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 |
1,946.8 |
1,945.8 |
-1.0 |
-0.1% |
1,980.2 |
High |
1,955.4 |
1,966.1 |
10.7 |
0.5% |
2,008.2 |
Low |
1,919.3 |
1,934.6 |
15.3 |
0.8% |
1,930.0 |
Close |
1,950.9 |
1,962.4 |
11.5 |
0.6% |
1,941.7 |
Range |
36.1 |
31.5 |
-4.6 |
-12.7% |
78.2 |
ATR |
42.2 |
41.5 |
-0.8 |
-1.8% |
0.0 |
Volume |
3,942 |
2,793 |
-1,149 |
-29.1% |
13,348 |
|
Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.9 |
2,037.1 |
1,979.7 |
|
R3 |
2,017.4 |
2,005.6 |
1,971.1 |
|
R2 |
1,985.9 |
1,985.9 |
1,968.2 |
|
R1 |
1,974.1 |
1,974.1 |
1,965.3 |
1,980.0 |
PP |
1,954.4 |
1,954.4 |
1,954.4 |
1,957.3 |
S1 |
1,942.6 |
1,942.6 |
1,959.5 |
1,948.5 |
S2 |
1,922.9 |
1,922.9 |
1,956.6 |
|
S3 |
1,891.4 |
1,911.1 |
1,953.7 |
|
S4 |
1,859.9 |
1,879.6 |
1,945.1 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,194.6 |
2,146.3 |
1,984.7 |
|
R3 |
2,116.4 |
2,068.1 |
1,963.2 |
|
R2 |
2,038.2 |
2,038.2 |
1,956.0 |
|
R1 |
1,989.9 |
1,989.9 |
1,948.9 |
1,975.0 |
PP |
1,960.0 |
1,960.0 |
1,960.0 |
1,952.5 |
S1 |
1,911.7 |
1,911.7 |
1,934.5 |
1,896.8 |
S2 |
1,881.8 |
1,881.8 |
1,927.4 |
|
S3 |
1,803.6 |
1,833.5 |
1,920.2 |
|
S4 |
1,725.4 |
1,755.3 |
1,898.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,987.3 |
1,919.3 |
68.0 |
3.5% |
33.5 |
1.7% |
63% |
False |
False |
2,779 |
10 |
2,008.2 |
1,916.8 |
91.4 |
4.7% |
39.9 |
2.0% |
50% |
False |
False |
2,965 |
20 |
2,032.5 |
1,884.0 |
148.5 |
7.6% |
44.7 |
2.3% |
53% |
False |
False |
3,176 |
40 |
2,099.2 |
1,828.9 |
270.3 |
13.8% |
41.9 |
2.1% |
49% |
False |
False |
3,644 |
60 |
2,099.2 |
1,743.2 |
356.0 |
18.1% |
35.6 |
1.8% |
62% |
False |
False |
2,978 |
80 |
2,099.2 |
1,698.4 |
400.8 |
20.4% |
33.0 |
1.7% |
66% |
False |
False |
2,663 |
100 |
2,099.2 |
1,684.7 |
414.5 |
21.1% |
30.5 |
1.6% |
67% |
False |
False |
2,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,100.0 |
2.618 |
2,048.6 |
1.618 |
2,017.1 |
1.000 |
1,997.6 |
0.618 |
1,985.6 |
HIGH |
1,966.1 |
0.618 |
1,954.1 |
0.500 |
1,950.4 |
0.382 |
1,946.6 |
LOW |
1,934.6 |
0.618 |
1,915.1 |
1.000 |
1,903.1 |
1.618 |
1,883.6 |
2.618 |
1,852.1 |
4.250 |
1,800.7 |
|
|
Fisher Pivots for day following 09-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,958.4 |
1,955.8 |
PP |
1,954.4 |
1,949.3 |
S1 |
1,950.4 |
1,942.7 |
|