3% |
377.3380 |
Low |
350.6310 |
356.3130 |
5.6820 |
1.6% |
326.3400 |
Close |
365.5870 |
368.6370 |
3.0500 |
0.8% |
368.6370 |
Range |
26.7070 |
16.0150 |
-10.6920 |
-40.0% |
50.9980 |
ATR |
34.9339 |
33.5826 |
-1.3514 |
-3.9% |
0.0000 |
Volume |
709,508 |
556,875 |
-152,633 |
-21.5% |
2,607,727 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
413.8043 |
407.2357 |
377.4453 |
|
R3 |
397.7893 |
391.2207 |
373.0411 |
|
R2 |
381.7743 |
381.7743 |
371.5731 |
|
R1 |
375.2057 |
375.2057 |
370.1050 |
378.4900 |
PP |
365.7593 |
365.7593 |
365.7593 |
367.4015 |
S1 |
359.1907 |
359.1907 |
367.1690 |
362.4750 |
S2 |
349.7443 |
349.7443 |
365.7009 |
|
S3 |
333.7293 |
343.1757 |
364.2329 |
|
S4 |
317.7143 |
327.1607 |
359.8288 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
510.4323 |
490.5327 |
396.6859 |
|
R3 |
459.4343 |
439.5347 |
382.6615 |
|
R2 |
408.4363 |
408.4363 |
377.9866 |
|
R1 |
388.5367 |
388.5367 |
373.3118 |
398.4865 |
PP |
357.4383 |
357.4383 |
357.4383 |
362.4133 |
S1 |
337.5387 |
337.5387 |
363.9622 |
347.4885 |
S2 |
306.4403 |
306.4403 |
359.2874 |
|
S3 |
255.4423 |
286.5407 |
354.6126 |
|
S4 |
204.4443 |
235.5427 |
340.5881 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
407.2910 |
326.3400 |
80.9510 |
22.0% |
29.6518 |
8.0% |
52% |
False |
False |
892,723 |
10 |
488.1230 |
326.3400 |
161.7830 |
43.9% |
39.5160 |
10.7% |
26% |
False |
False |
1,104,164 |
20 |
488.1230 |
326.3400 |
161.7830 |
43.9% |
33.2831 |
9.0% |
26% |
False |
False |
993,315 |
40 |
488.1230 |
231.7680 |
256.3550 |
69.5% |
29.0243 |
7.9% |
53% |
False |
False |
1,002,749 |
60 |
488.1230 |
216.4670 |
271.6560 |
73.7% |
22.4298 |
6.1% |
56% |
False |
False |
848,214 |
80 |
488.1230 |
196.4550 |
291.6680 |
79.1% |
19.9117 |
5.4% |
59% |
False |
False |
804,412 |
100 |
488.1230 |
176.6020 |
311.5210 |
84.5% |
18.8482 |
5.1% |
62% |
False |
False |
837,988 |
120 |
488.1230 |
123.9440 |
364.1790 |
98.8% |
17.8196 |
4.8% |
67% |
False |
False |
859,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
440.3918 |
2.618 |
414.2553 |
1.618 |
398.2403 |
1.000 |
388.3430 |
0.618 |
382.2253 |
HIGH |
372.3280 |
0.618 |
366.2103 |
0.500 |
364.3205 |
0.382 |
362.4307 |
LOW |
356.3130 |
0.618 |
346.4157 |
1.000 |
340.2980 |
1.618 |
330.4007 |
2.618 |
314.3857 |
4.250 |
288.2493 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
367.1982 |
363.0377 |
PP |
365.7593 |
357.4383 |
S1 |
364.3205 |
351.8390 |
|