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 |
3,344.0 |
3,288.0 |
-56.0 |
-1.7% |
3,335.0 |
High |
3,385.0 |
3,316.0 |
-69.0 |
-2.0% |
3,385.0 |
Low |
3,257.0 |
3,223.0 |
-34.0 |
-1.0% |
3,223.0 |
Close |
3,282.0 |
3,236.0 |
-46.0 |
-1.4% |
3,236.0 |
Range |
128.0 |
93.0 |
-35.0 |
-27.3% |
162.0 |
ATR |
65.5 |
67.5 |
2.0 |
3.0% |
0.0 |
Volume |
8,880 |
33,620 |
24,740 |
278.6% |
78,917 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,537.3 |
3,479.7 |
3,287.2 |
|
R3 |
3,444.3 |
3,386.7 |
3,261.6 |
|
R2 |
3,351.3 |
3,351.3 |
3,253.1 |
|
R1 |
3,293.7 |
3,293.7 |
3,244.5 |
3,276.0 |
PP |
3,258.3 |
3,258.3 |
3,258.3 |
3,249.5 |
S1 |
3,200.7 |
3,200.7 |
3,227.5 |
3,183.0 |
S2 |
3,165.3 |
3,165.3 |
3,219.0 |
|
S3 |
3,072.3 |
3,107.7 |
3,210.4 |
|
S4 |
2,979.3 |
3,014.7 |
3,184.9 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,767.3 |
3,663.7 |
3,325.1 |
|
R3 |
3,605.3 |
3,501.7 |
3,280.6 |
|
R2 |
3,443.3 |
3,443.3 |
3,265.7 |
|
R1 |
3,339.7 |
3,339.7 |
3,250.9 |
3,310.5 |
PP |
3,281.3 |
3,281.3 |
3,281.3 |
3,266.8 |
S1 |
3,177.7 |
3,177.7 |
3,221.2 |
3,148.5 |
S2 |
3,119.3 |
3,119.3 |
3,206.3 |
|
S3 |
2,957.3 |
3,015.7 |
3,191.5 |
|
S4 |
2,795.3 |
2,853.7 |
3,146.9 |
|
|
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 |
3,223.0 |
162.0 |
5.0% |
87.4 |
2.7% |
8% |
False |
True |
15,783 |
10 |
3,385.0 |
3,223.0 |
162.0 |
5.0% |
69.6 |
2.2% |
8% |
False |
True |
11,401 |
20 |
3,385.0 |
3,204.0 |
181.0 |
5.6% |
60.0 |
1.9% |
18% |
False |
False |
6,982 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.4% |
55.4 |
1.7% |
36% |
False |
False |
4,449 |
60 |
3,430.0 |
3,026.0 |
404.0 |
12.5% |
56.4 |
1.7% |
52% |
False |
False |
4,772 |
80 |
3,430.0 |
2,785.0 |
645.0 |
19.9% |
52.3 |
1.6% |
70% |
False |
False |
6,214 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.6% |
46.8 |
1.4% |
75% |
False |
False |
7,157 |
120 |
3,430.0 |
2,293.0 |
1,137.0 |
35.1% |
40.6 |
1.3% |
83% |
False |
False |
8,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,711.3 |
2.618 |
3,559.5 |
1.618 |
3,466.5 |
1.000 |
3,409.0 |
0.618 |
3,373.5 |
HIGH |
3,316.0 |
0.618 |
3,280.5 |
0.500 |
3,269.5 |
0.382 |
3,258.5 |
LOW |
3,223.0 |
0.618 |
3,165.5 |
1.000 |
3,130.0 |
1.618 |
3,072.5 |
2.618 |
2,979.5 |
4.250 |
2,827.8 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,269.5 |
3,304.0 |
PP |
3,258.3 |
3,281.3 |
S1 |
3,247.2 |
3,258.7 |
|