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 |
27,711.71 |
28,022.51 |
310.80 |
1.1% |
28,643.66 |
High |
28,206.21 |
28,174.78 |
-31.43 |
-0.1% |
29,199.35 |
Low |
27,704.54 |
27,447.08 |
-257.46 |
-0.9% |
27,664.68 |
Close |
27,940.47 |
27,534.58 |
-405.89 |
-1.5% |
28,133.31 |
Range |
501.67 |
727.70 |
226.03 |
45.1% |
1,534.67 |
ATR |
455.71 |
475.14 |
19.43 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,901.91 |
29,445.95 |
27,934.82 |
|
R3 |
29,174.21 |
28,718.25 |
27,734.70 |
|
R2 |
28,446.51 |
28,446.51 |
27,667.99 |
|
R1 |
27,990.55 |
27,990.55 |
27,601.29 |
27,854.68 |
PP |
27,718.81 |
27,718.81 |
27,718.81 |
27,650.88 |
S1 |
27,262.85 |
27,262.85 |
27,467.87 |
27,126.98 |
S2 |
26,991.11 |
26,991.11 |
27,401.17 |
|
S3 |
26,263.41 |
26,535.15 |
27,334.46 |
|
S4 |
25,535.71 |
25,807.45 |
27,134.35 |
|
|
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 |
27,447.08 |
1,752.27 |
6.4% |
737.87 |
2.7% |
5% |
False |
True |
|
10 |
29,199.35 |
27,447.08 |
1,752.27 |
6.4% |
530.28 |
1.9% |
5% |
False |
True |
|
20 |
29,199.35 |
27,447.08 |
1,752.27 |
6.4% |
385.16 |
1.4% |
5% |
False |
True |
|
40 |
29,199.35 |
25,992.28 |
3,207.07 |
11.6% |
330.80 |
1.2% |
48% |
False |
False |
|
60 |
29,199.35 |
24,971.03 |
4,228.32 |
15.4% |
372.52 |
1.4% |
61% |
False |
False |
|
80 |
29,199.35 |
24,203.97 |
4,995.38 |
18.1% |
399.82 |
1.5% |
67% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.3% |
405.50 |
1.5% |
74% |
False |
False |
|
120 |
29,199.35 |
18,213.65 |
10,985.70 |
39.9% |
463.78 |
1.7% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,267.51 |
2.618 |
30,079.90 |
1.618 |
29,352.20 |
1.000 |
28,902.48 |
0.618 |
28,624.50 |
HIGH |
28,174.78 |
0.618 |
27,896.80 |
0.500 |
27,810.93 |
0.382 |
27,725.06 |
LOW |
27,447.08 |
0.618 |
26,997.36 |
1.000 |
26,719.38 |
1.618 |
26,269.66 |
2.618 |
25,541.96 |
4.250 |
24,354.36 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,810.93 |
27,826.65 |
PP |
27,718.81 |
27,729.29 |
S1 |
27,626.70 |
27,631.94 |
|