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 |
13,350.0 |
13,001.0 |
-349.0 |
-2.6% |
13,100.5 |
High |
13,435.0 |
13,100.0 |
-335.0 |
-2.5% |
13,435.0 |
Low |
12,917.0 |
12,760.0 |
-157.0 |
-1.2% |
12,760.0 |
Close |
13,016.5 |
12,779.0 |
-237.5 |
-1.8% |
12,779.0 |
Range |
518.0 |
340.0 |
-178.0 |
-34.4% |
675.0 |
ATR |
244.3 |
251.1 |
6.8 |
2.8% |
0.0 |
Volume |
402 |
694 |
292 |
72.6% |
1,972 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,899.7 |
13,679.3 |
12,966.0 |
|
R3 |
13,559.7 |
13,339.3 |
12,872.5 |
|
R2 |
13,219.7 |
13,219.7 |
12,841.3 |
|
R1 |
12,999.3 |
12,999.3 |
12,810.2 |
12,939.5 |
PP |
12,879.7 |
12,879.7 |
12,879.7 |
12,849.8 |
S1 |
12,659.3 |
12,659.3 |
12,747.8 |
12,599.5 |
S2 |
12,539.7 |
12,539.7 |
12,716.7 |
|
S3 |
12,199.7 |
12,319.3 |
12,685.5 |
|
S4 |
11,859.7 |
11,979.3 |
12,592.0 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,016.3 |
14,572.7 |
13,150.3 |
|
R3 |
14,341.3 |
13,897.7 |
12,964.6 |
|
R2 |
13,666.3 |
13,666.3 |
12,902.8 |
|
R1 |
13,222.7 |
13,222.7 |
12,840.9 |
13,107.0 |
PP |
12,991.3 |
12,991.3 |
12,991.3 |
12,933.5 |
S1 |
12,547.7 |
12,547.7 |
12,717.1 |
12,432.0 |
S2 |
12,316.3 |
12,316.3 |
12,655.3 |
|
S3 |
11,641.3 |
11,872.7 |
12,593.4 |
|
S4 |
10,966.3 |
11,197.7 |
12,407.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,435.0 |
12,760.0 |
675.0 |
5.3% |
331.0 |
2.6% |
3% |
False |
True |
394 |
10 |
13,435.0 |
12,760.0 |
675.0 |
5.3% |
272.0 |
2.1% |
3% |
False |
True |
245 |
20 |
13,435.0 |
12,590.0 |
845.0 |
6.6% |
211.0 |
1.7% |
22% |
False |
False |
154 |
40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.6% |
197.2 |
1.5% |
47% |
False |
False |
123 |
60 |
13,435.0 |
11,610.0 |
1,825.0 |
14.3% |
209.1 |
1.6% |
64% |
False |
False |
105 |
80 |
13,435.0 |
10,700.0 |
2,735.0 |
21.4% |
190.0 |
1.5% |
76% |
False |
False |
84 |
100 |
13,435.0 |
10,193.0 |
3,242.0 |
25.4% |
161.5 |
1.3% |
80% |
False |
False |
73 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,545.0 |
2.618 |
13,990.1 |
1.618 |
13,650.1 |
1.000 |
13,440.0 |
0.618 |
13,310.1 |
HIGH |
13,100.0 |
0.618 |
12,970.1 |
0.500 |
12,930.0 |
0.382 |
12,889.9 |
LOW |
12,760.0 |
0.618 |
12,549.9 |
1.000 |
12,420.0 |
1.618 |
12,209.9 |
2.618 |
11,869.9 |
4.250 |
11,315.0 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
12,930.0 |
13,097.5 |
PP |
12,879.7 |
12,991.3 |
S1 |
12,829.3 |
12,885.2 |
|