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 |
1,946.48 |
1,945.95 |
-0.53 |
0.0% |
1,932.88 |
High |
1,964.61 |
1,953.42 |
-11.19 |
-0.6% |
1,964.61 |
Low |
1,942.02 |
1,938.14 |
-3.88 |
-0.2% |
1,908.38 |
Close |
1,945.94 |
1,939.68 |
-6.26 |
-0.3% |
1,939.68 |
Range |
22.59 |
15.28 |
-7.31 |
-32.4% |
56.23 |
ATR |
33.80 |
32.48 |
-1.32 |
-3.9% |
0.00 |
Volume |
7,314 |
7,272 |
-42 |
-0.6% |
35,210 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,989.59 |
1,979.91 |
1,948.08 |
|
R3 |
1,974.31 |
1,964.63 |
1,943.88 |
|
R2 |
1,959.03 |
1,959.03 |
1,942.48 |
|
R1 |
1,949.35 |
1,949.35 |
1,941.08 |
1,946.55 |
PP |
1,943.75 |
1,943.75 |
1,943.75 |
1,942.35 |
S1 |
1,934.07 |
1,934.07 |
1,938.28 |
1,931.27 |
S2 |
1,928.47 |
1,928.47 |
1,936.88 |
|
S3 |
1,913.19 |
1,918.79 |
1,935.48 |
|
S4 |
1,897.91 |
1,903.51 |
1,931.28 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,106.25 |
2,079.19 |
1,970.61 |
|
R3 |
2,050.02 |
2,022.96 |
1,955.14 |
|
R2 |
1,993.79 |
1,993.79 |
1,949.99 |
|
R1 |
1,966.73 |
1,966.73 |
1,944.83 |
1,980.26 |
PP |
1,937.56 |
1,937.56 |
1,937.56 |
1,944.32 |
S1 |
1,910.50 |
1,910.50 |
1,934.53 |
1,924.03 |
S2 |
1,881.33 |
1,881.33 |
1,929.37 |
|
S3 |
1,825.10 |
1,854.27 |
1,924.22 |
|
S4 |
1,768.87 |
1,798.04 |
1,908.75 |
|
|
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% |
22.68 |
1.2% |
56% |
False |
False |
7,042 |
10 |
1,991.22 |
1,908.38 |
82.84 |
4.3% |
24.39 |
1.3% |
38% |
False |
False |
7,206 |
20 |
2,014.05 |
1,903.83 |
110.22 |
5.7% |
34.40 |
1.8% |
33% |
False |
False |
6,790 |
40 |
2,070.48 |
1,805.91 |
264.57 |
13.6% |
37.73 |
1.9% |
51% |
False |
False |
6,628 |
60 |
2,070.48 |
1,742.29 |
328.19 |
16.9% |
30.77 |
1.6% |
60% |
False |
False |
6,567 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.5% |
28.80 |
1.5% |
67% |
False |
False |
6,316 |
100 |
2,070.48 |
1,671.36 |
399.12 |
20.6% |
27.44 |
1.4% |
67% |
False |
False |
6,253 |
120 |
2,070.48 |
1,564.96 |
505.52 |
26.1% |
27.86 |
1.4% |
74% |
False |
False |
6,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,018.36 |
2.618 |
1,993.42 |
1.618 |
1,978.14 |
1.000 |
1,968.70 |
0.618 |
1,962.86 |
HIGH |
1,953.42 |
0.618 |
1,947.58 |
0.500 |
1,945.78 |
0.382 |
1,943.98 |
LOW |
1,938.14 |
0.618 |
1,928.70 |
1.000 |
1,922.86 |
1.618 |
1,913.42 |
2.618 |
1,898.14 |
4.250 |
1,873.20 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,945.78 |
1,942.71 |
PP |
1,943.75 |
1,941.70 |
S1 |
1,941.71 |
1,940.69 |
|