Trading Metrics calculated at close of trading on 09-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,928.41 |
1,931.08 |
2.67 |
0.1% |
1,964.06 |
High |
1,939.80 |
1,949.99 |
10.19 |
0.5% |
1,991.22 |
Low |
1,908.38 |
1,920.81 |
12.43 |
0.7% |
1,918.66 |
Close |
1,931.09 |
1,946.47 |
15.38 |
0.8% |
1,932.85 |
Range |
31.42 |
29.18 |
-2.24 |
-7.1% |
72.56 |
ATR |
35.08 |
34.66 |
-0.42 |
-1.2% |
0.00 |
Volume |
7,440 |
7,051 |
-389 |
-5.2% |
36,850 |
|
Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,026.63 |
2,015.73 |
1,962.52 |
|
R3 |
1,997.45 |
1,986.55 |
1,954.49 |
|
R2 |
1,968.27 |
1,968.27 |
1,951.82 |
|
R1 |
1,957.37 |
1,957.37 |
1,949.14 |
1,962.82 |
PP |
1,939.09 |
1,939.09 |
1,939.09 |
1,941.82 |
S1 |
1,928.19 |
1,928.19 |
1,943.80 |
1,933.64 |
S2 |
1,909.91 |
1,909.91 |
1,941.12 |
|
S3 |
1,880.73 |
1,899.01 |
1,938.45 |
|
S4 |
1,851.55 |
1,869.83 |
1,930.42 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,165.26 |
2,121.61 |
1,972.76 |
|
R3 |
2,092.70 |
2,049.05 |
1,952.80 |
|
R2 |
2,020.14 |
2,020.14 |
1,946.15 |
|
R1 |
1,976.49 |
1,976.49 |
1,939.50 |
1,962.04 |
PP |
1,947.58 |
1,947.58 |
1,947.58 |
1,940.35 |
S1 |
1,903.93 |
1,903.93 |
1,926.20 |
1,889.48 |
S2 |
1,875.02 |
1,875.02 |
1,919.55 |
|
S3 |
1,802.46 |
1,831.37 |
1,912.90 |
|
S4 |
1,729.90 |
1,758.81 |
1,892.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,950.16 |
1,908.38 |
41.78 |
2.1% |
24.62 |
1.3% |
91% |
False |
False |
7,009 |
10 |
1,991.22 |
1,908.38 |
82.84 |
4.3% |
30.39 |
1.6% |
46% |
False |
False |
7,099 |
20 |
2,014.05 |
1,903.83 |
110.22 |
5.7% |
36.36 |
1.9% |
39% |
False |
False |
6,631 |
40 |
2,070.48 |
1,795.06 |
275.42 |
14.1% |
37.60 |
1.9% |
55% |
False |
False |
6,605 |
60 |
2,070.48 |
1,717.60 |
352.88 |
18.1% |
30.80 |
1.6% |
65% |
False |
False |
6,510 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.4% |
28.86 |
1.5% |
69% |
False |
False |
6,269 |
100 |
2,070.48 |
1,671.36 |
399.12 |
20.5% |
27.61 |
1.4% |
69% |
False |
False |
6,229 |
120 |
2,070.48 |
1,564.96 |
505.52 |
26.0% |
28.02 |
1.4% |
75% |
False |
False |
6,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,074.01 |
2.618 |
2,026.38 |
1.618 |
1,997.20 |
1.000 |
1,979.17 |
0.618 |
1,968.02 |
HIGH |
1,949.99 |
0.618 |
1,938.84 |
0.500 |
1,935.40 |
0.382 |
1,931.96 |
LOW |
1,920.81 |
0.618 |
1,902.78 |
1.000 |
1,891.63 |
1.618 |
1,873.60 |
2.618 |
1,844.42 |
4.250 |
1,796.80 |
|
|
Fisher Pivots for day following 09-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,942.78 |
1,940.71 |
PP |
1,939.09 |
1,934.95 |
S1 |
1,935.40 |
1,929.19 |
|