Trading Metrics calculated at close of trading on 08-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
28,301 |
28,136 |
-165 |
-0.6% |
28,679 |
High |
28,592 |
28,404 |
-188 |
-0.7% |
29,180 |
Low |
27,643 |
27,440 |
-203 |
-0.7% |
27,643 |
Close |
28,074 |
27,525 |
-549 |
-2.0% |
28,074 |
Range |
949 |
964 |
15 |
1.6% |
1,537 |
ATR |
488 |
522 |
34 |
7.0% |
0 |
Volume |
389,756 |
383,743 |
-6,013 |
-1.5% |
1,283,905 |
|
Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,682 |
30,067 |
28,055 |
|
R3 |
29,718 |
29,103 |
27,790 |
|
R2 |
28,754 |
28,754 |
27,702 |
|
R1 |
28,139 |
28,139 |
27,613 |
27,965 |
PP |
27,790 |
27,790 |
27,790 |
27,702 |
S1 |
27,175 |
27,175 |
27,437 |
27,001 |
S2 |
26,826 |
26,826 |
27,348 |
|
S3 |
25,862 |
26,211 |
27,260 |
|
S4 |
24,898 |
25,247 |
26,995 |
|
|
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 |
27,440 |
1,740 |
6.3% |
796 |
2.9% |
5% |
False |
True |
296,078 |
10 |
29,180 |
27,440 |
1,740 |
6.3% |
580 |
2.1% |
5% |
False |
True |
235,385 |
20 |
29,180 |
27,392 |
1,788 |
6.5% |
459 |
1.7% |
7% |
False |
False |
197,611 |
40 |
29,180 |
25,874 |
3,306 |
12.0% |
433 |
1.6% |
50% |
False |
False |
189,332 |
60 |
29,180 |
24,409 |
4,771 |
17.3% |
525 |
1.9% |
65% |
False |
False |
205,055 |
80 |
29,180 |
23,175 |
6,005 |
21.8% |
554 |
2.0% |
72% |
False |
False |
156,767 |
100 |
29,180 |
22,629 |
6,551 |
23.8% |
564 |
2.0% |
75% |
False |
False |
125,439 |
120 |
29,180 |
17,992 |
11,188 |
40.6% |
669 |
2.4% |
85% |
False |
False |
104,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,501 |
2.618 |
30,928 |
1.618 |
29,964 |
1.000 |
29,368 |
0.618 |
29,000 |
HIGH |
28,404 |
0.618 |
28,036 |
0.500 |
27,922 |
0.382 |
27,808 |
LOW |
27,440 |
0.618 |
26,844 |
1.000 |
26,476 |
1.618 |
25,880 |
2.618 |
24,916 |
4.250 |
23,343 |
|
|
Fisher Pivots for day following 08-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,922 |
28,310 |
PP |
27,790 |
28,048 |
S1 |
27,657 |
27,787 |
|