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 |
1,954.3 |
1,940.4 |
-13.9 |
-0.7% |
1,980.2 |
High |
1,963.5 |
1,961.7 |
-1.8 |
-0.1% |
2,008.2 |
Low |
1,935.3 |
1,930.0 |
-5.3 |
-0.3% |
1,930.0 |
Close |
1,945.2 |
1,941.7 |
-3.5 |
-0.2% |
1,941.7 |
Range |
28.2 |
31.7 |
3.5 |
12.4% |
78.2 |
ATR |
43.5 |
42.7 |
-0.8 |
-1.9% |
0.0 |
Volume |
2,385 |
2,010 |
-375 |
-15.7% |
13,348 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,039.6 |
2,022.3 |
1,959.1 |
|
R3 |
2,007.9 |
1,990.6 |
1,950.4 |
|
R2 |
1,976.2 |
1,976.2 |
1,947.5 |
|
R1 |
1,958.9 |
1,958.9 |
1,944.6 |
1,967.6 |
PP |
1,944.5 |
1,944.5 |
1,944.5 |
1,948.8 |
S1 |
1,927.2 |
1,927.2 |
1,938.8 |
1,935.9 |
S2 |
1,912.8 |
1,912.8 |
1,935.9 |
|
S3 |
1,881.1 |
1,895.5 |
1,933.0 |
|
S4 |
1,849.4 |
1,863.8 |
1,924.3 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,194.6 |
2,146.3 |
1,984.7 |
|
R3 |
2,116.4 |
2,068.1 |
1,963.2 |
|
R2 |
2,038.2 |
2,038.2 |
1,956.0 |
|
R1 |
1,989.9 |
1,989.9 |
1,948.9 |
1,975.0 |
PP |
1,960.0 |
1,960.0 |
1,960.0 |
1,952.5 |
S1 |
1,911.7 |
1,911.7 |
1,934.5 |
1,896.8 |
S2 |
1,881.8 |
1,881.8 |
1,927.4 |
|
S3 |
1,803.6 |
1,833.5 |
1,920.2 |
|
S4 |
1,725.4 |
1,755.3 |
1,898.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,008.2 |
1,930.0 |
78.2 |
4.0% |
30.5 |
1.6% |
15% |
False |
True |
2,669 |
10 |
2,008.2 |
1,916.8 |
91.4 |
4.7% |
39.4 |
2.0% |
27% |
False |
False |
2,666 |
20 |
2,069.6 |
1,884.0 |
185.6 |
9.6% |
49.3 |
2.5% |
31% |
False |
False |
3,525 |
40 |
2,099.2 |
1,828.8 |
270.4 |
13.9% |
41.2 |
2.1% |
42% |
False |
False |
3,621 |
60 |
2,099.2 |
1,732.9 |
366.3 |
18.9% |
35.4 |
1.8% |
57% |
False |
False |
2,890 |
80 |
2,099.2 |
1,698.4 |
400.8 |
20.6% |
32.6 |
1.7% |
61% |
False |
False |
2,593 |
100 |
2,099.2 |
1,684.7 |
414.5 |
21.3% |
30.2 |
1.6% |
62% |
False |
False |
2,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,096.4 |
2.618 |
2,044.7 |
1.618 |
2,013.0 |
1.000 |
1,993.4 |
0.618 |
1,981.3 |
HIGH |
1,961.7 |
0.618 |
1,949.6 |
0.500 |
1,945.9 |
0.382 |
1,942.1 |
LOW |
1,930.0 |
0.618 |
1,910.4 |
1.000 |
1,898.3 |
1.618 |
1,878.7 |
2.618 |
1,847.0 |
4.250 |
1,795.3 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,945.9 |
1,958.7 |
PP |
1,944.5 |
1,953.0 |
S1 |
1,943.1 |
1,947.4 |
|