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 |
11,501.43 |
11,251.19 |
-250.24 |
-2.2% |
11,157.84 |
High |
11,566.34 |
11,280.41 |
-285.93 |
-2.5% |
11,566.34 |
Low |
11,095.94 |
10,945.22 |
-150.72 |
-1.4% |
10,945.22 |
Close |
11,154.12 |
11,087.40 |
-66.72 |
-0.6% |
11,087.40 |
Range |
470.40 |
335.19 |
-135.21 |
-28.7% |
621.12 |
ATR |
305.65 |
307.76 |
2.11 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,109.91 |
11,933.85 |
11,271.75 |
|
R3 |
11,774.72 |
11,598.66 |
11,179.58 |
|
R2 |
11,439.53 |
11,439.53 |
11,148.85 |
|
R1 |
11,263.47 |
11,263.47 |
11,118.13 |
11,183.91 |
PP |
11,104.34 |
11,104.34 |
11,104.34 |
11,064.56 |
S1 |
10,928.28 |
10,928.28 |
11,056.67 |
10,848.72 |
S2 |
10,769.15 |
10,769.15 |
11,025.95 |
|
S3 |
10,433.96 |
10,593.09 |
10,995.22 |
|
S4 |
10,098.77 |
10,257.90 |
10,903.05 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,063.01 |
12,696.33 |
11,429.02 |
|
R3 |
12,441.89 |
12,075.21 |
11,258.21 |
|
R2 |
11,820.77 |
11,820.77 |
11,201.27 |
|
R1 |
11,454.09 |
11,454.09 |
11,144.34 |
11,326.87 |
PP |
11,199.65 |
11,199.65 |
11,199.65 |
11,136.05 |
S1 |
10,832.97 |
10,832.97 |
11,030.46 |
10,705.75 |
S2 |
10,578.53 |
10,578.53 |
10,973.53 |
|
S3 |
9,957.41 |
10,211.85 |
10,916.59 |
|
S4 |
9,336.29 |
9,590.73 |
10,745.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,846.18 |
10,945.22 |
900.96 |
8.1% |
426.86 |
3.8% |
16% |
False |
True |
|
10 |
12,439.48 |
10,945.22 |
1,494.26 |
13.5% |
339.50 |
3.1% |
10% |
False |
True |
|
20 |
12,439.48 |
10,945.22 |
1,494.26 |
13.5% |
247.64 |
2.2% |
10% |
False |
True |
|
40 |
12,439.48 |
10,313.94 |
2,125.54 |
19.2% |
216.10 |
1.9% |
36% |
False |
False |
|
60 |
12,439.48 |
9,742.89 |
2,696.59 |
24.3% |
212.50 |
1.9% |
50% |
False |
False |
|
80 |
12,439.48 |
9,182.45 |
3,257.03 |
29.4% |
204.78 |
1.8% |
58% |
False |
False |
|
100 |
12,439.48 |
8,550.61 |
3,888.87 |
35.1% |
197.78 |
1.8% |
65% |
False |
False |
|
120 |
12,439.48 |
7,304.39 |
5,135.09 |
46.3% |
204.89 |
1.8% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,704.97 |
2.618 |
12,157.94 |
1.618 |
11,822.75 |
1.000 |
11,615.60 |
0.618 |
11,487.56 |
HIGH |
11,280.41 |
0.618 |
11,152.37 |
0.500 |
11,112.82 |
0.382 |
11,073.26 |
LOW |
10,945.22 |
0.618 |
10,738.07 |
1.000 |
10,610.03 |
1.618 |
10,402.88 |
2.618 |
10,067.69 |
4.250 |
9,520.66 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
11,112.82 |
11,255.78 |
PP |
11,104.34 |
11,199.65 |
S1 |
11,095.87 |
11,143.53 |
|