Trading Metrics calculated at close of trading on 02-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
5,945.0 |
5,881.0 |
-64.0 |
-1.1% |
6,009.0 |
High |
5,978.0 |
5,973.5 |
-4.5 |
-0.1% |
6,172.0 |
Low |
5,817.5 |
5,876.5 |
59.0 |
1.0% |
5,948.5 |
Close |
5,851.5 |
5,936.5 |
85.0 |
1.5% |
5,961.5 |
Range |
160.5 |
97.0 |
-63.5 |
-39.6% |
223.5 |
ATR |
114.7 |
115.2 |
0.5 |
0.5% |
0.0 |
Volume |
153,701 |
119,041 |
-34,660 |
-22.6% |
387,427 |
|
Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,220.0 |
6,175.0 |
5,990.0 |
|
R3 |
6,123.0 |
6,078.0 |
5,963.0 |
|
R2 |
6,026.0 |
6,026.0 |
5,954.5 |
|
R1 |
5,981.0 |
5,981.0 |
5,945.5 |
6,003.5 |
PP |
5,929.0 |
5,929.0 |
5,929.0 |
5,940.0 |
S1 |
5,884.0 |
5,884.0 |
5,927.5 |
5,906.5 |
S2 |
5,832.0 |
5,832.0 |
5,918.5 |
|
S3 |
5,735.0 |
5,787.0 |
5,910.0 |
|
S4 |
5,638.0 |
5,690.0 |
5,883.0 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,698.0 |
6,553.0 |
6,084.5 |
|
R3 |
6,474.5 |
6,329.5 |
6,023.0 |
|
R2 |
6,251.0 |
6,251.0 |
6,002.5 |
|
R1 |
6,106.0 |
6,106.0 |
5,982.0 |
6,067.0 |
PP |
6,027.5 |
6,027.5 |
6,027.5 |
6,007.5 |
S1 |
5,882.5 |
5,882.5 |
5,941.0 |
5,843.0 |
S2 |
5,804.0 |
5,804.0 |
5,920.5 |
|
S3 |
5,580.5 |
5,659.0 |
5,900.0 |
|
S4 |
5,357.0 |
5,435.5 |
5,838.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,059.5 |
5,817.5 |
242.0 |
4.1% |
99.0 |
1.7% |
49% |
False |
False |
101,056 |
10 |
6,172.0 |
5,817.5 |
354.5 |
6.0% |
102.0 |
1.7% |
34% |
False |
False |
88,725 |
20 |
6,267.5 |
5,817.5 |
450.0 |
7.6% |
106.0 |
1.8% |
26% |
False |
False |
86,334 |
40 |
6,291.0 |
5,815.5 |
475.5 |
8.0% |
110.0 |
1.9% |
25% |
False |
False |
86,547 |
60 |
6,338.0 |
5,815.5 |
522.5 |
8.8% |
123.5 |
2.1% |
23% |
False |
False |
94,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,386.0 |
2.618 |
6,227.5 |
1.618 |
6,130.5 |
1.000 |
6,070.5 |
0.618 |
6,033.5 |
HIGH |
5,973.5 |
0.618 |
5,936.5 |
0.500 |
5,925.0 |
0.382 |
5,913.5 |
LOW |
5,876.5 |
0.618 |
5,816.5 |
1.000 |
5,779.5 |
1.618 |
5,719.5 |
2.618 |
5,622.5 |
4.250 |
5,464.0 |
|
|
Fisher Pivots for day following 02-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
5,932.5 |
5,934.0 |
PP |
5,929.0 |
5,931.5 |
S1 |
5,925.0 |
5,929.0 |
|