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 |
3,335.0 |
3,280.0 |
-55.0 |
-1.6% |
3,258.0 |
High |
3,335.0 |
3,298.0 |
-37.0 |
-1.1% |
3,358.0 |
Low |
3,251.0 |
3,239.0 |
-12.0 |
-0.4% |
3,255.0 |
Close |
3,254.0 |
3,260.0 |
6.0 |
0.2% |
3,302.0 |
Range |
84.0 |
59.0 |
-25.0 |
-29.8% |
103.0 |
ATR |
58.4 |
58.4 |
0.0 |
0.1% |
0.0 |
Volume |
22,508 |
1,809 |
-20,699 |
-92.0% |
35,095 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,442.7 |
3,410.3 |
3,292.5 |
|
R3 |
3,383.7 |
3,351.3 |
3,276.2 |
|
R2 |
3,324.7 |
3,324.7 |
3,270.8 |
|
R1 |
3,292.3 |
3,292.3 |
3,265.4 |
3,279.0 |
PP |
3,265.7 |
3,265.7 |
3,265.7 |
3,259.0 |
S1 |
3,233.3 |
3,233.3 |
3,254.6 |
3,220.0 |
S2 |
3,206.7 |
3,206.7 |
3,249.2 |
|
S3 |
3,147.7 |
3,174.3 |
3,243.8 |
|
S4 |
3,088.7 |
3,115.3 |
3,227.6 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,614.0 |
3,561.0 |
3,358.7 |
|
R3 |
3,511.0 |
3,458.0 |
3,330.3 |
|
R2 |
3,408.0 |
3,408.0 |
3,320.9 |
|
R1 |
3,355.0 |
3,355.0 |
3,311.4 |
3,381.5 |
PP |
3,305.0 |
3,305.0 |
3,305.0 |
3,318.3 |
S1 |
3,252.0 |
3,252.0 |
3,292.6 |
3,278.5 |
S2 |
3,202.0 |
3,202.0 |
3,283.1 |
|
S3 |
3,099.0 |
3,149.0 |
3,273.7 |
|
S4 |
2,996.0 |
3,046.0 |
3,245.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,350.0 |
3,239.0 |
111.0 |
3.4% |
56.4 |
1.7% |
19% |
False |
True |
11,299 |
10 |
3,358.0 |
3,204.0 |
154.0 |
4.7% |
55.0 |
1.7% |
36% |
False |
False |
7,333 |
20 |
3,359.0 |
3,204.0 |
155.0 |
4.8% |
51.8 |
1.6% |
36% |
False |
False |
5,077 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.3% |
52.8 |
1.6% |
44% |
False |
False |
3,396 |
60 |
3,430.0 |
3,026.0 |
404.0 |
12.4% |
56.0 |
1.7% |
58% |
False |
False |
4,597 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.5% |
49.1 |
1.5% |
78% |
False |
False |
5,735 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.5% |
44.8 |
1.4% |
78% |
False |
False |
6,796 |
120 |
3,430.0 |
2,293.0 |
1,137.0 |
34.9% |
38.2 |
1.2% |
85% |
False |
False |
8,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,548.8 |
2.618 |
3,452.5 |
1.618 |
3,393.5 |
1.000 |
3,357.0 |
0.618 |
3,334.5 |
HIGH |
3,298.0 |
0.618 |
3,275.5 |
0.500 |
3,268.5 |
0.382 |
3,261.5 |
LOW |
3,239.0 |
0.618 |
3,202.5 |
1.000 |
3,180.0 |
1.618 |
3,143.5 |
2.618 |
3,084.5 |
4.250 |
2,988.3 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,268.5 |
3,287.0 |
PP |
3,265.7 |
3,278.0 |
S1 |
3,262.8 |
3,269.0 |
|