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 |
5,960.0 |
5,964.5 |
4.5 |
0.1% |
5,800.0 |
High |
5,995.5 |
6,028.0 |
32.5 |
0.5% |
6,028.0 |
Low |
5,925.5 |
5,954.5 |
29.0 |
0.5% |
5,800.0 |
Close |
5,984.5 |
6,014.5 |
30.0 |
0.5% |
6,014.5 |
Range |
70.0 |
73.5 |
3.5 |
5.0% |
228.0 |
ATR |
96.5 |
94.9 |
-1.6 |
-1.7% |
0.0 |
Volume |
20,148 |
89,539 |
69,391 |
344.4% |
129,268 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,219.5 |
6,190.5 |
6,055.0 |
|
R3 |
6,146.0 |
6,117.0 |
6,034.5 |
|
R2 |
6,072.5 |
6,072.5 |
6,028.0 |
|
R1 |
6,043.5 |
6,043.5 |
6,021.0 |
6,058.0 |
PP |
5,999.0 |
5,999.0 |
5,999.0 |
6,006.0 |
S1 |
5,970.0 |
5,970.0 |
6,008.0 |
5,984.5 |
S2 |
5,925.5 |
5,925.5 |
6,001.0 |
|
S3 |
5,852.0 |
5,896.5 |
5,994.5 |
|
S4 |
5,778.5 |
5,823.0 |
5,974.0 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,631.5 |
6,551.0 |
6,140.0 |
|
R3 |
6,403.5 |
6,323.0 |
6,077.0 |
|
R2 |
6,175.5 |
6,175.5 |
6,056.5 |
|
R1 |
6,095.0 |
6,095.0 |
6,035.5 |
6,135.0 |
PP |
5,947.5 |
5,947.5 |
5,947.5 |
5,967.5 |
S1 |
5,867.0 |
5,867.0 |
5,993.5 |
5,907.0 |
S2 |
5,719.5 |
5,719.5 |
5,972.5 |
|
S3 |
5,491.5 |
5,639.0 |
5,952.0 |
|
S4 |
5,263.5 |
5,411.0 |
5,889.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,028.0 |
5,800.0 |
228.0 |
3.8% |
104.0 |
1.7% |
94% |
True |
False |
25,853 |
10 |
6,028.0 |
5,747.0 |
281.0 |
4.7% |
108.0 |
1.8% |
95% |
True |
False |
13,052 |
20 |
6,114.0 |
5,747.0 |
367.0 |
6.1% |
77.0 |
1.3% |
73% |
False |
False |
6,831 |
40 |
6,228.5 |
5,747.0 |
481.5 |
8.0% |
51.5 |
0.9% |
56% |
False |
False |
3,420 |
60 |
6,262.5 |
5,747.0 |
515.5 |
8.6% |
38.0 |
0.6% |
52% |
False |
False |
2,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,340.5 |
2.618 |
6,220.5 |
1.618 |
6,147.0 |
1.000 |
6,101.5 |
0.618 |
6,073.5 |
HIGH |
6,028.0 |
0.618 |
6,000.0 |
0.500 |
5,991.0 |
0.382 |
5,982.5 |
LOW |
5,954.5 |
0.618 |
5,909.0 |
1.000 |
5,881.0 |
1.618 |
5,835.5 |
2.618 |
5,762.0 |
4.250 |
5,642.0 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
6,007.0 |
5,987.0 |
PP |
5,999.0 |
5,959.0 |
S1 |
5,991.0 |
5,931.5 |
|