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 |
354.67 |
355.87 |
1.20 |
0.3% |
342.12 |
High |
358.75 |
356.38 |
-2.37 |
-0.7% |
350.72 |
Low |
353.43 |
342.59 |
-10.84 |
-3.1% |
339.45 |
Close |
357.70 |
345.39 |
-12.31 |
-3.4% |
350.58 |
Range |
5.32 |
13.79 |
8.47 |
159.2% |
11.27 |
ATR |
3.52 |
4.35 |
0.83 |
23.5% |
0.00 |
Volume |
69,540,000 |
148,011,104 |
78,471,104 |
112.8% |
244,465,100 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
389.49 |
381.23 |
352.97 |
|
R3 |
375.70 |
367.44 |
349.18 |
|
R2 |
361.91 |
361.91 |
347.92 |
|
R1 |
353.65 |
353.65 |
346.65 |
350.89 |
PP |
348.12 |
348.12 |
348.12 |
346.74 |
S1 |
339.86 |
339.86 |
344.13 |
337.10 |
S2 |
334.33 |
334.33 |
342.86 |
|
S3 |
320.54 |
326.07 |
341.60 |
|
S4 |
306.75 |
312.28 |
337.81 |
|
|
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 |
358.75 |
342.59 |
16.16 |
4.7% |
5.48 |
1.6% |
17% |
False |
True |
77,447,680 |
10 |
358.75 |
337.55 |
21.20 |
6.1% |
4.21 |
1.2% |
37% |
False |
False |
63,822,120 |
20 |
358.75 |
332.01 |
26.74 |
7.7% |
3.66 |
1.1% |
50% |
False |
False |
56,839,585 |
40 |
358.75 |
312.00 |
46.75 |
13.5% |
3.75 |
1.1% |
71% |
False |
False |
59,988,772 |
60 |
358.75 |
296.74 |
62.01 |
18.0% |
4.51 |
1.3% |
78% |
False |
False |
74,792,471 |
80 |
358.75 |
272.99 |
85.76 |
24.8% |
4.57 |
1.3% |
84% |
False |
False |
80,110,916 |
100 |
358.75 |
272.02 |
86.73 |
25.1% |
4.70 |
1.4% |
85% |
False |
False |
84,303,530 |
120 |
358.75 |
218.26 |
140.49 |
40.7% |
5.91 |
1.7% |
90% |
False |
False |
107,088,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
414.99 |
2.618 |
392.48 |
1.618 |
378.69 |
1.000 |
370.17 |
0.618 |
364.90 |
HIGH |
356.38 |
0.618 |
351.11 |
0.500 |
349.49 |
0.382 |
347.86 |
LOW |
342.59 |
0.618 |
334.07 |
1.000 |
328.80 |
1.618 |
320.28 |
2.618 |
306.49 |
4.250 |
283.98 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
349.49 |
350.67 |
PP |
348.12 |
348.91 |
S1 |
346.76 |
347.15 |
|