Trading Metrics calculated at close of trading on 02-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,967.35 |
1,970.34 |
2.99 |
0.2% |
1,939.46 |
High |
1,991.22 |
1,972.40 |
-18.82 |
-0.9% |
1,972.73 |
Low |
1,965.49 |
1,934.45 |
-31.04 |
-1.6% |
1,903.83 |
Close |
1,970.45 |
1,942.85 |
-27.60 |
-1.4% |
1,964.05 |
Range |
25.73 |
37.95 |
12.22 |
47.5% |
68.90 |
ATR |
39.14 |
39.05 |
-0.08 |
-0.2% |
0.00 |
Volume |
7,626 |
7,449 |
-177 |
-2.3% |
34,132 |
|
Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,063.75 |
2,041.25 |
1,963.72 |
|
R3 |
2,025.80 |
2,003.30 |
1,953.29 |
|
R2 |
1,987.85 |
1,987.85 |
1,949.81 |
|
R1 |
1,965.35 |
1,965.35 |
1,946.33 |
1,957.63 |
PP |
1,949.90 |
1,949.90 |
1,949.90 |
1,946.04 |
S1 |
1,927.40 |
1,927.40 |
1,939.37 |
1,919.68 |
S2 |
1,911.95 |
1,911.95 |
1,935.89 |
|
S3 |
1,874.00 |
1,889.45 |
1,932.41 |
|
S4 |
1,836.05 |
1,851.50 |
1,921.98 |
|
|
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 |
1,916.95 |
74.27 |
3.8% |
36.16 |
1.9% |
35% |
False |
False |
7,189 |
10 |
1,991.22 |
1,903.83 |
87.39 |
4.5% |
35.65 |
1.8% |
45% |
False |
False |
6,822 |
20 |
2,070.48 |
1,869.42 |
201.06 |
10.3% |
45.90 |
2.4% |
37% |
False |
False |
6,410 |
40 |
2,070.48 |
1,792.78 |
277.70 |
14.3% |
36.37 |
1.9% |
54% |
False |
False |
6,572 |
60 |
2,070.48 |
1,705.53 |
364.95 |
18.8% |
30.51 |
1.6% |
65% |
False |
False |
6,382 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.5% |
28.68 |
1.5% |
68% |
False |
False |
6,204 |
100 |
2,070.48 |
1,663.76 |
406.72 |
20.9% |
27.96 |
1.4% |
69% |
False |
False |
6,181 |
120 |
2,070.48 |
1,463.91 |
606.57 |
31.2% |
29.22 |
1.5% |
79% |
False |
False |
6,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,133.69 |
2.618 |
2,071.75 |
1.618 |
2,033.80 |
1.000 |
2,010.35 |
0.618 |
1,995.85 |
HIGH |
1,972.40 |
0.618 |
1,957.90 |
0.500 |
1,953.43 |
0.382 |
1,948.95 |
LOW |
1,934.45 |
0.618 |
1,911.00 |
1.000 |
1,896.50 |
1.618 |
1,873.05 |
2.618 |
1,835.10 |
4.250 |
1,773.16 |
|
|
Fisher Pivots for day following 02-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,953.43 |
1,962.84 |
PP |
1,949.90 |
1,956.17 |
S1 |
1,946.38 |
1,949.51 |
|