| 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 |
27,275 |
27,845 |
570 |
2.1% |
28,579 |
| High |
28,071 |
28,033 |
-38 |
-0.1% |
29,050 |
| Low |
27,066 |
27,313 |
247 |
0.9% |
27,522 |
| Close |
27,851 |
27,426 |
-425 |
-1.5% |
27,955 |
| Range |
1,005 |
720 |
-285 |
-28.4% |
1,528 |
| ATR |
544 |
557 |
13 |
2.3% |
0 |
| Volume |
5,373 |
16,844 |
11,471 |
213.5% |
3,872 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,751 |
29,308 |
27,822 |
|
| R3 |
29,031 |
28,588 |
27,624 |
|
| R2 |
28,311 |
28,311 |
27,558 |
|
| R1 |
27,868 |
27,868 |
27,492 |
27,730 |
| PP |
27,591 |
27,591 |
27,591 |
27,521 |
| S1 |
27,148 |
27,148 |
27,360 |
27,010 |
| S2 |
26,871 |
26,871 |
27,294 |
|
| S3 |
26,151 |
26,428 |
27,228 |
|
| S4 |
25,431 |
25,708 |
27,030 |
|
|
| 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 |
7.2% |
950 |
3.5% |
18% |
False |
False |
5,686 |
| 10 |
29,050 |
27,066 |
1,984 |
7.2% |
677 |
2.5% |
18% |
False |
False |
2,990 |
| 20 |
29,050 |
27,066 |
1,984 |
7.2% |
490 |
1.8% |
18% |
False |
False |
1,572 |
| 40 |
29,050 |
25,769 |
3,281 |
12.0% |
431 |
1.6% |
51% |
False |
False |
846 |
| 60 |
29,050 |
24,644 |
4,406 |
16.1% |
495 |
1.8% |
63% |
False |
False |
601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,093 |
|
2.618 |
29,918 |
|
1.618 |
29,198 |
|
1.000 |
28,753 |
|
0.618 |
28,478 |
|
HIGH |
28,033 |
|
0.618 |
27,758 |
|
0.500 |
27,673 |
|
0.382 |
27,588 |
|
LOW |
27,313 |
|
0.618 |
26,868 |
|
1.000 |
26,593 |
|
1.618 |
26,148 |
|
2.618 |
25,428 |
|
4.250 |
24,253 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,673 |
27,675 |
| PP |
27,591 |
27,592 |
| S1 |
27,508 |
27,509 |
|