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 |
1,961.7 |
1,961.3 |
-0.4 |
0.0% |
1,946.8 |
High |
1,981.6 |
1,970.7 |
-10.9 |
-0.6% |
1,981.6 |
Low |
1,956.3 |
1,951.8 |
-4.5 |
-0.2% |
1,919.3 |
Close |
1,971.9 |
1,955.7 |
-16.2 |
-0.8% |
1,955.7 |
Range |
25.3 |
18.9 |
-6.4 |
-25.3% |
62.3 |
ATR |
40.3 |
38.9 |
-1.4 |
-3.6% |
0.0 |
Volume |
2,469 |
2,551 |
82 |
3.3% |
11,755 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,016.1 |
2,004.8 |
1,966.1 |
|
R3 |
1,997.2 |
1,985.9 |
1,960.9 |
|
R2 |
1,978.3 |
1,978.3 |
1,959.2 |
|
R1 |
1,967.0 |
1,967.0 |
1,957.4 |
1,963.2 |
PP |
1,959.4 |
1,959.4 |
1,959.4 |
1,957.5 |
S1 |
1,948.1 |
1,948.1 |
1,954.0 |
1,944.3 |
S2 |
1,940.5 |
1,940.5 |
1,952.2 |
|
S3 |
1,921.6 |
1,929.2 |
1,950.5 |
|
S4 |
1,902.7 |
1,910.3 |
1,945.3 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,139.1 |
2,109.7 |
1,990.0 |
|
R3 |
2,076.8 |
2,047.4 |
1,972.8 |
|
R2 |
2,014.5 |
2,014.5 |
1,967.1 |
|
R1 |
1,985.1 |
1,985.1 |
1,961.4 |
1,999.8 |
PP |
1,952.2 |
1,952.2 |
1,952.2 |
1,959.6 |
S1 |
1,922.8 |
1,922.8 |
1,950.0 |
1,937.5 |
S2 |
1,889.9 |
1,889.9 |
1,944.3 |
|
S3 |
1,827.6 |
1,860.5 |
1,938.6 |
|
S4 |
1,765.3 |
1,798.2 |
1,921.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,981.6 |
1,919.3 |
62.3 |
3.2% |
28.7 |
1.5% |
58% |
False |
False |
2,753 |
10 |
2,008.2 |
1,919.3 |
88.9 |
4.5% |
31.8 |
1.6% |
41% |
False |
False |
2,859 |
20 |
2,032.5 |
1,916.8 |
115.7 |
5.9% |
40.1 |
2.0% |
34% |
False |
False |
2,898 |
40 |
2,099.2 |
1,829.7 |
269.5 |
13.8% |
42.1 |
2.2% |
47% |
False |
False |
3,701 |
60 |
2,099.2 |
1,749.0 |
350.2 |
17.9% |
35.7 |
1.8% |
59% |
False |
False |
3,020 |
80 |
2,099.2 |
1,698.4 |
400.8 |
20.5% |
33.1 |
1.7% |
64% |
False |
False |
2,707 |
100 |
2,099.2 |
1,689.2 |
410.0 |
21.0% |
30.5 |
1.6% |
65% |
False |
False |
2,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,051.0 |
2.618 |
2,020.2 |
1.618 |
2,001.3 |
1.000 |
1,989.6 |
0.618 |
1,982.4 |
HIGH |
1,970.7 |
0.618 |
1,963.5 |
0.500 |
1,961.3 |
0.382 |
1,959.0 |
LOW |
1,951.8 |
0.618 |
1,940.1 |
1.000 |
1,932.9 |
1.618 |
1,921.2 |
2.618 |
1,902.3 |
4.250 |
1,871.5 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,961.3 |
1,958.1 |
PP |
1,959.4 |
1,957.3 |
S1 |
1,957.6 |
1,956.5 |
|