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 |
27,376 |
27,944 |
568 |
2.1% |
28,679 |
High |
28,196 |
28,159 |
-37 |
-0.1% |
29,180 |
Low |
27,185 |
27,432 |
247 |
0.9% |
27,643 |
Close |
27,972 |
27,545 |
-427 |
-1.5% |
28,074 |
Range |
1,011 |
727 |
-284 |
-28.1% |
1,537 |
ATR |
557 |
569 |
12 |
2.2% |
0 |
Volume |
220,385 |
228,783 |
8,398 |
3.8% |
1,283,905 |
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,893 |
29,446 |
27,945 |
|
R3 |
29,166 |
28,719 |
27,745 |
|
R2 |
28,439 |
28,439 |
27,678 |
|
R1 |
27,992 |
27,992 |
27,612 |
27,852 |
PP |
27,712 |
27,712 |
27,712 |
27,642 |
S1 |
27,265 |
27,265 |
27,478 |
27,125 |
S2 |
26,985 |
26,985 |
27,412 |
|
S3 |
26,258 |
26,538 |
27,345 |
|
S4 |
25,531 |
25,811 |
27,145 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,910 |
32,029 |
28,919 |
|
R3 |
31,373 |
30,492 |
28,497 |
|
R2 |
29,836 |
29,836 |
28,356 |
|
R1 |
28,955 |
28,955 |
28,215 |
28,627 |
PP |
28,299 |
28,299 |
28,299 |
28,135 |
S1 |
27,418 |
27,418 |
27,933 |
27,090 |
S2 |
26,762 |
26,762 |
27,792 |
|
S3 |
25,225 |
25,881 |
27,651 |
|
S4 |
23,688 |
24,344 |
27,229 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,180 |
27,185 |
1,995 |
7.2% |
956 |
3.5% |
18% |
False |
False |
310,183 |
10 |
29,180 |
27,185 |
1,995 |
7.2% |
685 |
2.5% |
18% |
False |
False |
247,493 |
20 |
29,180 |
27,185 |
1,995 |
7.2% |
501 |
1.8% |
18% |
False |
False |
200,148 |
40 |
29,180 |
25,881 |
3,299 |
12.0% |
447 |
1.6% |
50% |
False |
False |
187,075 |
60 |
29,180 |
24,743 |
4,437 |
16.1% |
515 |
1.9% |
63% |
False |
False |
202,374 |
80 |
29,180 |
23,986 |
5,194 |
18.9% |
559 |
2.0% |
69% |
False |
False |
162,376 |
100 |
29,180 |
22,629 |
6,551 |
23.8% |
568 |
2.1% |
75% |
False |
False |
129,928 |
120 |
29,180 |
17,992 |
11,188 |
40.6% |
655 |
2.4% |
85% |
False |
False |
108,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,249 |
2.618 |
30,062 |
1.618 |
29,335 |
1.000 |
28,886 |
0.618 |
28,608 |
HIGH |
28,159 |
0.618 |
27,881 |
0.500 |
27,796 |
0.382 |
27,710 |
LOW |
27,432 |
0.618 |
26,983 |
1.000 |
26,705 |
1.618 |
26,256 |
2.618 |
25,529 |
4.250 |
24,342 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,796 |
27,795 |
PP |
27,712 |
27,711 |
S1 |
27,629 |
27,628 |
|