Trading Metrics calculated at close of trading on 02-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
28,439.61 |
28,736.79 |
297.18 |
1.0% |
28,077.58 |
High |
28,659.26 |
29,162.88 |
503.62 |
1.8% |
28,733.35 |
Low |
28,290.91 |
28,713.53 |
422.62 |
1.5% |
28,041.75 |
Close |
28,645.66 |
29,100.50 |
454.84 |
1.6% |
28,653.87 |
Range |
368.35 |
449.35 |
81.00 |
22.0% |
691.60 |
ATR |
311.90 |
326.57 |
14.67 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,340.35 |
30,169.78 |
29,347.64 |
|
R3 |
29,891.00 |
29,720.43 |
29,224.07 |
|
R2 |
29,441.65 |
29,441.65 |
29,182.88 |
|
R1 |
29,271.08 |
29,271.08 |
29,141.69 |
29,356.37 |
PP |
28,992.30 |
28,992.30 |
28,992.30 |
29,034.95 |
S1 |
28,821.73 |
28,821.73 |
29,059.31 |
28,907.02 |
S2 |
28,542.95 |
28,542.95 |
29,018.12 |
|
S3 |
28,093.60 |
28,372.38 |
28,976.93 |
|
S4 |
27,644.25 |
27,923.03 |
28,853.36 |
|
|
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 |
29,162.88 |
28,290.91 |
871.97 |
3.0% |
322.69 |
1.1% |
93% |
True |
False |
|
10 |
29,162.88 |
27,526.25 |
1,636.63 |
5.6% |
292.06 |
1.0% |
96% |
True |
False |
|
20 |
29,162.88 |
27,145.25 |
2,017.63 |
6.9% |
277.10 |
1.0% |
97% |
True |
False |
|
40 |
29,162.88 |
25,526.33 |
3,636.55 |
12.5% |
306.31 |
1.1% |
98% |
True |
False |
|
60 |
29,162.88 |
24,843.18 |
4,319.70 |
14.8% |
383.31 |
1.3% |
99% |
True |
False |
|
80 |
29,162.88 |
22,789.62 |
6,373.26 |
21.9% |
392.79 |
1.3% |
99% |
True |
False |
|
100 |
29,162.88 |
22,789.62 |
6,373.26 |
21.9% |
389.50 |
1.3% |
99% |
True |
False |
|
120 |
29,162.88 |
18,213.65 |
10,949.23 |
37.6% |
494.80 |
1.7% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,072.62 |
2.618 |
30,339.28 |
1.618 |
29,889.93 |
1.000 |
29,612.23 |
0.618 |
29,440.58 |
HIGH |
29,162.88 |
0.618 |
28,991.23 |
0.500 |
28,938.21 |
0.382 |
28,885.18 |
LOW |
28,713.53 |
0.618 |
28,435.83 |
1.000 |
28,264.18 |
1.618 |
27,986.48 |
2.618 |
27,537.13 |
4.250 |
26,803.79 |
|
|
Fisher Pivots for day following 02-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
29,046.40 |
28,975.97 |
PP |
28,992.30 |
28,851.43 |
S1 |
28,938.21 |
28,726.90 |
|