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 |
11,308.25 |
11,501.43 |
193.18 |
1.7% |
12,017.46 |
High |
11,480.37 |
11,566.34 |
85.97 |
0.7% |
12,439.48 |
Low |
11,197.13 |
11,095.94 |
-101.19 |
-0.9% |
11,145.99 |
Close |
11,395.85 |
11,154.12 |
-241.73 |
-2.1% |
11,622.13 |
Range |
283.24 |
470.40 |
187.16 |
66.1% |
1,293.49 |
ATR |
292.98 |
305.65 |
12.67 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,683.33 |
12,389.13 |
11,412.84 |
|
R3 |
12,212.93 |
11,918.73 |
11,283.48 |
|
R2 |
11,742.53 |
11,742.53 |
11,240.36 |
|
R1 |
11,448.33 |
11,448.33 |
11,197.24 |
11,360.23 |
PP |
11,272.13 |
11,272.13 |
11,272.13 |
11,228.09 |
S1 |
10,977.93 |
10,977.93 |
11,111.00 |
10,889.83 |
S2 |
10,801.73 |
10,801.73 |
11,067.88 |
|
S3 |
10,331.33 |
10,507.53 |
11,024.76 |
|
S4 |
9,860.93 |
10,037.13 |
10,895.40 |
|
|
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 |
12,235.00 |
11,055.16 |
1,179.84 |
10.6% |
474.40 |
4.3% |
8% |
False |
False |
|
10 |
12,439.48 |
11,055.16 |
1,384.32 |
12.4% |
326.49 |
2.9% |
7% |
False |
False |
|
20 |
12,439.48 |
11,055.16 |
1,384.32 |
12.4% |
237.46 |
2.1% |
7% |
False |
False |
|
40 |
12,439.48 |
10,313.94 |
2,125.54 |
19.1% |
211.82 |
1.9% |
40% |
False |
False |
|
60 |
12,439.48 |
9,742.89 |
2,696.59 |
24.2% |
208.66 |
1.9% |
52% |
False |
False |
|
80 |
12,439.48 |
9,182.45 |
3,257.03 |
29.2% |
202.17 |
1.8% |
61% |
False |
False |
|
100 |
12,439.48 |
8,359.84 |
4,079.64 |
36.6% |
197.46 |
1.8% |
68% |
False |
False |
|
120 |
12,439.48 |
6,771.91 |
5,667.57 |
50.8% |
205.21 |
1.8% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,565.54 |
2.618 |
12,797.85 |
1.618 |
12,327.45 |
1.000 |
12,036.74 |
0.618 |
11,857.05 |
HIGH |
11,566.34 |
0.618 |
11,386.65 |
0.500 |
11,331.14 |
0.382 |
11,275.63 |
LOW |
11,095.94 |
0.618 |
10,805.23 |
1.000 |
10,625.54 |
1.618 |
10,334.83 |
2.618 |
9,864.43 |
4.250 |
9,096.74 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
11,331.14 |
11,310.75 |
PP |
11,272.13 |
11,258.54 |
S1 |
11,213.13 |
11,206.33 |
|