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 |
3,569.00 |
3,444.75 |
-124.25 |
-3.5% |
3,497.75 |
High |
3,576.25 |
3,473.50 |
-102.75 |
-2.9% |
3,576.25 |
Low |
3,414.50 |
3,337.50 |
-77.00 |
-2.3% |
3,337.50 |
Close |
3,451.25 |
3,407.25 |
-44.00 |
-1.3% |
3,407.25 |
Range |
161.75 |
136.00 |
-25.75 |
-15.9% |
238.75 |
ATR |
50.03 |
56.17 |
6.14 |
12.3% |
0.00 |
Volume |
33,766 |
47,711 |
13,945 |
41.3% |
119,608 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,814.00 |
3,746.75 |
3,482.00 |
|
R3 |
3,678.00 |
3,610.75 |
3,444.75 |
|
R2 |
3,542.00 |
3,542.00 |
3,432.25 |
|
R1 |
3,474.75 |
3,474.75 |
3,419.75 |
3,440.50 |
PP |
3,406.00 |
3,406.00 |
3,406.00 |
3,389.00 |
S1 |
3,338.75 |
3,338.75 |
3,394.75 |
3,304.50 |
S2 |
3,270.00 |
3,270.00 |
3,382.25 |
|
S3 |
3,134.00 |
3,202.75 |
3,369.75 |
|
S4 |
2,998.00 |
3,066.75 |
3,332.50 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,156.50 |
4,020.75 |
3,538.50 |
|
R3 |
3,917.75 |
3,782.00 |
3,473.00 |
|
R2 |
3,679.00 |
3,679.00 |
3,451.00 |
|
R1 |
3,543.25 |
3,543.25 |
3,429.25 |
3,491.75 |
PP |
3,440.25 |
3,440.25 |
3,440.25 |
3,414.50 |
S1 |
3,304.50 |
3,304.50 |
3,385.25 |
3,253.00 |
S2 |
3,201.50 |
3,201.50 |
3,363.50 |
|
S3 |
2,962.75 |
3,065.75 |
3,341.50 |
|
S4 |
2,724.00 |
2,827.00 |
3,276.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,576.25 |
3,337.50 |
238.75 |
7.0% |
87.50 |
2.6% |
29% |
False |
True |
23,921 |
10 |
3,576.25 |
3,337.50 |
238.75 |
7.0% |
60.75 |
1.8% |
29% |
False |
True |
14,243 |
20 |
3,576.25 |
3,309.50 |
266.75 |
7.8% |
48.00 |
1.4% |
37% |
False |
False |
9,162 |
40 |
3,576.25 |
3,108.50 |
467.75 |
13.7% |
48.00 |
1.4% |
64% |
False |
False |
5,696 |
60 |
3,576.25 |
2,916.50 |
659.75 |
19.4% |
57.25 |
1.7% |
74% |
False |
False |
4,466 |
80 |
3,576.25 |
2,745.75 |
830.50 |
24.4% |
59.50 |
1.7% |
80% |
False |
False |
3,814 |
100 |
3,576.25 |
2,707.25 |
869.00 |
25.5% |
61.75 |
1.8% |
81% |
False |
False |
3,332 |
120 |
3,576.25 |
2,168.25 |
1,408.00 |
41.3% |
73.25 |
2.1% |
88% |
False |
False |
2,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,051.50 |
2.618 |
3,829.50 |
1.618 |
3,693.50 |
1.000 |
3,609.50 |
0.618 |
3,557.50 |
HIGH |
3,473.50 |
0.618 |
3,421.50 |
0.500 |
3,405.50 |
0.382 |
3,389.50 |
LOW |
3,337.50 |
0.618 |
3,253.50 |
1.000 |
3,201.50 |
1.618 |
3,117.50 |
2.618 |
2,981.50 |
4.250 |
2,759.50 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3,406.75 |
3,457.00 |
PP |
3,406.00 |
3,440.25 |
S1 |
3,405.50 |
3,423.75 |
|