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 |
3,386.50 |
3,334.75 |
-51.75 |
-1.5% |
3,410.00 |
High |
3,414.00 |
3,364.75 |
-49.25 |
-1.4% |
3,436.50 |
Low |
3,316.75 |
3,298.25 |
-18.50 |
-0.6% |
3,285.50 |
Close |
3,330.00 |
3,323.25 |
-6.75 |
-0.2% |
3,323.25 |
Range |
97.25 |
66.50 |
-30.75 |
-31.6% |
151.00 |
ATR |
67.77 |
67.68 |
-0.09 |
-0.1% |
0.00 |
Volume |
544,080 |
2,034,367 |
1,490,287 |
273.9% |
2,762,378 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,528.25 |
3,492.25 |
3,359.75 |
|
R3 |
3,461.75 |
3,425.75 |
3,341.50 |
|
R2 |
3,395.25 |
3,395.25 |
3,335.50 |
|
R1 |
3,359.25 |
3,359.25 |
3,329.25 |
3,344.00 |
PP |
3,328.75 |
3,328.75 |
3,328.75 |
3,321.00 |
S1 |
3,292.75 |
3,292.75 |
3,317.25 |
3,277.50 |
S2 |
3,262.25 |
3,262.25 |
3,311.00 |
|
S3 |
3,195.75 |
3,226.25 |
3,305.00 |
|
S4 |
3,129.25 |
3,159.75 |
3,286.75 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,801.50 |
3,713.25 |
3,406.25 |
|
R3 |
3,650.50 |
3,562.25 |
3,364.75 |
|
R2 |
3,499.50 |
3,499.50 |
3,351.00 |
|
R1 |
3,411.25 |
3,411.25 |
3,337.00 |
3,380.00 |
PP |
3,348.50 |
3,348.50 |
3,348.50 |
3,332.75 |
S1 |
3,260.25 |
3,260.25 |
3,309.50 |
3,229.00 |
S2 |
3,197.50 |
3,197.50 |
3,295.50 |
|
S3 |
3,046.50 |
3,109.25 |
3,281.75 |
|
S4 |
2,895.50 |
2,958.25 |
3,240.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,473.50 |
3,285.50 |
188.00 |
5.7% |
109.50 |
3.3% |
20% |
False |
False |
562,017 |
10 |
3,576.25 |
3,285.50 |
290.75 |
8.7% |
87.75 |
2.6% |
13% |
False |
False |
288,568 |
20 |
3,576.25 |
3,285.50 |
290.75 |
8.7% |
60.00 |
1.8% |
13% |
False |
False |
146,271 |
40 |
3,576.25 |
3,179.75 |
396.50 |
11.9% |
52.25 |
1.6% |
36% |
False |
False |
74,580 |
60 |
3,576.25 |
2,972.00 |
604.25 |
18.2% |
57.75 |
1.7% |
58% |
False |
False |
50,417 |
80 |
3,576.25 |
2,891.00 |
685.25 |
20.6% |
60.75 |
1.8% |
63% |
False |
False |
38,015 |
100 |
3,576.25 |
2,712.75 |
863.50 |
26.0% |
62.75 |
1.9% |
71% |
False |
False |
30,936 |
120 |
3,576.25 |
2,234.00 |
1,342.25 |
40.4% |
71.25 |
2.1% |
81% |
False |
False |
25,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,647.50 |
2.618 |
3,538.75 |
1.618 |
3,472.25 |
1.000 |
3,431.25 |
0.618 |
3,405.75 |
HIGH |
3,364.75 |
0.618 |
3,339.25 |
0.500 |
3,331.50 |
0.382 |
3,323.75 |
LOW |
3,298.25 |
0.618 |
3,257.25 |
1.000 |
3,231.75 |
1.618 |
3,190.75 |
2.618 |
3,124.25 |
4.250 |
3,015.50 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,331.50 |
3,349.75 |
PP |
3,328.75 |
3,341.00 |
S1 |
3,326.00 |
3,332.00 |
|