Trading Metrics calculated at close of trading on 03-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
481.5860 |
435.9910 |
-45.5950 |
-9.5% |
395.1100 |
High |
488.1230 |
449.9640 |
-38.1590 |
-7.8% |
410.3140 |
Low |
421.3350 |
392.0240 |
-29.3110 |
-7.0% |
370.2240 |
Close |
436.0820 |
405.8970 |
-30.1850 |
-6.9% |
394.0480 |
Range |
66.7880 |
57.9400 |
-8.8480 |
-13.2% |
40.0900 |
ATR |
30.9036 |
32.8348 |
1.9312 |
6.2% |
0.0000 |
Volume |
1,842,730 |
1,990,750 |
148,020 |
8.0% |
3,542,897 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
589.7817 |
555.7793 |
437.7640 |
|
R3 |
531.8417 |
497.8393 |
421.8305 |
|
R2 |
473.9017 |
473.9017 |
416.5193 |
|
R1 |
439.8993 |
439.8993 |
411.2082 |
427.9305 |
PP |
415.9617 |
415.9617 |
415.9617 |
409.9773 |
S1 |
381.9593 |
381.9593 |
400.5858 |
369.9905 |
S2 |
358.0217 |
358.0217 |
395.2747 |
|
S3 |
300.0817 |
324.0193 |
389.9635 |
|
S4 |
242.1417 |
266.0793 |
374.0300 |
|
|
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 |
488.1230 |
378.9740 |
109.1490 |
26.9% |
49.3802 |
12.2% |
25% |
False |
False |
1,315,605 |
10 |
488.1230 |
370.2240 |
117.8990 |
29.0% |
37.8127 |
9.3% |
30% |
False |
False |
1,026,050 |
20 |
488.1230 |
365.7540 |
122.3690 |
30.1% |
33.0964 |
8.2% |
33% |
False |
False |
1,026,720 |
40 |
488.1230 |
230.2340 |
257.8890 |
63.5% |
26.1365 |
6.4% |
68% |
False |
False |
949,598 |
60 |
488.1230 |
216.4670 |
271.6560 |
66.9% |
20.8491 |
5.1% |
70% |
False |
False |
825,399 |
80 |
488.1230 |
191.8810 |
296.2420 |
73.0% |
18.9417 |
4.7% |
72% |
False |
False |
801,397 |
100 |
488.1230 |
167.2340 |
320.8890 |
79.1% |
18.0047 |
4.4% |
74% |
False |
False |
839,460 |
120 |
488.1230 |
116.8380 |
371.2850 |
91.5% |
17.2425 |
4.2% |
78% |
False |
False |
881,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
696.2090 |
2.618 |
601.6509 |
1.618 |
543.7109 |
1.000 |
507.9040 |
0.618 |
485.7709 |
HIGH |
449.9640 |
0.618 |
427.8309 |
0.500 |
420.9940 |
0.382 |
414.1571 |
LOW |
392.0240 |
0.618 |
356.2171 |
1.000 |
334.0840 |
1.618 |
298.2771 |
2.618 |
240.3371 |
4.250 |
145.7790 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
420.9940 |
440.0735 |
PP |
415.9617 |
428.6813 |
S1 |
410.9293 |
417.2892 |
|