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 |
28,022.51 |
27,613.86 |
-408.65 |
-1.5% |
27,925.23 |
High |
28,174.78 |
27,828.82 |
-345.96 |
-1.2% |
28,206.21 |
Low |
27,447.08 |
27,448.15 |
1.07 |
0.0% |
27,447.08 |
Close |
27,534.58 |
27,665.64 |
131.06 |
0.5% |
27,665.64 |
Range |
727.70 |
380.67 |
-347.03 |
-47.7% |
759.13 |
ATR |
475.14 |
468.39 |
-6.75 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,789.55 |
28,608.26 |
27,875.01 |
|
R3 |
28,408.88 |
28,227.59 |
27,770.32 |
|
R2 |
28,028.21 |
28,028.21 |
27,735.43 |
|
R1 |
27,846.92 |
27,846.92 |
27,700.53 |
27,937.57 |
PP |
27,647.54 |
27,647.54 |
27,647.54 |
27,692.86 |
S1 |
27,466.25 |
27,466.25 |
27,630.75 |
27,556.90 |
S2 |
27,266.87 |
27,266.87 |
27,595.85 |
|
S3 |
26,886.20 |
27,085.58 |
27,560.96 |
|
S4 |
26,505.53 |
26,704.91 |
27,456.27 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,050.37 |
29,617.13 |
28,083.16 |
|
R3 |
29,291.24 |
28,858.00 |
27,874.40 |
|
R2 |
28,532.11 |
28,532.11 |
27,804.81 |
|
R1 |
28,098.87 |
28,098.87 |
27,735.23 |
27,935.93 |
PP |
27,772.98 |
27,772.98 |
27,772.98 |
27,691.50 |
S1 |
27,339.74 |
27,339.74 |
27,596.05 |
27,176.80 |
S2 |
27,013.85 |
27,013.85 |
27,526.47 |
|
S3 |
26,254.72 |
26,580.61 |
27,456.88 |
|
S4 |
25,495.59 |
25,821.48 |
27,248.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,539.75 |
27,447.08 |
1,092.67 |
3.9% |
589.09 |
2.1% |
20% |
False |
False |
|
10 |
29,199.35 |
27,447.08 |
1,752.27 |
6.3% |
541.32 |
2.0% |
12% |
False |
False |
|
20 |
29,199.35 |
27,447.08 |
1,752.27 |
6.3% |
394.38 |
1.4% |
12% |
False |
False |
|
40 |
29,199.35 |
25,992.28 |
3,207.07 |
11.6% |
333.08 |
1.2% |
52% |
False |
False |
|
60 |
29,199.35 |
24,971.03 |
4,228.32 |
15.3% |
373.34 |
1.3% |
64% |
False |
False |
|
80 |
29,199.35 |
24,294.07 |
4,905.28 |
17.7% |
399.63 |
1.4% |
69% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.2% |
405.08 |
1.5% |
76% |
False |
False |
|
120 |
29,199.35 |
19,649.25 |
9,550.10 |
34.5% |
459.39 |
1.7% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,446.67 |
2.618 |
28,825.41 |
1.618 |
28,444.74 |
1.000 |
28,209.49 |
0.618 |
28,064.07 |
HIGH |
27,828.82 |
0.618 |
27,683.40 |
0.500 |
27,638.49 |
0.382 |
27,593.57 |
LOW |
27,448.15 |
0.618 |
27,212.90 |
1.000 |
27,067.48 |
1.618 |
26,832.23 |
2.618 |
26,451.56 |
4.250 |
25,830.30 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,656.59 |
27,826.65 |
PP |
27,647.54 |
27,772.98 |
S1 |
27,638.49 |
27,719.31 |
|