Trading Metrics calculated at close of trading on 03-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,970.34 |
1,942.75 |
-27.59 |
-1.4% |
1,939.46 |
High |
1,972.40 |
1,950.16 |
-22.24 |
-1.1% |
1,972.73 |
Low |
1,934.45 |
1,924.83 |
-9.62 |
-0.5% |
1,903.83 |
Close |
1,942.85 |
1,930.29 |
-12.56 |
-0.6% |
1,964.05 |
Range |
37.95 |
25.33 |
-12.62 |
-33.3% |
68.90 |
ATR |
39.05 |
38.07 |
-0.98 |
-2.5% |
0.00 |
Volume |
7,449 |
7,430 |
-19 |
-0.3% |
34,132 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.08 |
1,996.02 |
1,944.22 |
|
R3 |
1,985.75 |
1,970.69 |
1,937.26 |
|
R2 |
1,960.42 |
1,960.42 |
1,934.93 |
|
R1 |
1,945.36 |
1,945.36 |
1,932.61 |
1,940.23 |
PP |
1,935.09 |
1,935.09 |
1,935.09 |
1,932.53 |
S1 |
1,920.03 |
1,920.03 |
1,927.97 |
1,914.90 |
S2 |
1,909.76 |
1,909.76 |
1,925.65 |
|
S3 |
1,884.43 |
1,894.70 |
1,923.32 |
|
S4 |
1,859.10 |
1,869.37 |
1,916.36 |
|
|
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 |
1,924.37 |
66.85 |
3.5% |
31.32 |
1.6% |
9% |
False |
False |
7,414 |
10 |
1,991.22 |
1,903.83 |
87.39 |
4.5% |
35.37 |
1.8% |
30% |
False |
False |
7,024 |
20 |
2,070.48 |
1,869.42 |
201.06 |
10.4% |
45.54 |
2.4% |
30% |
False |
False |
6,467 |
40 |
2,070.48 |
1,792.78 |
277.70 |
14.4% |
36.57 |
1.9% |
50% |
False |
False |
6,588 |
60 |
2,070.48 |
1,705.53 |
364.95 |
18.9% |
30.59 |
1.6% |
62% |
False |
False |
6,413 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.6% |
28.69 |
1.5% |
65% |
False |
False |
6,225 |
100 |
2,070.48 |
1,663.76 |
406.72 |
21.1% |
27.96 |
1.4% |
66% |
False |
False |
6,198 |
120 |
2,070.48 |
1,463.91 |
606.57 |
31.4% |
29.17 |
1.5% |
77% |
False |
False |
6,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,057.81 |
2.618 |
2,016.47 |
1.618 |
1,991.14 |
1.000 |
1,975.49 |
0.618 |
1,965.81 |
HIGH |
1,950.16 |
0.618 |
1,940.48 |
0.500 |
1,937.50 |
0.382 |
1,934.51 |
LOW |
1,924.83 |
0.618 |
1,909.18 |
1.000 |
1,899.50 |
1.618 |
1,883.85 |
2.618 |
1,858.52 |
4.250 |
1,817.18 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,937.50 |
1,958.03 |
PP |
1,935.09 |
1,948.78 |
S1 |
1,932.69 |
1,939.54 |
|