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 |
1,931.08 |
1,946.48 |
15.40 |
0.8% |
1,964.06 |
High |
1,949.99 |
1,964.61 |
14.62 |
0.7% |
1,991.22 |
Low |
1,920.81 |
1,942.02 |
21.21 |
1.1% |
1,918.66 |
Close |
1,946.47 |
1,945.94 |
-0.53 |
0.0% |
1,932.85 |
Range |
29.18 |
22.59 |
-6.59 |
-22.6% |
72.56 |
ATR |
34.66 |
33.80 |
-0.86 |
-2.5% |
0.00 |
Volume |
7,051 |
7,314 |
263 |
3.7% |
36,850 |
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,018.63 |
2,004.87 |
1,958.36 |
|
R3 |
1,996.04 |
1,982.28 |
1,952.15 |
|
R2 |
1,973.45 |
1,973.45 |
1,950.08 |
|
R1 |
1,959.69 |
1,959.69 |
1,948.01 |
1,955.28 |
PP |
1,950.86 |
1,950.86 |
1,950.86 |
1,948.65 |
S1 |
1,937.10 |
1,937.10 |
1,943.87 |
1,932.69 |
S2 |
1,928.27 |
1,928.27 |
1,941.80 |
|
S3 |
1,905.68 |
1,914.51 |
1,939.73 |
|
S4 |
1,883.09 |
1,891.92 |
1,933.52 |
|
|
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 |
1,964.61 |
1,908.38 |
56.23 |
2.9% |
24.07 |
1.2% |
67% |
True |
False |
6,986 |
10 |
1,991.22 |
1,908.38 |
82.84 |
4.3% |
27.69 |
1.4% |
45% |
False |
False |
7,200 |
20 |
2,014.05 |
1,903.83 |
110.22 |
5.7% |
34.93 |
1.8% |
38% |
False |
False |
6,717 |
40 |
2,070.48 |
1,796.06 |
274.42 |
14.1% |
37.72 |
1.9% |
55% |
False |
False |
6,616 |
60 |
2,070.48 |
1,721.33 |
349.15 |
17.9% |
30.89 |
1.6% |
64% |
False |
False |
6,539 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.4% |
28.79 |
1.5% |
69% |
False |
False |
6,293 |
100 |
2,070.48 |
1,671.36 |
399.12 |
20.5% |
27.54 |
1.4% |
69% |
False |
False |
6,243 |
120 |
2,070.48 |
1,564.96 |
505.52 |
26.0% |
27.86 |
1.4% |
75% |
False |
False |
6,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,060.62 |
2.618 |
2,023.75 |
1.618 |
2,001.16 |
1.000 |
1,987.20 |
0.618 |
1,978.57 |
HIGH |
1,964.61 |
0.618 |
1,955.98 |
0.500 |
1,953.32 |
0.382 |
1,950.65 |
LOW |
1,942.02 |
0.618 |
1,928.06 |
1.000 |
1,919.43 |
1.618 |
1,905.47 |
2.618 |
1,882.88 |
4.250 |
1,846.01 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,953.32 |
1,942.79 |
PP |
1,950.86 |
1,939.64 |
S1 |
1,948.40 |
1,936.50 |
|