Trading Metrics calculated at close of trading on 08-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
28,341.05 |
27,925.23 |
-415.82 |
-1.5% |
28,643.66 |
High |
28,539.75 |
27,925.23 |
-614.52 |
-2.2% |
29,199.35 |
Low |
27,664.68 |
27,464.90 |
-199.78 |
-0.7% |
27,664.68 |
Close |
28,133.31 |
27,500.89 |
-632.42 |
-2.2% |
28,133.31 |
Range |
875.07 |
460.33 |
-414.74 |
-47.4% |
1,534.67 |
ATR |
418.67 |
436.51 |
17.84 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,011.33 |
28,716.44 |
27,754.07 |
|
R3 |
28,551.00 |
28,256.11 |
27,627.48 |
|
R2 |
28,090.67 |
28,090.67 |
27,585.28 |
|
R1 |
27,795.78 |
27,795.78 |
27,543.09 |
27,713.06 |
PP |
27,630.34 |
27,630.34 |
27,630.34 |
27,588.98 |
S1 |
27,335.45 |
27,335.45 |
27,458.69 |
27,252.73 |
S2 |
27,170.01 |
27,170.01 |
27,416.50 |
|
S3 |
26,709.68 |
26,875.12 |
27,374.30 |
|
S4 |
26,249.35 |
26,414.79 |
27,247.71 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,936.46 |
32,069.55 |
28,977.38 |
|
R3 |
31,401.79 |
30,534.88 |
28,555.34 |
|
R2 |
29,867.12 |
29,867.12 |
28,414.67 |
|
R1 |
29,000.21 |
29,000.21 |
28,273.99 |
28,666.33 |
PP |
28,332.45 |
28,332.45 |
28,332.45 |
28,165.51 |
S1 |
27,465.54 |
27,465.54 |
27,992.63 |
27,131.66 |
S2 |
26,797.78 |
26,797.78 |
27,851.95 |
|
S3 |
25,263.11 |
25,930.87 |
27,711.28 |
|
S4 |
23,728.44 |
24,396.20 |
27,289.24 |
|
|
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 |
27,464.90 |
1,734.45 |
6.3% |
655.54 |
2.4% |
2% |
False |
True |
|
10 |
29,199.35 |
27,464.90 |
1,734.45 |
6.3% |
457.95 |
1.7% |
2% |
False |
True |
|
20 |
29,199.35 |
27,464.90 |
1,734.45 |
6.3% |
360.24 |
1.3% |
2% |
False |
True |
|
40 |
29,199.35 |
25,992.28 |
3,207.07 |
11.7% |
326.92 |
1.2% |
47% |
False |
False |
|
60 |
29,199.35 |
24,843.18 |
4,356.17 |
15.8% |
382.38 |
1.4% |
61% |
False |
False |
|
80 |
29,199.35 |
23,354.15 |
5,845.20 |
21.3% |
397.26 |
1.4% |
71% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
23.3% |
402.50 |
1.5% |
74% |
False |
False |
|
120 |
29,199.35 |
18,213.65 |
10,985.70 |
39.9% |
475.98 |
1.7% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,881.63 |
2.618 |
29,130.37 |
1.618 |
28,670.04 |
1.000 |
28,385.56 |
0.618 |
28,209.71 |
HIGH |
27,925.23 |
0.618 |
27,749.38 |
0.500 |
27,695.07 |
0.382 |
27,640.75 |
LOW |
27,464.90 |
0.618 |
27,180.42 |
1.000 |
27,004.57 |
1.618 |
26,720.09 |
2.618 |
26,259.76 |
4.250 |
25,508.50 |
|
|
Fisher Pivots for day following 08-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,695.07 |
28,332.13 |
PP |
27,630.34 |
28,055.05 |
S1 |
27,565.62 |
27,777.97 |
|