Trading Metrics calculated at close of trading on 08-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
5,810.0 |
5,946.0 |
136.0 |
2.3% |
5,945.0 |
High |
5,949.5 |
5,988.0 |
38.5 |
0.6% |
5,999.5 |
Low |
5,809.0 |
5,868.5 |
59.5 |
1.0% |
5,776.5 |
Close |
5,935.0 |
5,928.0 |
-7.0 |
-0.1% |
5,785.0 |
Range |
140.5 |
119.5 |
-21.0 |
-14.9% |
223.0 |
ATR |
125.1 |
124.7 |
-0.4 |
-0.3% |
0.0 |
Volume |
73,401 |
137,048 |
63,647 |
86.7% |
560,220 |
|
Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,286.5 |
6,227.0 |
5,993.5 |
|
R3 |
6,167.0 |
6,107.5 |
5,961.0 |
|
R2 |
6,047.5 |
6,047.5 |
5,950.0 |
|
R1 |
5,988.0 |
5,988.0 |
5,939.0 |
5,958.0 |
PP |
5,928.0 |
5,928.0 |
5,928.0 |
5,913.0 |
S1 |
5,868.5 |
5,868.5 |
5,917.0 |
5,838.5 |
S2 |
5,808.5 |
5,808.5 |
5,906.0 |
|
S3 |
5,689.0 |
5,749.0 |
5,895.0 |
|
S4 |
5,569.5 |
5,629.5 |
5,862.5 |
|
|
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% |
138.0 |
2.3% |
68% |
False |
False |
123,393 |
10 |
6,172.0 |
5,776.5 |
395.5 |
6.7% |
125.0 |
2.1% |
38% |
False |
False |
107,963 |
20 |
6,267.5 |
5,776.5 |
491.0 |
8.3% |
118.5 |
2.0% |
31% |
False |
False |
96,203 |
40 |
6,291.0 |
5,776.5 |
514.5 |
8.7% |
112.0 |
1.9% |
29% |
False |
False |
90,431 |
60 |
6,302.5 |
5,776.5 |
526.0 |
8.9% |
120.0 |
2.0% |
29% |
False |
False |
94,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,496.0 |
2.618 |
6,301.0 |
1.618 |
6,181.5 |
1.000 |
6,107.5 |
0.618 |
6,062.0 |
HIGH |
5,988.0 |
0.618 |
5,942.5 |
0.500 |
5,928.0 |
0.382 |
5,914.0 |
LOW |
5,868.5 |
0.618 |
5,794.5 |
1.000 |
5,749.0 |
1.618 |
5,675.0 |
2.618 |
5,555.5 |
4.250 |
5,360.5 |
|
|
Fisher Pivots for day following 08-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
5,928.0 |
5,913.0 |
PP |
5,928.0 |
5,897.5 |
S1 |
5,928.0 |
5,882.0 |
|