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 |
28,679 |
28,379 |
-300 |
-1.0% |
27,900 |
High |
28,783 |
28,654 |
-129 |
-0.4% |
28,718 |
Low |
28,333 |
28,257 |
-76 |
-0.3% |
27,877 |
Close |
28,416 |
28,622 |
206 |
0.7% |
28,611 |
Range |
450 |
397 |
-53 |
-11.8% |
841 |
ATR |
389 |
389 |
1 |
0.1% |
0 |
Volume |
187,254 |
165,105 |
-22,149 |
-11.8% |
843,405 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,702 |
29,559 |
28,840 |
|
R3 |
29,305 |
29,162 |
28,731 |
|
R2 |
28,908 |
28,908 |
28,695 |
|
R1 |
28,765 |
28,765 |
28,659 |
28,837 |
PP |
28,511 |
28,511 |
28,511 |
28,547 |
S1 |
28,368 |
28,368 |
28,586 |
28,440 |
S2 |
28,114 |
28,114 |
28,549 |
|
S3 |
27,717 |
27,971 |
28,513 |
|
S4 |
27,320 |
27,574 |
28,404 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,925 |
30,609 |
29,074 |
|
R3 |
30,084 |
29,768 |
28,842 |
|
R2 |
29,243 |
29,243 |
28,765 |
|
R1 |
28,927 |
28,927 |
28,688 |
29,085 |
PP |
28,402 |
28,402 |
28,402 |
28,481 |
S1 |
28,086 |
28,086 |
28,534 |
28,244 |
S2 |
27,561 |
27,561 |
28,457 |
|
S3 |
26,720 |
27,245 |
28,380 |
|
S4 |
25,879 |
26,404 |
28,149 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,783 |
28,095 |
688 |
2.4% |
355 |
1.2% |
77% |
False |
False |
170,900 |
10 |
28,783 |
27,392 |
1,391 |
4.9% |
366 |
1.3% |
88% |
False |
False |
169,251 |
20 |
28,783 |
26,666 |
2,117 |
7.4% |
357 |
1.2% |
92% |
False |
False |
166,369 |
40 |
28,783 |
25,293 |
3,490 |
12.2% |
401 |
1.4% |
95% |
False |
False |
180,057 |
60 |
28,783 |
24,409 |
4,374 |
15.3% |
530 |
1.9% |
96% |
False |
False |
186,991 |
80 |
28,783 |
22,629 |
6,154 |
21.5% |
546 |
1.9% |
97% |
False |
False |
140,335 |
100 |
28,783 |
22,629 |
6,154 |
21.5% |
558 |
1.9% |
97% |
False |
False |
112,292 |
120 |
28,783 |
17,992 |
10,791 |
37.7% |
704 |
2.5% |
99% |
False |
False |
93,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,341 |
2.618 |
29,693 |
1.618 |
29,296 |
1.000 |
29,051 |
0.618 |
28,899 |
HIGH |
28,654 |
0.618 |
28,502 |
0.500 |
28,456 |
0.382 |
28,409 |
LOW |
28,257 |
0.618 |
28,012 |
1.000 |
27,860 |
1.618 |
27,615 |
2.618 |
27,218 |
4.250 |
26,570 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
28,567 |
28,588 |
PP |
28,511 |
28,554 |
S1 |
28,456 |
28,520 |
|