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 |
28,736.79 |
29,090.70 |
353.91 |
1.2% |
28,077.58 |
High |
29,162.88 |
29,199.35 |
36.47 |
0.1% |
28,733.35 |
Low |
28,713.53 |
28,074.76 |
-638.77 |
-2.2% |
28,041.75 |
Close |
29,100.50 |
28,292.73 |
-807.77 |
-2.8% |
28,653.87 |
Range |
449.35 |
1,124.59 |
675.24 |
150.3% |
691.60 |
ATR |
326.57 |
383.57 |
57.00 |
17.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,896.05 |
31,218.98 |
28,911.25 |
|
R3 |
30,771.46 |
30,094.39 |
28,601.99 |
|
R2 |
29,646.87 |
29,646.87 |
28,498.90 |
|
R1 |
28,969.80 |
28,969.80 |
28,395.82 |
28,746.04 |
PP |
28,522.28 |
28,522.28 |
28,522.28 |
28,410.40 |
S1 |
27,845.21 |
27,845.21 |
28,189.64 |
27,621.45 |
S2 |
27,397.69 |
27,397.69 |
28,086.56 |
|
S3 |
26,273.10 |
26,720.62 |
27,983.47 |
|
S4 |
25,148.51 |
25,596.03 |
27,674.21 |
|
|
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 |
29,199.35 |
28,074.76 |
1,124.59 |
4.0% |
493.55 |
1.7% |
19% |
True |
True |
|
10 |
29,199.35 |
27,686.78 |
1,512.57 |
5.3% |
379.00 |
1.3% |
40% |
True |
False |
|
20 |
29,199.35 |
27,223.55 |
1,975.80 |
7.0% |
320.89 |
1.1% |
54% |
True |
False |
|
40 |
29,199.35 |
25,637.50 |
3,561.85 |
12.6% |
320.00 |
1.1% |
75% |
True |
False |
|
60 |
29,199.35 |
24,843.18 |
4,356.17 |
15.4% |
395.10 |
1.4% |
79% |
True |
False |
|
80 |
29,199.35 |
22,789.62 |
6,409.73 |
22.7% |
399.10 |
1.4% |
86% |
True |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
22.7% |
397.17 |
1.4% |
86% |
True |
False |
|
120 |
29,199.35 |
18,213.65 |
10,985.70 |
38.8% |
490.42 |
1.7% |
92% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
33,978.86 |
2.618 |
32,143.53 |
1.618 |
31,018.94 |
1.000 |
30,323.94 |
0.618 |
29,894.35 |
HIGH |
29,199.35 |
0.618 |
28,769.76 |
0.500 |
28,637.06 |
0.382 |
28,504.35 |
LOW |
28,074.76 |
0.618 |
27,379.76 |
1.000 |
26,950.17 |
1.618 |
26,255.17 |
2.618 |
25,130.58 |
4.250 |
23,295.25 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
28,637.06 |
28,637.06 |
PP |
28,522.28 |
28,522.28 |
S1 |
28,407.51 |
28,407.51 |
|