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 |
27,917 |
27,275 |
-642 |
-2.3% |
28,579 |
High |
28,283 |
28,071 |
-212 |
-0.7% |
29,050 |
Low |
27,321 |
27,066 |
-255 |
-0.9% |
27,522 |
Close |
27,402 |
27,851 |
449 |
1.6% |
27,955 |
Range |
962 |
1,005 |
43 |
4.5% |
1,528 |
ATR |
509 |
544 |
35 |
7.0% |
0 |
Volume |
3,357 |
5,373 |
2,016 |
60.1% |
3,872 |
|
Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,678 |
30,269 |
28,404 |
|
R3 |
29,673 |
29,264 |
28,128 |
|
R2 |
28,668 |
28,668 |
28,035 |
|
R1 |
28,259 |
28,259 |
27,943 |
28,464 |
PP |
27,663 |
27,663 |
27,663 |
27,765 |
S1 |
27,254 |
27,254 |
27,759 |
27,459 |
S2 |
26,658 |
26,658 |
27,667 |
|
S3 |
25,653 |
26,249 |
27,575 |
|
S4 |
24,648 |
25,244 |
27,298 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,760 |
31,885 |
28,796 |
|
R3 |
31,232 |
30,357 |
28,375 |
|
R2 |
29,704 |
29,704 |
28,235 |
|
R1 |
28,829 |
28,829 |
28,095 |
28,503 |
PP |
28,176 |
28,176 |
28,176 |
28,012 |
S1 |
27,301 |
27,301 |
27,815 |
26,975 |
S2 |
26,648 |
26,648 |
27,675 |
|
S3 |
25,120 |
25,773 |
27,535 |
|
S4 |
23,592 |
24,245 |
27,115 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,050 |
27,066 |
1,984 |
7.1% |
907 |
3.3% |
40% |
False |
True |
2,407 |
10 |
29,050 |
27,066 |
1,984 |
7.1% |
628 |
2.3% |
40% |
False |
True |
1,326 |
20 |
29,050 |
27,066 |
1,984 |
7.1% |
471 |
1.7% |
40% |
False |
True |
736 |
40 |
29,050 |
25,769 |
3,281 |
11.8% |
425 |
1.5% |
63% |
False |
False |
429 |
60 |
29,050 |
24,644 |
4,406 |
15.8% |
499 |
1.8% |
73% |
False |
False |
321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,342 |
2.618 |
30,702 |
1.618 |
29,697 |
1.000 |
29,076 |
0.618 |
28,692 |
HIGH |
28,071 |
0.618 |
27,687 |
0.500 |
27,569 |
0.382 |
27,450 |
LOW |
27,066 |
0.618 |
26,445 |
1.000 |
26,061 |
1.618 |
25,440 |
2.618 |
24,435 |
4.250 |
22,795 |
|
|
Fisher Pivots for day following 09-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,757 |
27,822 |
PP |
27,663 |
27,793 |
S1 |
27,569 |
27,765 |
|