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 |
1,955.3 |
1,953.8 |
-1.5 |
-0.1% |
1,938.0 |
High |
1,975.2 |
1,963.4 |
-11.8 |
-0.6% |
1,975.2 |
Low |
1,948.6 |
1,944.0 |
-4.6 |
-0.2% |
1,911.7 |
Close |
1,964.3 |
1,947.9 |
-16.4 |
-0.8% |
1,947.9 |
Range |
26.6 |
19.4 |
-7.2 |
-27.1% |
63.5 |
ATR |
41.5 |
40.0 |
-1.5 |
-3.7% |
0.0 |
Volume |
271,478 |
205,234 |
-66,244 |
-24.4% |
1,119,907 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.0 |
1,998.3 |
1,958.6 |
|
R3 |
1,990.6 |
1,978.9 |
1,953.2 |
|
R2 |
1,971.2 |
1,971.2 |
1,951.5 |
|
R1 |
1,959.5 |
1,959.5 |
1,949.7 |
1,955.7 |
PP |
1,951.8 |
1,951.8 |
1,951.8 |
1,949.8 |
S1 |
1,940.1 |
1,940.1 |
1,946.1 |
1,936.3 |
S2 |
1,932.4 |
1,932.4 |
1,944.3 |
|
S3 |
1,913.0 |
1,920.7 |
1,942.6 |
|
S4 |
1,893.6 |
1,901.3 |
1,937.2 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,135.4 |
2,105.2 |
1,982.8 |
|
R3 |
2,071.9 |
2,041.7 |
1,965.4 |
|
R2 |
2,008.4 |
2,008.4 |
1,959.5 |
|
R1 |
1,978.2 |
1,978.2 |
1,953.7 |
1,993.3 |
PP |
1,944.9 |
1,944.9 |
1,944.9 |
1,952.5 |
S1 |
1,914.7 |
1,914.7 |
1,942.1 |
1,929.8 |
S2 |
1,881.4 |
1,881.4 |
1,936.3 |
|
S3 |
1,817.9 |
1,851.2 |
1,930.4 |
|
S4 |
1,754.4 |
1,787.7 |
1,913.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,975.2 |
1,911.7 |
63.5 |
3.3% |
30.2 |
1.6% |
57% |
False |
False |
284,929 |
10 |
2,001.2 |
1,911.7 |
89.5 |
4.6% |
33.2 |
1.7% |
40% |
False |
False |
294,437 |
20 |
2,024.6 |
1,908.4 |
116.2 |
6.0% |
41.1 |
2.1% |
34% |
False |
False |
319,424 |
40 |
2,089.2 |
1,821.0 |
268.2 |
13.8% |
43.4 |
2.2% |
47% |
False |
False |
271,221 |
60 |
2,089.2 |
1,739.6 |
349.6 |
17.9% |
37.1 |
1.9% |
60% |
False |
False |
186,934 |
80 |
2,089.2 |
1,690.1 |
399.1 |
20.5% |
34.9 |
1.8% |
65% |
False |
False |
141,638 |
100 |
2,089.2 |
1,687.8 |
401.4 |
20.6% |
34.1 |
1.8% |
65% |
False |
False |
114,239 |
120 |
2,089.2 |
1,577.7 |
511.5 |
26.3% |
36.9 |
1.9% |
72% |
False |
False |
96,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,045.9 |
2.618 |
2,014.2 |
1.618 |
1,994.8 |
1.000 |
1,982.8 |
0.618 |
1,975.4 |
HIGH |
1,963.4 |
0.618 |
1,956.0 |
0.500 |
1,953.7 |
0.382 |
1,951.4 |
LOW |
1,944.0 |
0.618 |
1,932.0 |
1.000 |
1,924.6 |
1.618 |
1,912.6 |
2.618 |
1,893.2 |
4.250 |
1,861.6 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,953.7 |
1,950.8 |
PP |
1,951.8 |
1,949.8 |
S1 |
1,949.8 |
1,948.9 |
|