Trading Metrics calculated at close of trading on 04-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
29,076 |
28,301 |
-775 |
-2.7% |
28,679 |
High |
29,180 |
28,592 |
-588 |
-2.0% |
29,180 |
Low |
28,052 |
27,643 |
-409 |
-1.5% |
27,643 |
Close |
28,351 |
28,074 |
-277 |
-1.0% |
28,074 |
Range |
1,128 |
949 |
-179 |
-15.9% |
1,537 |
ATR |
452 |
488 |
35 |
7.8% |
0 |
Volume |
328,250 |
389,756 |
61,506 |
18.7% |
1,283,905 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,950 |
30,461 |
28,596 |
|
R3 |
30,001 |
29,512 |
28,335 |
|
R2 |
29,052 |
29,052 |
28,248 |
|
R1 |
28,563 |
28,563 |
28,161 |
28,333 |
PP |
28,103 |
28,103 |
28,103 |
27,988 |
S1 |
27,614 |
27,614 |
27,987 |
27,384 |
S2 |
27,154 |
27,154 |
27,900 |
|
S3 |
26,205 |
26,665 |
27,813 |
|
S4 |
25,256 |
25,716 |
27,552 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,910 |
32,029 |
28,919 |
|
R3 |
31,373 |
30,492 |
28,497 |
|
R2 |
29,836 |
29,836 |
28,356 |
|
R1 |
28,955 |
28,955 |
28,215 |
28,627 |
PP |
28,299 |
28,299 |
28,299 |
28,135 |
S1 |
27,418 |
27,418 |
27,933 |
27,090 |
S2 |
26,762 |
26,762 |
27,792 |
|
S3 |
25,225 |
25,881 |
27,651 |
|
S4 |
23,688 |
24,344 |
27,229 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,180 |
27,643 |
1,537 |
5.5% |
693 |
2.5% |
28% |
False |
True |
256,781 |
10 |
29,180 |
27,643 |
1,537 |
5.5% |
522 |
1.9% |
28% |
False |
True |
212,731 |
20 |
29,180 |
27,260 |
1,920 |
6.8% |
433 |
1.5% |
42% |
False |
False |
186,879 |
40 |
29,180 |
25,874 |
3,306 |
11.8% |
424 |
1.5% |
67% |
False |
False |
186,365 |
60 |
29,180 |
24,409 |
4,771 |
17.0% |
524 |
1.9% |
77% |
False |
False |
202,196 |
80 |
29,180 |
22,629 |
6,551 |
23.3% |
553 |
2.0% |
83% |
False |
False |
151,973 |
100 |
29,180 |
22,629 |
6,551 |
23.3% |
561 |
2.0% |
83% |
False |
False |
121,603 |
120 |
29,180 |
17,992 |
11,188 |
39.9% |
675 |
2.4% |
90% |
False |
False |
101,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,625 |
2.618 |
31,077 |
1.618 |
30,128 |
1.000 |
29,541 |
0.618 |
29,179 |
HIGH |
28,592 |
0.618 |
28,230 |
0.500 |
28,118 |
0.382 |
28,006 |
LOW |
27,643 |
0.618 |
27,057 |
1.000 |
26,694 |
1.618 |
26,108 |
2.618 |
25,159 |
4.250 |
23,610 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
28,118 |
28,412 |
PP |
28,103 |
28,299 |
S1 |
28,089 |
28,187 |
|