Trading Metrics calculated at close of trading on 01-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
394.0480 |
432.2520 |
38.2040 |
9.7% |
395.1100 |
High |
438.7390 |
485.6100 |
46.8710 |
10.7% |
410.3140 |
Low |
390.9680 |
429.8260 |
38.8580 |
9.9% |
370.2240 |
Close |
432.2500 |
481.6440 |
49.3940 |
11.4% |
394.0480 |
Range |
47.7710 |
55.7840 |
8.0130 |
16.8% |
40.0900 |
ATR |
26.0171 |
28.1433 |
2.1262 |
8.2% |
0.0000 |
Volume |
751,216 |
1,405,953 |
654,737 |
87.2% |
3,542,897 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
633.0453 |
613.1287 |
512.3252 |
|
R3 |
577.2613 |
557.3447 |
496.9846 |
|
R2 |
521.4773 |
521.4773 |
491.8711 |
|
R1 |
501.5607 |
501.5607 |
486.7575 |
511.5190 |
PP |
465.6933 |
465.6933 |
465.6933 |
470.6725 |
S1 |
445.7767 |
445.7767 |
476.5305 |
455.7350 |
S2 |
409.9093 |
409.9093 |
471.4169 |
|
S3 |
354.1253 |
389.9927 |
466.3034 |
|
S4 |
298.3413 |
334.2087 |
450.9628 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
511.7987 |
493.0133 |
416.0975 |
|
R3 |
471.7087 |
452.9233 |
405.0728 |
|
R2 |
431.6187 |
431.6187 |
401.3978 |
|
R1 |
412.8333 |
412.8333 |
397.7229 |
402.1810 |
PP |
391.5287 |
391.5287 |
391.5287 |
386.2025 |
S1 |
372.7433 |
372.7433 |
390.3731 |
362.0910 |
S2 |
351.4387 |
351.4387 |
386.6982 |
|
S3 |
311.3487 |
332.6533 |
383.0233 |
|
S4 |
271.2587 |
292.5633 |
371.9985 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
485.6100 |
372.4360 |
113.1740 |
23.5% |
32.1770 |
6.7% |
96% |
True |
False |
835,809 |
10 |
485.6100 |
370.2240 |
115.3860 |
24.0% |
30.3390 |
6.3% |
97% |
True |
False |
815,887 |
20 |
485.6100 |
365.7540 |
119.8560 |
24.9% |
28.4931 |
5.9% |
97% |
True |
False |
940,071 |
40 |
485.6100 |
230.2340 |
255.3760 |
53.0% |
23.5545 |
4.9% |
98% |
True |
False |
882,281 |
60 |
485.6100 |
216.4670 |
269.1430 |
55.9% |
19.2929 |
4.0% |
99% |
True |
False |
786,305 |
80 |
485.6100 |
186.9380 |
298.6720 |
62.0% |
17.6555 |
3.7% |
99% |
True |
False |
773,771 |
100 |
485.6100 |
148.6190 |
336.9910 |
70.0% |
17.0671 |
3.5% |
99% |
True |
False |
826,973 |
120 |
485.6100 |
110.2750 |
375.3350 |
77.9% |
16.4920 |
3.4% |
99% |
True |
False |
875,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
722.6920 |
2.618 |
631.6525 |
1.618 |
575.8685 |
1.000 |
541.3940 |
0.618 |
520.0845 |
HIGH |
485.6100 |
0.618 |
464.3005 |
0.500 |
457.7180 |
0.382 |
451.1355 |
LOW |
429.8260 |
0.618 |
395.3515 |
1.000 |
374.0420 |
1.618 |
339.5675 |
2.618 |
283.7835 |
4.250 |
192.7440 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
473.6687 |
465.1933 |
PP |
465.6933 |
448.7427 |
S1 |
457.7180 |
432.2920 |
|