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 |
3,325.0 |
3,282.0 |
-43.0 |
-1.3% |
3,305.0 |
High |
3,331.0 |
3,318.0 |
-13.0 |
-0.4% |
3,336.0 |
Low |
3,270.0 |
3,280.0 |
10.0 |
0.3% |
3,228.0 |
Close |
3,303.0 |
3,309.0 |
6.0 |
0.2% |
3,309.0 |
Range |
61.0 |
38.0 |
-23.0 |
-37.7% |
108.0 |
ATR |
70.8 |
68.4 |
-2.3 |
-3.3% |
0.0 |
Volume |
266,188 |
391,072 |
124,884 |
46.9% |
800,047 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,416.3 |
3,400.7 |
3,329.9 |
|
R3 |
3,378.3 |
3,362.7 |
3,319.5 |
|
R2 |
3,340.3 |
3,340.3 |
3,316.0 |
|
R1 |
3,324.7 |
3,324.7 |
3,312.5 |
3,332.5 |
PP |
3,302.3 |
3,302.3 |
3,302.3 |
3,306.3 |
S1 |
3,286.7 |
3,286.7 |
3,305.5 |
3,294.5 |
S2 |
3,264.3 |
3,264.3 |
3,302.0 |
|
S3 |
3,226.3 |
3,248.7 |
3,298.6 |
|
S4 |
3,188.3 |
3,210.7 |
3,288.1 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,615.0 |
3,570.0 |
3,368.4 |
|
R3 |
3,507.0 |
3,462.0 |
3,338.7 |
|
R2 |
3,399.0 |
3,399.0 |
3,328.8 |
|
R1 |
3,354.0 |
3,354.0 |
3,318.9 |
3,376.5 |
PP |
3,291.0 |
3,291.0 |
3,291.0 |
3,302.3 |
S1 |
3,246.0 |
3,246.0 |
3,299.1 |
3,268.5 |
S2 |
3,183.0 |
3,183.0 |
3,289.2 |
|
S3 |
3,075.0 |
3,138.0 |
3,279.3 |
|
S4 |
2,967.0 |
3,030.0 |
3,249.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,336.0 |
3,223.0 |
113.0 |
3.4% |
77.0 |
2.3% |
76% |
False |
False |
166,733 |
10 |
3,385.0 |
3,223.0 |
162.0 |
4.9% |
77.8 |
2.4% |
53% |
False |
False |
89,059 |
20 |
3,385.0 |
3,204.0 |
181.0 |
5.5% |
64.0 |
1.9% |
58% |
False |
False |
46,449 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
57.6 |
1.7% |
60% |
False |
False |
24,418 |
60 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
57.1 |
1.7% |
60% |
False |
False |
17,275 |
80 |
3,430.0 |
2,826.0 |
604.0 |
18.3% |
53.9 |
1.6% |
80% |
False |
False |
15,431 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.1% |
48.2 |
1.5% |
84% |
False |
False |
14,657 |
120 |
3,430.0 |
2,612.0 |
818.0 |
24.7% |
43.0 |
1.3% |
85% |
False |
False |
15,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,479.5 |
2.618 |
3,417.5 |
1.618 |
3,379.5 |
1.000 |
3,356.0 |
0.618 |
3,341.5 |
HIGH |
3,318.0 |
0.618 |
3,303.5 |
0.500 |
3,299.0 |
0.382 |
3,294.5 |
LOW |
3,280.0 |
0.618 |
3,256.5 |
1.000 |
3,242.0 |
1.618 |
3,218.5 |
2.618 |
3,180.5 |
4.250 |
3,118.5 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,305.7 |
3,300.3 |
PP |
3,302.3 |
3,291.7 |
S1 |
3,299.0 |
3,283.0 |
|