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 |
3,279.0 |
3,344.0 |
65.0 |
2.0% |
3,258.0 |
High |
3,351.0 |
3,385.0 |
34.0 |
1.0% |
3,358.0 |
Low |
3,278.0 |
3,257.0 |
-21.0 |
-0.6% |
3,255.0 |
Close |
3,317.0 |
3,282.0 |
-35.0 |
-1.1% |
3,302.0 |
Range |
73.0 |
128.0 |
55.0 |
75.3% |
103.0 |
ATR |
60.7 |
65.5 |
4.8 |
7.9% |
0.0 |
Volume |
12,100 |
8,880 |
-3,220 |
-26.6% |
35,095 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,692.0 |
3,615.0 |
3,352.4 |
|
R3 |
3,564.0 |
3,487.0 |
3,317.2 |
|
R2 |
3,436.0 |
3,436.0 |
3,305.5 |
|
R1 |
3,359.0 |
3,359.0 |
3,293.7 |
3,333.5 |
PP |
3,308.0 |
3,308.0 |
3,308.0 |
3,295.3 |
S1 |
3,231.0 |
3,231.0 |
3,270.3 |
3,205.5 |
S2 |
3,180.0 |
3,180.0 |
3,258.5 |
|
S3 |
3,052.0 |
3,103.0 |
3,246.8 |
|
S4 |
2,924.0 |
2,975.0 |
3,211.6 |
|
|
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 |
3,385.0 |
3,239.0 |
146.0 |
4.4% |
78.6 |
2.4% |
29% |
True |
False |
11,385 |
10 |
3,385.0 |
3,204.0 |
181.0 |
5.5% |
68.0 |
2.1% |
43% |
True |
False |
8,258 |
20 |
3,385.0 |
3,204.0 |
181.0 |
5.5% |
57.4 |
1.7% |
43% |
True |
False |
5,553 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
55.1 |
1.7% |
51% |
False |
False |
3,615 |
60 |
3,430.0 |
3,026.0 |
404.0 |
12.3% |
55.8 |
1.7% |
63% |
False |
False |
4,382 |
80 |
3,430.0 |
2,723.0 |
707.0 |
21.5% |
51.1 |
1.6% |
79% |
False |
False |
5,863 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.3% |
46.1 |
1.4% |
81% |
False |
False |
6,842 |
120 |
3,430.0 |
2,293.0 |
1,137.0 |
34.6% |
39.8 |
1.2% |
87% |
False |
False |
8,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,929.0 |
2.618 |
3,720.1 |
1.618 |
3,592.1 |
1.000 |
3,513.0 |
0.618 |
3,464.1 |
HIGH |
3,385.0 |
0.618 |
3,336.1 |
0.500 |
3,321.0 |
0.382 |
3,305.9 |
LOW |
3,257.0 |
0.618 |
3,177.9 |
1.000 |
3,129.0 |
1.618 |
3,049.9 |
2.618 |
2,921.9 |
4.250 |
2,713.0 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,321.0 |
3,312.0 |
PP |
3,308.0 |
3,302.0 |
S1 |
3,295.0 |
3,292.0 |
|