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 |
27,845 |
27,468 |
-377 |
-1.4% |
27,917 |
High |
28,033 |
27,709 |
-324 |
-1.2% |
28,283 |
Low |
27,313 |
27,318 |
5 |
0.0% |
27,066 |
Close |
27,426 |
27,493 |
67 |
0.2% |
27,493 |
Range |
720 |
391 |
-329 |
-45.7% |
1,217 |
ATR |
557 |
545 |
-12 |
-2.1% |
0 |
Volume |
16,844 |
185,655 |
168,811 |
1,002.2% |
211,229 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,680 |
28,477 |
27,708 |
|
R3 |
28,289 |
28,086 |
27,601 |
|
R2 |
27,898 |
27,898 |
27,565 |
|
R1 |
27,695 |
27,695 |
27,529 |
27,797 |
PP |
27,507 |
27,507 |
27,507 |
27,557 |
S1 |
27,304 |
27,304 |
27,457 |
27,406 |
S2 |
27,116 |
27,116 |
27,421 |
|
S3 |
26,725 |
26,913 |
27,386 |
|
S4 |
26,334 |
26,522 |
27,278 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,265 |
30,596 |
28,162 |
|
R3 |
30,048 |
29,379 |
27,828 |
|
R2 |
28,831 |
28,831 |
27,716 |
|
R1 |
28,162 |
28,162 |
27,605 |
27,888 |
PP |
27,614 |
27,614 |
27,614 |
27,477 |
S1 |
26,945 |
26,945 |
27,382 |
26,671 |
S2 |
26,397 |
26,397 |
27,270 |
|
S3 |
25,180 |
25,728 |
27,158 |
|
S4 |
23,963 |
24,511 |
26,824 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,463 |
27,066 |
1,397 |
5.1% |
804 |
2.9% |
31% |
False |
False |
42,578 |
10 |
29,050 |
27,066 |
1,984 |
7.2% |
676 |
2.5% |
22% |
False |
False |
21,527 |
20 |
29,050 |
27,066 |
1,984 |
7.2% |
499 |
1.8% |
22% |
False |
False |
10,852 |
40 |
29,050 |
25,769 |
3,281 |
11.9% |
431 |
1.6% |
53% |
False |
False |
5,486 |
60 |
29,050 |
24,644 |
4,406 |
16.0% |
494 |
1.8% |
65% |
False |
False |
3,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,371 |
2.618 |
28,733 |
1.618 |
28,342 |
1.000 |
28,100 |
0.618 |
27,951 |
HIGH |
27,709 |
0.618 |
27,560 |
0.500 |
27,514 |
0.382 |
27,467 |
LOW |
27,318 |
0.618 |
27,076 |
1.000 |
26,927 |
1.618 |
26,685 |
2.618 |
26,294 |
4.250 |
25,656 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,514 |
27,569 |
PP |
27,507 |
27,543 |
S1 |
27,500 |
27,518 |
|