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 |
6,022.0 |
5,965.0 |
-57.0 |
-0.9% |
5,810.0 |
High |
6,030.5 |
6,060.5 |
30.0 |
0.5% |
6,060.5 |
Low |
5,949.5 |
5,964.5 |
15.0 |
0.3% |
5,809.0 |
Close |
6,015.0 |
6,045.5 |
30.5 |
0.5% |
6,045.5 |
Range |
81.0 |
96.0 |
15.0 |
18.5% |
251.5 |
ATR |
124.8 |
122.7 |
-2.1 |
-1.6% |
0.0 |
Volume |
132,774 |
187,257 |
54,483 |
41.0% |
667,441 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,311.5 |
6,274.5 |
6,098.5 |
|
R3 |
6,215.5 |
6,178.5 |
6,072.0 |
|
R2 |
6,119.5 |
6,119.5 |
6,063.0 |
|
R1 |
6,082.5 |
6,082.5 |
6,054.5 |
6,101.0 |
PP |
6,023.5 |
6,023.5 |
6,023.5 |
6,033.0 |
S1 |
5,986.5 |
5,986.5 |
6,036.5 |
6,005.0 |
S2 |
5,927.5 |
5,927.5 |
6,028.0 |
|
S3 |
5,831.5 |
5,890.5 |
6,019.0 |
|
S4 |
5,735.5 |
5,794.5 |
5,992.5 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,726.0 |
6,637.5 |
6,184.0 |
|
R3 |
6,474.5 |
6,386.0 |
6,114.5 |
|
R2 |
6,223.0 |
6,223.0 |
6,091.5 |
|
R1 |
6,134.5 |
6,134.5 |
6,068.5 |
6,179.0 |
PP |
5,971.5 |
5,971.5 |
5,971.5 |
5,994.0 |
S1 |
5,883.0 |
5,883.0 |
6,022.5 |
5,927.0 |
S2 |
5,720.0 |
5,720.0 |
5,999.5 |
|
S3 |
5,468.5 |
5,631.5 |
5,976.5 |
|
S4 |
5,217.0 |
5,380.0 |
5,907.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,060.5 |
5,809.0 |
251.5 |
4.2% |
122.0 |
2.0% |
94% |
True |
False |
133,488 |
10 |
6,060.5 |
5,776.5 |
284.0 |
4.7% |
129.0 |
2.1% |
95% |
True |
False |
132,483 |
20 |
6,192.5 |
5,776.5 |
416.0 |
6.9% |
116.0 |
1.9% |
65% |
False |
False |
104,028 |
40 |
6,283.0 |
5,776.5 |
506.5 |
8.4% |
113.0 |
1.9% |
53% |
False |
False |
94,958 |
60 |
6,302.5 |
5,776.5 |
526.0 |
8.7% |
120.0 |
2.0% |
51% |
False |
False |
93,027 |
80 |
6,464.0 |
5,776.5 |
687.5 |
11.4% |
116.0 |
1.9% |
39% |
False |
False |
83,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,468.5 |
2.618 |
6,312.0 |
1.618 |
6,216.0 |
1.000 |
6,156.5 |
0.618 |
6,120.0 |
HIGH |
6,060.5 |
0.618 |
6,024.0 |
0.500 |
6,012.5 |
0.382 |
6,001.0 |
LOW |
5,964.5 |
0.618 |
5,905.0 |
1.000 |
5,868.5 |
1.618 |
5,809.0 |
2.618 |
5,713.0 |
4.250 |
5,556.5 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
6,034.5 |
6,018.0 |
PP |
6,023.5 |
5,990.5 |
S1 |
6,012.5 |
5,963.0 |
|