Trading Metrics calculated at close of trading on 08-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,932.88 |
1,928.41 |
-4.47 |
-0.2% |
1,964.06 |
High |
1,940.49 |
1,939.80 |
-0.69 |
0.0% |
1,991.22 |
Low |
1,925.54 |
1,908.38 |
-17.16 |
-0.9% |
1,918.66 |
Close |
1,928.41 |
1,931.09 |
2.68 |
0.1% |
1,932.85 |
Range |
14.95 |
31.42 |
16.47 |
110.2% |
72.56 |
ATR |
35.37 |
35.08 |
-0.28 |
-0.8% |
0.00 |
Volume |
6,133 |
7,440 |
1,307 |
21.3% |
36,850 |
|
Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.68 |
2,007.31 |
1,948.37 |
|
R3 |
1,989.26 |
1,975.89 |
1,939.73 |
|
R2 |
1,957.84 |
1,957.84 |
1,936.85 |
|
R1 |
1,944.47 |
1,944.47 |
1,933.97 |
1,951.16 |
PP |
1,926.42 |
1,926.42 |
1,926.42 |
1,929.77 |
S1 |
1,913.05 |
1,913.05 |
1,928.21 |
1,919.74 |
S2 |
1,895.00 |
1,895.00 |
1,925.33 |
|
S3 |
1,863.58 |
1,881.63 |
1,922.45 |
|
S4 |
1,832.16 |
1,850.21 |
1,913.81 |
|
|
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 |
1,972.40 |
1,908.38 |
64.02 |
3.3% |
26.37 |
1.4% |
35% |
False |
True |
7,089 |
10 |
1,991.22 |
1,903.83 |
87.39 |
4.5% |
32.51 |
1.7% |
31% |
False |
False |
7,080 |
20 |
2,014.05 |
1,869.42 |
144.63 |
7.5% |
38.82 |
2.0% |
43% |
False |
False |
6,549 |
40 |
2,070.48 |
1,795.06 |
275.42 |
14.3% |
37.12 |
1.9% |
49% |
False |
False |
6,594 |
60 |
2,070.48 |
1,713.58 |
356.90 |
18.5% |
30.57 |
1.6% |
61% |
False |
False |
6,483 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.6% |
28.61 |
1.5% |
65% |
False |
False |
6,248 |
100 |
2,070.48 |
1,671.36 |
399.12 |
20.7% |
27.67 |
1.4% |
65% |
False |
False |
6,223 |
120 |
2,070.48 |
1,564.96 |
505.52 |
26.2% |
28.07 |
1.5% |
72% |
False |
False |
6,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,073.34 |
2.618 |
2,022.06 |
1.618 |
1,990.64 |
1.000 |
1,971.22 |
0.618 |
1,959.22 |
HIGH |
1,939.80 |
0.618 |
1,927.80 |
0.500 |
1,924.09 |
0.382 |
1,920.38 |
LOW |
1,908.38 |
0.618 |
1,888.96 |
1.000 |
1,876.96 |
1.618 |
1,857.54 |
2.618 |
1,826.12 |
4.250 |
1,774.85 |
|
|
Fisher Pivots for day following 08-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,928.76 |
1,928.93 |
PP |
1,926.42 |
1,926.78 |
S1 |
1,924.09 |
1,924.62 |
|