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 |
1,942.75 |
1,930.23 |
-12.52 |
-0.6% |
1,964.06 |
High |
1,950.16 |
1,940.86 |
-9.30 |
-0.5% |
1,991.22 |
Low |
1,924.83 |
1,918.66 |
-6.17 |
-0.3% |
1,918.66 |
Close |
1,930.29 |
1,932.85 |
2.56 |
0.1% |
1,932.85 |
Range |
25.33 |
22.20 |
-3.13 |
-12.4% |
72.56 |
ATR |
38.07 |
36.94 |
-1.13 |
-3.0% |
0.00 |
Volume |
7,430 |
6,995 |
-435 |
-5.9% |
36,850 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,997.39 |
1,987.32 |
1,945.06 |
|
R3 |
1,975.19 |
1,965.12 |
1,938.96 |
|
R2 |
1,952.99 |
1,952.99 |
1,936.92 |
|
R1 |
1,942.92 |
1,942.92 |
1,934.89 |
1,947.96 |
PP |
1,930.79 |
1,930.79 |
1,930.79 |
1,933.31 |
S1 |
1,920.72 |
1,920.72 |
1,930.82 |
1,925.76 |
S2 |
1,908.59 |
1,908.59 |
1,928.78 |
|
S3 |
1,886.39 |
1,898.52 |
1,926.75 |
|
S4 |
1,864.19 |
1,876.32 |
1,920.64 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,165.26 |
2,121.61 |
1,972.76 |
|
R3 |
2,092.70 |
2,049.05 |
1,952.80 |
|
R2 |
2,020.14 |
2,020.14 |
1,946.15 |
|
R1 |
1,976.49 |
1,976.49 |
1,939.50 |
1,962.04 |
PP |
1,947.58 |
1,947.58 |
1,947.58 |
1,940.35 |
S1 |
1,903.93 |
1,903.93 |
1,926.20 |
1,889.48 |
S2 |
1,875.02 |
1,875.02 |
1,919.55 |
|
S3 |
1,802.46 |
1,831.37 |
1,912.90 |
|
S4 |
1,729.90 |
1,758.81 |
1,892.94 |
|
|
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 |
1,918.66 |
72.56 |
3.8% |
26.09 |
1.3% |
20% |
False |
True |
7,370 |
10 |
1,991.22 |
1,903.83 |
87.39 |
4.5% |
33.55 |
1.7% |
33% |
False |
False |
7,098 |
20 |
2,048.77 |
1,869.42 |
179.35 |
9.3% |
43.94 |
2.3% |
35% |
False |
False |
6,508 |
40 |
2,070.48 |
1,792.78 |
277.70 |
14.4% |
36.75 |
1.9% |
50% |
False |
False |
6,594 |
60 |
2,070.48 |
1,705.53 |
364.95 |
18.9% |
30.65 |
1.6% |
62% |
False |
False |
6,435 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.6% |
28.71 |
1.5% |
65% |
False |
False |
6,240 |
100 |
2,070.48 |
1,663.76 |
406.72 |
21.0% |
27.81 |
1.4% |
66% |
False |
False |
6,207 |
120 |
2,070.48 |
1,486.21 |
584.27 |
30.2% |
28.94 |
1.5% |
76% |
False |
False |
6,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,035.21 |
2.618 |
1,998.98 |
1.618 |
1,976.78 |
1.000 |
1,963.06 |
0.618 |
1,954.58 |
HIGH |
1,940.86 |
0.618 |
1,932.38 |
0.500 |
1,929.76 |
0.382 |
1,927.14 |
LOW |
1,918.66 |
0.618 |
1,904.94 |
1.000 |
1,896.46 |
1.618 |
1,882.74 |
2.618 |
1,860.54 |
4.250 |
1,824.31 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,931.82 |
1,945.53 |
PP |
1,930.79 |
1,941.30 |
S1 |
1,929.76 |
1,937.08 |
|