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 |
12,417.45 |
12,202.87 |
-214.58 |
-1.7% |
11,703.34 |
High |
12,439.48 |
12,235.00 |
-204.48 |
-1.6% |
12,047.99 |
Low |
12,176.18 |
11,662.11 |
-514.07 |
-4.2% |
11,535.55 |
Close |
12,420.54 |
11,771.37 |
-649.17 |
-5.2% |
11,995.85 |
Range |
263.30 |
572.89 |
309.59 |
117.6% |
512.44 |
ATR |
187.55 |
228.33 |
40.78 |
21.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,608.16 |
13,262.66 |
12,086.46 |
|
R3 |
13,035.27 |
12,689.77 |
11,928.91 |
|
R2 |
12,462.38 |
12,462.38 |
11,876.40 |
|
R1 |
12,116.88 |
12,116.88 |
11,823.88 |
12,003.19 |
PP |
11,889.49 |
11,889.49 |
11,889.49 |
11,832.65 |
S1 |
11,543.99 |
11,543.99 |
11,718.86 |
11,430.30 |
S2 |
11,316.60 |
11,316.60 |
11,666.34 |
|
S3 |
10,743.71 |
10,971.10 |
11,613.83 |
|
S4 |
10,170.82 |
10,398.21 |
11,456.28 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,397.12 |
13,208.92 |
12,277.69 |
|
R3 |
12,884.68 |
12,696.48 |
12,136.77 |
|
R2 |
12,372.24 |
12,372.24 |
12,089.80 |
|
R1 |
12,184.04 |
12,184.04 |
12,042.82 |
12,278.14 |
PP |
11,859.80 |
11,859.80 |
11,859.80 |
11,906.85 |
S1 |
11,671.60 |
11,671.60 |
11,948.88 |
11,765.70 |
S2 |
11,347.36 |
11,347.36 |
11,901.90 |
|
S3 |
10,834.92 |
11,159.16 |
11,854.93 |
|
S4 |
10,322.48 |
10,646.72 |
11,714.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,439.48 |
11,662.11 |
777.37 |
6.6% |
252.13 |
2.1% |
14% |
False |
True |
|
10 |
12,439.48 |
11,461.53 |
977.95 |
8.3% |
212.63 |
1.8% |
32% |
False |
False |
|
20 |
12,439.48 |
10,855.06 |
1,584.42 |
13.5% |
192.73 |
1.6% |
58% |
False |
False |
|
40 |
12,439.48 |
10,313.94 |
2,125.54 |
18.1% |
197.80 |
1.7% |
69% |
False |
False |
|
60 |
12,439.48 |
9,489.58 |
2,949.90 |
25.1% |
199.78 |
1.7% |
77% |
False |
False |
|
80 |
12,439.48 |
8,860.77 |
3,578.71 |
30.4% |
190.61 |
1.6% |
81% |
False |
False |
|
100 |
12,439.48 |
8,359.84 |
4,079.64 |
34.7% |
186.05 |
1.6% |
84% |
False |
False |
|
120 |
12,439.48 |
6,771.91 |
5,667.57 |
48.1% |
207.57 |
1.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,669.78 |
2.618 |
13,734.83 |
1.618 |
13,161.94 |
1.000 |
12,807.89 |
0.618 |
12,589.05 |
HIGH |
12,235.00 |
0.618 |
12,016.16 |
0.500 |
11,948.56 |
0.382 |
11,880.95 |
LOW |
11,662.11 |
0.618 |
11,308.06 |
1.000 |
11,089.22 |
1.618 |
10,735.17 |
2.618 |
10,162.28 |
4.250 |
9,227.33 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
11,948.56 |
12,050.80 |
PP |
11,889.49 |
11,957.65 |
S1 |
11,830.43 |
11,864.51 |
|