Trading Metrics calculated at close of trading on 07-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
07-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
5,780.0 |
5,810.0 |
30.0 |
0.5% |
5,945.0 |
High |
5,904.5 |
5,949.5 |
45.0 |
0.8% |
5,999.5 |
Low |
5,776.5 |
5,809.0 |
32.5 |
0.6% |
5,776.5 |
Close |
5,785.0 |
5,935.0 |
150.0 |
2.6% |
5,785.0 |
Range |
128.0 |
140.5 |
12.5 |
9.8% |
223.0 |
ATR |
122.1 |
125.1 |
3.0 |
2.5% |
0.0 |
Volume |
156,985 |
73,401 |
-83,584 |
-53.2% |
560,220 |
|
Daily Pivots for day following 07-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,319.5 |
6,267.5 |
6,012.5 |
|
R3 |
6,179.0 |
6,127.0 |
5,973.5 |
|
R2 |
6,038.5 |
6,038.5 |
5,961.0 |
|
R1 |
5,986.5 |
5,986.5 |
5,948.0 |
6,012.5 |
PP |
5,898.0 |
5,898.0 |
5,898.0 |
5,911.0 |
S1 |
5,846.0 |
5,846.0 |
5,922.0 |
5,872.0 |
S2 |
5,757.5 |
5,757.5 |
5,909.0 |
|
S3 |
5,617.0 |
5,705.5 |
5,896.5 |
|
S4 |
5,476.5 |
5,565.0 |
5,857.5 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,522.5 |
6,377.0 |
5,907.5 |
|
R3 |
6,299.5 |
6,154.0 |
5,846.5 |
|
R2 |
6,076.5 |
6,076.5 |
5,826.0 |
|
R1 |
5,931.0 |
5,931.0 |
5,805.5 |
5,892.0 |
PP |
5,853.5 |
5,853.5 |
5,853.5 |
5,834.5 |
S1 |
5,708.0 |
5,708.0 |
5,764.5 |
5,669.0 |
S2 |
5,630.5 |
5,630.5 |
5,744.0 |
|
S3 |
5,407.5 |
5,485.0 |
5,723.5 |
|
S4 |
5,184.5 |
5,262.0 |
5,662.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,999.5 |
5,776.5 |
223.0 |
3.8% |
146.0 |
2.5% |
71% |
False |
False |
126,724 |
10 |
6,172.0 |
5,776.5 |
395.5 |
6.7% |
124.5 |
2.1% |
40% |
False |
False |
102,104 |
20 |
6,267.5 |
5,776.5 |
491.0 |
8.3% |
116.0 |
2.0% |
32% |
False |
False |
92,367 |
40 |
6,291.0 |
5,776.5 |
514.5 |
8.7% |
112.0 |
1.9% |
31% |
False |
False |
89,128 |
60 |
6,302.5 |
5,776.5 |
526.0 |
8.9% |
121.5 |
2.1% |
30% |
False |
False |
99,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,546.5 |
2.618 |
6,317.5 |
1.618 |
6,177.0 |
1.000 |
6,090.0 |
0.618 |
6,036.5 |
HIGH |
5,949.5 |
0.618 |
5,896.0 |
0.500 |
5,879.0 |
0.382 |
5,862.5 |
LOW |
5,809.0 |
0.618 |
5,722.0 |
1.000 |
5,668.5 |
1.618 |
5,581.5 |
2.618 |
5,441.0 |
4.250 |
5,212.0 |
|
|
Fisher Pivots for day following 07-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
5,916.5 |
5,919.5 |
PP |
5,898.0 |
5,903.5 |
S1 |
5,879.0 |
5,888.0 |
|