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 |
27,925.23 |
27,711.71 |
-213.52 |
-0.8% |
28,643.66 |
High |
27,925.23 |
28,206.21 |
280.98 |
1.0% |
29,199.35 |
Low |
27,464.90 |
27,704.54 |
239.64 |
0.9% |
27,664.68 |
Close |
27,500.89 |
27,940.47 |
439.58 |
1.6% |
28,133.31 |
Range |
460.33 |
501.67 |
41.34 |
9.0% |
1,534.67 |
ATR |
436.51 |
455.71 |
19.20 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,455.42 |
29,199.61 |
28,216.39 |
|
R3 |
28,953.75 |
28,697.94 |
28,078.43 |
|
R2 |
28,452.08 |
28,452.08 |
28,032.44 |
|
R1 |
28,196.27 |
28,196.27 |
27,986.46 |
28,324.18 |
PP |
27,950.41 |
27,950.41 |
27,950.41 |
28,014.36 |
S1 |
27,694.60 |
27,694.60 |
27,894.48 |
27,822.51 |
S2 |
27,448.74 |
27,448.74 |
27,848.50 |
|
S3 |
26,947.07 |
27,192.93 |
27,802.51 |
|
S4 |
26,445.40 |
26,691.26 |
27,664.55 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,936.46 |
32,069.55 |
28,977.38 |
|
R3 |
31,401.79 |
30,534.88 |
28,555.34 |
|
R2 |
29,867.12 |
29,867.12 |
28,414.67 |
|
R1 |
29,000.21 |
29,000.21 |
28,273.99 |
28,666.33 |
PP |
28,332.45 |
28,332.45 |
28,332.45 |
28,165.51 |
S1 |
27,465.54 |
27,465.54 |
27,992.63 |
27,131.66 |
S2 |
26,797.78 |
26,797.78 |
27,851.95 |
|
S3 |
25,263.11 |
25,930.87 |
27,711.28 |
|
S4 |
23,728.44 |
24,396.20 |
27,289.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,199.35 |
27,464.90 |
1,734.45 |
6.2% |
682.20 |
2.4% |
27% |
False |
False |
|
10 |
29,199.35 |
27,464.90 |
1,734.45 |
6.2% |
477.50 |
1.7% |
27% |
False |
False |
|
20 |
29,199.35 |
27,464.90 |
1,734.45 |
6.2% |
358.80 |
1.3% |
27% |
False |
False |
|
40 |
29,199.35 |
25,992.28 |
3,207.07 |
11.5% |
322.08 |
1.2% |
61% |
False |
False |
|
60 |
29,199.35 |
24,971.03 |
4,228.32 |
15.1% |
373.27 |
1.3% |
70% |
False |
False |
|
80 |
29,199.35 |
24,059.98 |
5,139.37 |
18.4% |
398.83 |
1.4% |
76% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
22.9% |
403.04 |
1.4% |
80% |
False |
False |
|
120 |
29,199.35 |
18,213.65 |
10,985.70 |
39.3% |
469.69 |
1.7% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,338.31 |
2.618 |
29,519.58 |
1.618 |
29,017.91 |
1.000 |
28,707.88 |
0.618 |
28,516.24 |
HIGH |
28,206.21 |
0.618 |
28,014.57 |
0.500 |
27,955.38 |
0.382 |
27,896.18 |
LOW |
27,704.54 |
0.618 |
27,394.51 |
1.000 |
27,202.87 |
1.618 |
26,892.84 |
2.618 |
26,391.17 |
4.250 |
25,572.44 |
|
|
Fisher Pivots for day following 09-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,955.38 |
28,002.33 |
PP |
27,950.41 |
27,981.71 |
S1 |
27,945.44 |
27,961.09 |
|