Trading Metrics calculated at close of trading on 08-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
11,710.99 |
11,157.84 |
-553.15 |
-4.7% |
12,017.46 |
High |
11,846.18 |
11,400.45 |
-445.73 |
-3.8% |
12,439.48 |
Low |
11,145.99 |
11,055.16 |
-90.83 |
-0.8% |
11,145.99 |
Close |
11,622.13 |
11,068.26 |
-553.87 |
-4.8% |
11,622.13 |
Range |
700.19 |
345.29 |
-354.90 |
-50.7% |
1,293.49 |
ATR |
262.04 |
283.82 |
21.78 |
8.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,210.49 |
11,984.67 |
11,258.17 |
|
R3 |
11,865.20 |
11,639.38 |
11,163.21 |
|
R2 |
11,519.91 |
11,519.91 |
11,131.56 |
|
R1 |
11,294.09 |
11,294.09 |
11,099.91 |
11,234.36 |
PP |
11,174.62 |
11,174.62 |
11,174.62 |
11,144.76 |
S1 |
10,948.80 |
10,948.80 |
11,036.61 |
10,889.07 |
S2 |
10,829.33 |
10,829.33 |
11,004.96 |
|
S3 |
10,484.04 |
10,603.51 |
10,973.31 |
|
S4 |
10,138.75 |
10,258.22 |
10,878.35 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,616.34 |
14,912.72 |
12,333.55 |
|
R3 |
14,322.85 |
13,619.23 |
11,977.84 |
|
R2 |
13,029.36 |
13,029.36 |
11,859.27 |
|
R1 |
12,325.74 |
12,325.74 |
11,740.70 |
12,030.81 |
PP |
11,735.87 |
11,735.87 |
11,735.87 |
11,588.40 |
S1 |
11,032.25 |
11,032.25 |
11,503.56 |
10,737.32 |
S2 |
10,442.38 |
10,442.38 |
11,384.99 |
|
S3 |
9,148.89 |
9,738.76 |
11,266.42 |
|
S4 |
7,855.40 |
8,445.27 |
10,910.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,439.48 |
11,055.16 |
1,384.32 |
12.5% |
409.87 |
3.7% |
1% |
False |
True |
|
10 |
12,439.48 |
11,055.16 |
1,384.32 |
12.5% |
286.60 |
2.6% |
1% |
False |
True |
|
20 |
12,439.48 |
10,855.06 |
1,584.42 |
14.3% |
222.54 |
2.0% |
13% |
False |
False |
|
40 |
12,439.48 |
10,313.94 |
2,125.54 |
19.2% |
206.49 |
1.9% |
35% |
False |
False |
|
60 |
12,439.48 |
9,489.58 |
2,949.90 |
26.7% |
204.84 |
1.9% |
54% |
False |
False |
|
80 |
12,439.48 |
8,958.08 |
3,481.40 |
31.5% |
196.73 |
1.8% |
61% |
False |
False |
|
100 |
12,439.48 |
8,359.84 |
4,079.64 |
36.9% |
192.97 |
1.7% |
66% |
False |
False |
|
120 |
12,439.48 |
6,771.91 |
5,667.57 |
51.2% |
207.20 |
1.9% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,867.93 |
2.618 |
12,304.42 |
1.618 |
11,959.13 |
1.000 |
11,745.74 |
0.618 |
11,613.84 |
HIGH |
11,400.45 |
0.618 |
11,268.55 |
0.500 |
11,227.81 |
0.382 |
11,187.06 |
LOW |
11,055.16 |
0.618 |
10,841.77 |
1.000 |
10,709.87 |
1.618 |
10,496.48 |
2.618 |
10,151.19 |
4.250 |
9,587.68 |
|
|
Fisher Pivots for day following 08-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
11,227.81 |
11,645.08 |
PP |
11,174.62 |
11,452.81 |
S1 |
11,121.44 |
11,260.53 |
|