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 |
10,015.78 |
10,260.91 |
245.13 |
2.4% |
11,500.22 |
High |
10,348.02 |
10,487.96 |
139.94 |
1.4% |
12,060.58 |
Low |
9,858.94 |
10,184.43 |
325.49 |
3.3% |
9,960.82 |
Close |
10,260.84 |
10,304.28 |
43.44 |
0.4% |
10,604.36 |
Range |
489.08 |
303.53 |
-185.55 |
-37.9% |
2,099.76 |
ATR |
533.69 |
517.25 |
-16.44 |
-3.1% |
0.00 |
Volume |
31,958 |
32,629 |
671 |
2.1% |
262,854 |
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,236.15 |
11,073.74 |
10,471.22 |
|
R3 |
10,932.62 |
10,770.21 |
10,387.75 |
|
R2 |
10,629.09 |
10,629.09 |
10,359.93 |
|
R1 |
10,466.68 |
10,466.68 |
10,332.10 |
10,547.89 |
PP |
10,325.56 |
10,325.56 |
10,325.56 |
10,366.16 |
S1 |
10,163.15 |
10,163.15 |
10,276.46 |
10,244.36 |
S2 |
10,022.03 |
10,022.03 |
10,248.63 |
|
S3 |
9,718.50 |
9,859.62 |
10,220.81 |
|
S4 |
9,414.97 |
9,556.09 |
10,137.34 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,174.53 |
15,989.21 |
11,759.23 |
|
R3 |
15,074.77 |
13,889.45 |
11,181.79 |
|
R2 |
12,975.01 |
12,975.01 |
10,989.32 |
|
R1 |
11,789.69 |
11,789.69 |
10,796.84 |
11,332.47 |
PP |
10,875.25 |
10,875.25 |
10,875.25 |
10,646.65 |
S1 |
9,689.93 |
9,689.93 |
10,411.88 |
9,232.71 |
S2 |
8,775.49 |
8,775.49 |
10,219.40 |
|
S3 |
6,675.73 |
7,590.17 |
10,026.93 |
|
S4 |
4,575.97 |
5,490.41 |
9,449.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,451.58 |
9,858.94 |
1,592.64 |
15.5% |
615.76 |
6.0% |
28% |
False |
False |
51,273 |
10 |
12,060.58 |
9,858.94 |
2,201.64 |
21.4% |
551.08 |
5.3% |
20% |
False |
False |
42,566 |
20 |
12,476.88 |
9,858.94 |
2,617.94 |
25.4% |
489.76 |
4.8% |
17% |
False |
False |
39,955 |
40 |
12,476.88 |
9,037.31 |
3,439.57 |
33.4% |
493.29 |
4.8% |
37% |
False |
False |
43,951 |
60 |
12,476.88 |
8,848.18 |
3,628.70 |
35.2% |
410.41 |
4.0% |
40% |
False |
False |
38,095 |
80 |
12,476.88 |
8,647.02 |
3,829.86 |
37.2% |
416.46 |
4.0% |
43% |
False |
False |
41,086 |
100 |
12,476.88 |
7,041.44 |
5,435.44 |
52.7% |
459.52 |
4.5% |
60% |
False |
False |
48,947 |
120 |
12,476.88 |
5,866.90 |
6,609.98 |
64.1% |
452.69 |
4.4% |
67% |
False |
False |
49,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,777.96 |
2.618 |
11,282.60 |
1.618 |
10,979.07 |
1.000 |
10,791.49 |
0.618 |
10,675.54 |
HIGH |
10,487.96 |
0.618 |
10,372.01 |
0.500 |
10,336.20 |
0.382 |
10,300.38 |
LOW |
10,184.43 |
0.618 |
9,996.85 |
1.000 |
9,880.90 |
1.618 |
9,693.32 |
2.618 |
9,389.79 |
4.250 |
8,894.43 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,336.20 |
10,260.67 |
PP |
10,325.56 |
10,217.06 |
S1 |
10,314.92 |
10,173.45 |
|