Trading Metrics calculated at close of trading on 01-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,964.06 |
1,967.35 |
3.29 |
0.2% |
1,939.46 |
High |
1,975.10 |
1,991.22 |
16.12 |
0.8% |
1,972.73 |
Low |
1,955.87 |
1,965.49 |
9.62 |
0.5% |
1,903.83 |
Close |
1,967.29 |
1,970.45 |
3.16 |
0.2% |
1,964.05 |
Range |
19.23 |
25.73 |
6.50 |
33.8% |
68.90 |
ATR |
40.17 |
39.14 |
-1.03 |
-2.6% |
0.00 |
Volume |
7,350 |
7,626 |
276 |
3.8% |
34,132 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,052.91 |
2,037.41 |
1,984.60 |
|
R3 |
2,027.18 |
2,011.68 |
1,977.53 |
|
R2 |
2,001.45 |
2,001.45 |
1,975.17 |
|
R1 |
1,985.95 |
1,985.95 |
1,972.81 |
1,993.70 |
PP |
1,975.72 |
1,975.72 |
1,975.72 |
1,979.60 |
S1 |
1,960.22 |
1,960.22 |
1,968.09 |
1,967.97 |
S2 |
1,949.99 |
1,949.99 |
1,965.73 |
|
S3 |
1,924.26 |
1,934.49 |
1,963.37 |
|
S4 |
1,898.53 |
1,908.76 |
1,956.30 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,153.57 |
2,127.71 |
2,001.95 |
|
R3 |
2,084.67 |
2,058.81 |
1,983.00 |
|
R2 |
2,015.77 |
2,015.77 |
1,976.68 |
|
R1 |
1,989.91 |
1,989.91 |
1,970.37 |
2,002.84 |
PP |
1,946.87 |
1,946.87 |
1,946.87 |
1,953.34 |
S1 |
1,921.01 |
1,921.01 |
1,957.73 |
1,933.94 |
S2 |
1,877.97 |
1,877.97 |
1,951.42 |
|
S3 |
1,809.07 |
1,852.11 |
1,945.10 |
|
S4 |
1,740.17 |
1,783.21 |
1,926.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,991.22 |
1,903.83 |
87.39 |
4.4% |
38.65 |
2.0% |
76% |
True |
False |
7,072 |
10 |
2,005.80 |
1,903.83 |
101.97 |
5.2% |
39.88 |
2.0% |
65% |
False |
False |
6,634 |
20 |
2,070.48 |
1,869.42 |
201.06 |
10.2% |
46.12 |
2.3% |
50% |
False |
False |
6,349 |
40 |
2,070.48 |
1,792.09 |
278.39 |
14.1% |
36.01 |
1.8% |
64% |
False |
False |
6,547 |
60 |
2,070.48 |
1,705.53 |
364.95 |
18.5% |
30.32 |
1.5% |
73% |
False |
False |
6,348 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.2% |
28.41 |
1.4% |
75% |
False |
False |
6,184 |
100 |
2,070.48 |
1,663.76 |
406.72 |
20.6% |
27.78 |
1.4% |
75% |
False |
False |
6,169 |
120 |
2,070.48 |
1,463.91 |
606.57 |
30.8% |
29.47 |
1.5% |
84% |
False |
False |
6,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,100.57 |
2.618 |
2,058.58 |
1.618 |
2,032.85 |
1.000 |
2,016.95 |
0.618 |
2,007.12 |
HIGH |
1,991.22 |
0.618 |
1,981.39 |
0.500 |
1,978.36 |
0.382 |
1,975.32 |
LOW |
1,965.49 |
0.618 |
1,949.59 |
1.000 |
1,939.76 |
1.618 |
1,923.86 |
2.618 |
1,898.13 |
4.250 |
1,856.14 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,978.36 |
1,966.23 |
PP |
1,975.72 |
1,962.01 |
S1 |
1,973.09 |
1,957.80 |
|