Trading Metrics calculated at close of trading on 01-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
350.35 |
350.21 |
-0.14 |
0.0% |
342.12 |
High |
351.30 |
352.71 |
1.41 |
0.4% |
350.72 |
Low |
349.06 |
349.24 |
0.18 |
0.1% |
339.45 |
Close |
349.31 |
352.60 |
3.29 |
0.9% |
350.58 |
Range |
2.24 |
3.47 |
1.23 |
54.9% |
11.27 |
ATR |
3.31 |
3.32 |
0.01 |
0.4% |
0.00 |
Volume |
66,099,100 |
54,999,300 |
-11,099,800 |
-16.8% |
244,465,100 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
361.93 |
360.73 |
354.51 |
|
R3 |
358.46 |
357.26 |
353.55 |
|
R2 |
354.99 |
354.99 |
353.24 |
|
R1 |
353.79 |
353.79 |
352.92 |
354.39 |
PP |
351.52 |
351.52 |
351.52 |
351.82 |
S1 |
350.32 |
350.32 |
352.28 |
350.92 |
S2 |
348.05 |
348.05 |
351.96 |
|
S3 |
344.58 |
346.85 |
351.65 |
|
S4 |
341.11 |
343.38 |
350.69 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380.73 |
376.92 |
356.78 |
|
R3 |
369.46 |
365.65 |
353.68 |
|
R2 |
358.19 |
358.19 |
352.65 |
|
R1 |
354.38 |
354.38 |
351.61 |
356.28 |
PP |
346.92 |
346.92 |
346.92 |
347.87 |
S1 |
343.11 |
343.11 |
349.55 |
345.02 |
S2 |
335.65 |
335.65 |
348.51 |
|
S3 |
324.38 |
331.84 |
347.48 |
|
S4 |
313.11 |
320.57 |
344.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
352.71 |
344.17 |
8.54 |
2.4% |
3.07 |
0.9% |
99% |
True |
False |
55,702,320 |
10 |
352.71 |
335.22 |
17.49 |
5.0% |
2.96 |
0.8% |
99% |
True |
False |
53,093,210 |
20 |
352.71 |
331.13 |
21.58 |
6.1% |
2.93 |
0.8% |
99% |
True |
False |
50,289,315 |
40 |
352.71 |
310.68 |
42.03 |
11.9% |
3.52 |
1.0% |
100% |
True |
False |
57,999,809 |
60 |
352.71 |
296.74 |
55.97 |
15.9% |
4.33 |
1.2% |
100% |
True |
False |
74,041,285 |
80 |
352.71 |
272.99 |
79.72 |
22.6% |
4.48 |
1.3% |
100% |
True |
False |
79,583,839 |
100 |
352.71 |
271.41 |
81.30 |
23.1% |
4.66 |
1.3% |
100% |
True |
False |
84,617,842 |
120 |
352.71 |
218.26 |
134.45 |
38.1% |
6.11 |
1.7% |
100% |
True |
False |
110,498,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
367.46 |
2.618 |
361.79 |
1.618 |
358.32 |
1.000 |
356.18 |
0.618 |
354.85 |
HIGH |
352.71 |
0.618 |
351.38 |
0.500 |
350.98 |
0.382 |
350.57 |
LOW |
349.24 |
0.618 |
347.10 |
1.000 |
345.77 |
1.618 |
343.63 |
2.618 |
340.16 |
4.250 |
334.49 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
352.06 |
351.88 |
PP |
351.52 |
351.15 |
S1 |
350.98 |
350.43 |
|