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 |
3,529.00 |
3,578.75 |
49.75 |
1.4% |
3,398.75 |
High |
3,587.00 |
3,586.50 |
-0.50 |
0.0% |
3,509.50 |
Low |
3,526.25 |
3,424.50 |
-101.75 |
-2.9% |
3,393.50 |
Close |
3,579.25 |
3,461.50 |
-117.75 |
-3.3% |
3,504.50 |
Range |
60.75 |
162.00 |
101.25 |
166.7% |
116.00 |
ATR |
41.89 |
50.47 |
8.58 |
20.5% |
0.00 |
Volume |
1,853,078 |
2,872,337 |
1,019,259 |
55.0% |
6,576,337 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,976.75 |
3,881.25 |
3,550.50 |
|
R3 |
3,814.75 |
3,719.25 |
3,506.00 |
|
R2 |
3,652.75 |
3,652.75 |
3,491.25 |
|
R1 |
3,557.25 |
3,557.25 |
3,476.25 |
3,524.00 |
PP |
3,490.75 |
3,490.75 |
3,490.75 |
3,474.25 |
S1 |
3,395.25 |
3,395.25 |
3,446.75 |
3,362.00 |
S2 |
3,328.75 |
3,328.75 |
3,431.75 |
|
S3 |
3,166.75 |
3,233.25 |
3,417.00 |
|
S4 |
3,004.75 |
3,071.25 |
3,372.50 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,817.25 |
3,776.75 |
3,568.25 |
|
R3 |
3,701.25 |
3,660.75 |
3,536.50 |
|
R2 |
3,585.25 |
3,585.25 |
3,525.75 |
|
R1 |
3,544.75 |
3,544.75 |
3,515.25 |
3,565.00 |
PP |
3,469.25 |
3,469.25 |
3,469.25 |
3,479.25 |
S1 |
3,428.75 |
3,428.75 |
3,493.75 |
3,449.00 |
S2 |
3,353.25 |
3,353.25 |
3,483.25 |
|
S3 |
3,237.25 |
3,312.75 |
3,472.50 |
|
S4 |
3,121.25 |
3,196.75 |
3,440.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,587.00 |
3,424.50 |
162.50 |
4.7% |
66.25 |
1.9% |
23% |
False |
True |
1,739,413 |
10 |
3,587.00 |
3,356.75 |
230.25 |
6.7% |
51.50 |
1.5% |
45% |
False |
False |
1,524,642 |
20 |
3,587.00 |
3,319.50 |
267.50 |
7.7% |
42.75 |
1.2% |
53% |
False |
False |
1,392,321 |
40 |
3,587.00 |
3,111.50 |
475.50 |
13.7% |
46.75 |
1.3% |
74% |
False |
False |
1,474,432 |
60 |
3,587.00 |
2,923.75 |
663.25 |
19.2% |
58.75 |
1.7% |
81% |
False |
False |
1,599,944 |
80 |
3,587.00 |
2,751.50 |
835.50 |
24.1% |
59.75 |
1.7% |
85% |
False |
False |
1,206,925 |
100 |
3,587.00 |
2,711.00 |
876.00 |
25.3% |
62.75 |
1.8% |
86% |
False |
False |
966,098 |
120 |
3,587.00 |
2,165.50 |
1,421.50 |
41.1% |
77.75 |
2.2% |
91% |
False |
False |
806,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,275.00 |
2.618 |
4,010.50 |
1.618 |
3,848.50 |
1.000 |
3,748.50 |
0.618 |
3,686.50 |
HIGH |
3,586.50 |
0.618 |
3,524.50 |
0.500 |
3,505.50 |
0.382 |
3,486.50 |
LOW |
3,424.50 |
0.618 |
3,324.50 |
1.000 |
3,262.50 |
1.618 |
3,162.50 |
2.618 |
3,000.50 |
4.250 |
2,736.00 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,505.50 |
3,505.75 |
PP |
3,490.75 |
3,491.00 |
S1 |
3,476.25 |
3,476.25 |
|