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 |
28,643.66 |
28,439.61 |
-204.05 |
-0.7% |
28,077.58 |
High |
28,643.66 |
28,659.26 |
15.60 |
0.1% |
28,733.35 |
Low |
28,363.55 |
28,290.91 |
-72.64 |
-0.3% |
28,041.75 |
Close |
28,430.05 |
28,645.66 |
215.61 |
0.8% |
28,653.87 |
Range |
280.11 |
368.35 |
88.24 |
31.5% |
691.60 |
ATR |
307.56 |
311.90 |
4.34 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,636.99 |
29,509.68 |
28,848.25 |
|
R3 |
29,268.64 |
29,141.33 |
28,746.96 |
|
R2 |
28,900.29 |
28,900.29 |
28,713.19 |
|
R1 |
28,772.98 |
28,772.98 |
28,679.43 |
28,836.64 |
PP |
28,531.94 |
28,531.94 |
28,531.94 |
28,563.77 |
S1 |
28,404.63 |
28,404.63 |
28,611.89 |
28,468.29 |
S2 |
28,163.59 |
28,163.59 |
28,578.13 |
|
S3 |
27,795.24 |
28,036.28 |
28,544.36 |
|
S4 |
27,426.89 |
27,667.93 |
28,443.07 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,551.12 |
30,294.10 |
29,034.25 |
|
R3 |
29,859.52 |
29,602.50 |
28,844.06 |
|
R2 |
29,167.92 |
29,167.92 |
28,780.66 |
|
R1 |
28,910.90 |
28,910.90 |
28,717.27 |
29,039.41 |
PP |
28,476.32 |
28,476.32 |
28,476.32 |
28,540.58 |
S1 |
28,219.30 |
28,219.30 |
28,590.47 |
28,347.81 |
S2 |
27,784.72 |
27,784.72 |
28,527.08 |
|
S3 |
27,093.12 |
27,527.70 |
28,463.68 |
|
S4 |
26,401.52 |
26,836.10 |
28,273.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,733.35 |
28,153.91 |
579.44 |
2.0% |
272.80 |
1.0% |
85% |
False |
False |
|
10 |
28,733.35 |
27,526.25 |
1,207.10 |
4.2% |
274.40 |
1.0% |
93% |
False |
False |
|
20 |
28,733.35 |
26,924.78 |
1,808.57 |
6.3% |
269.48 |
0.9% |
95% |
False |
False |
|
40 |
28,733.35 |
25,526.33 |
3,207.02 |
11.2% |
302.41 |
1.1% |
97% |
False |
False |
|
60 |
28,733.35 |
24,843.18 |
3,890.17 |
13.6% |
380.76 |
1.3% |
98% |
False |
False |
|
80 |
28,733.35 |
22,789.62 |
5,943.73 |
20.7% |
390.88 |
1.4% |
99% |
False |
False |
|
100 |
28,733.35 |
22,789.62 |
5,943.73 |
20.7% |
391.04 |
1.4% |
99% |
False |
False |
|
120 |
28,733.35 |
18,213.65 |
10,519.70 |
36.7% |
506.90 |
1.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,224.75 |
2.618 |
29,623.60 |
1.618 |
29,255.25 |
1.000 |
29,027.61 |
0.618 |
28,886.90 |
HIGH |
28,659.26 |
0.618 |
28,518.55 |
0.500 |
28,475.09 |
0.382 |
28,431.62 |
LOW |
28,290.91 |
0.618 |
28,063.27 |
1.000 |
27,922.56 |
1.618 |
27,694.92 |
2.618 |
27,326.57 |
4.250 |
26,725.42 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
28,588.80 |
28,601.15 |
PP |
28,531.94 |
28,556.64 |
S1 |
28,475.09 |
28,512.13 |
|