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 |
5,866.0 |
6,022.0 |
156.0 |
2.7% |
5,945.0 |
High |
6,038.0 |
6,030.5 |
-7.5 |
-0.1% |
5,999.5 |
Low |
5,865.0 |
5,949.5 |
84.5 |
1.4% |
5,776.5 |
Close |
6,027.5 |
6,015.0 |
-12.5 |
-0.2% |
5,785.0 |
Range |
173.0 |
81.0 |
-92.0 |
-53.2% |
223.0 |
ATR |
128.2 |
124.8 |
-3.4 |
-2.6% |
0.0 |
Volume |
136,961 |
132,774 |
-4,187 |
-3.1% |
560,220 |
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,241.5 |
6,209.0 |
6,059.5 |
|
R3 |
6,160.5 |
6,128.0 |
6,037.5 |
|
R2 |
6,079.5 |
6,079.5 |
6,030.0 |
|
R1 |
6,047.0 |
6,047.0 |
6,022.5 |
6,023.0 |
PP |
5,998.5 |
5,998.5 |
5,998.5 |
5,986.0 |
S1 |
5,966.0 |
5,966.0 |
6,007.5 |
5,942.0 |
S2 |
5,917.5 |
5,917.5 |
6,000.0 |
|
S3 |
5,836.5 |
5,885.0 |
5,992.5 |
|
S4 |
5,755.5 |
5,804.0 |
5,970.5 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,522.5 |
6,377.0 |
5,907.5 |
|
R3 |
6,299.5 |
6,154.0 |
5,846.5 |
|
R2 |
6,076.5 |
6,076.5 |
5,826.0 |
|
R1 |
5,931.0 |
5,931.0 |
5,805.5 |
5,892.0 |
PP |
5,853.5 |
5,853.5 |
5,853.5 |
5,834.5 |
S1 |
5,708.0 |
5,708.0 |
5,764.5 |
5,669.0 |
S2 |
5,630.5 |
5,630.5 |
5,744.0 |
|
S3 |
5,407.5 |
5,485.0 |
5,723.5 |
|
S4 |
5,184.5 |
5,262.0 |
5,662.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,038.0 |
5,776.5 |
261.5 |
4.3% |
128.5 |
2.1% |
91% |
False |
False |
127,433 |
10 |
6,059.5 |
5,776.5 |
283.0 |
4.7% |
127.0 |
2.1% |
84% |
False |
False |
121,074 |
20 |
6,245.0 |
5,776.5 |
468.5 |
7.8% |
116.0 |
1.9% |
51% |
False |
False |
98,954 |
40 |
6,283.0 |
5,776.5 |
506.5 |
8.4% |
112.5 |
1.9% |
47% |
False |
False |
92,281 |
60 |
6,302.5 |
5,776.5 |
526.0 |
8.7% |
120.5 |
2.0% |
45% |
False |
False |
91,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,375.0 |
2.618 |
6,242.5 |
1.618 |
6,161.5 |
1.000 |
6,111.5 |
0.618 |
6,080.5 |
HIGH |
6,030.5 |
0.618 |
5,999.5 |
0.500 |
5,990.0 |
0.382 |
5,980.5 |
LOW |
5,949.5 |
0.618 |
5,899.5 |
1.000 |
5,868.5 |
1.618 |
5,818.5 |
2.618 |
5,737.5 |
4.250 |
5,605.0 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
6,006.5 |
5,994.0 |
PP |
5,998.5 |
5,972.5 |
S1 |
5,990.0 |
5,951.5 |
|