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 |
28,637 |
29,076 |
439 |
1.5% |
27,900 |
High |
29,152 |
29,180 |
28 |
0.1% |
28,718 |
Low |
28,611 |
28,052 |
-559 |
-2.0% |
27,877 |
Close |
29,090 |
28,351 |
-739 |
-2.5% |
28,611 |
Range |
541 |
1,128 |
587 |
108.5% |
841 |
ATR |
400 |
452 |
52 |
13.0% |
0 |
Volume |
213,540 |
328,250 |
114,710 |
53.7% |
843,405 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,912 |
31,259 |
28,972 |
|
R3 |
30,784 |
30,131 |
28,661 |
|
R2 |
29,656 |
29,656 |
28,558 |
|
R1 |
29,003 |
29,003 |
28,455 |
28,766 |
PP |
28,528 |
28,528 |
28,528 |
28,409 |
S1 |
27,875 |
27,875 |
28,248 |
27,638 |
S2 |
27,400 |
27,400 |
28,144 |
|
S3 |
26,272 |
26,747 |
28,041 |
|
S4 |
25,144 |
25,619 |
27,731 |
|
|
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 |
29,180 |
28,052 |
1,128 |
4.0% |
559 |
2.0% |
27% |
True |
True |
208,396 |
10 |
29,180 |
27,473 |
1,707 |
6.0% |
470 |
1.7% |
51% |
True |
False |
191,331 |
20 |
29,180 |
27,105 |
2,075 |
7.3% |
399 |
1.4% |
60% |
True |
False |
176,830 |
40 |
29,180 |
25,293 |
3,887 |
13.7% |
418 |
1.5% |
79% |
True |
False |
182,360 |
60 |
29,180 |
24,409 |
4,771 |
16.8% |
540 |
1.9% |
83% |
True |
False |
195,959 |
80 |
29,180 |
22,629 |
6,551 |
23.1% |
551 |
1.9% |
87% |
True |
False |
147,104 |
100 |
29,180 |
22,629 |
6,551 |
23.1% |
559 |
2.0% |
87% |
True |
False |
117,706 |
120 |
29,180 |
17,992 |
11,188 |
39.5% |
678 |
2.4% |
93% |
True |
False |
98,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33,974 |
2.618 |
32,133 |
1.618 |
31,005 |
1.000 |
30,308 |
0.618 |
29,877 |
HIGH |
29,180 |
0.618 |
28,749 |
0.500 |
28,616 |
0.382 |
28,483 |
LOW |
28,052 |
0.618 |
27,355 |
1.000 |
26,924 |
1.618 |
26,227 |
2.618 |
25,099 |
4.250 |
23,258 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
28,616 |
28,616 |
PP |
28,528 |
28,528 |
S1 |
28,439 |
28,439 |
|