Trading Metrics calculated at close of trading on 04-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
29,090.70 |
28,341.05 |
-749.65 |
-2.6% |
28,643.66 |
High |
29,199.35 |
28,539.75 |
-659.60 |
-2.3% |
29,199.35 |
Low |
28,074.76 |
27,664.68 |
-410.08 |
-1.5% |
27,664.68 |
Close |
28,292.73 |
28,133.31 |
-159.42 |
-0.6% |
28,133.31 |
Range |
1,124.59 |
875.07 |
-249.52 |
-22.2% |
1,534.67 |
ATR |
383.57 |
418.67 |
35.11 |
9.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,737.79 |
30,310.62 |
28,614.60 |
|
R3 |
29,862.72 |
29,435.55 |
28,373.95 |
|
R2 |
28,987.65 |
28,987.65 |
28,293.74 |
|
R1 |
28,560.48 |
28,560.48 |
28,213.52 |
28,336.53 |
PP |
28,112.58 |
28,112.58 |
28,112.58 |
28,000.61 |
S1 |
27,685.41 |
27,685.41 |
28,053.10 |
27,461.46 |
S2 |
27,237.51 |
27,237.51 |
27,972.88 |
|
S3 |
26,362.44 |
26,810.34 |
27,892.67 |
|
S4 |
25,487.37 |
25,935.27 |
27,652.02 |
|
|
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 |
27,664.68 |
1,534.67 |
5.5% |
619.49 |
2.2% |
31% |
False |
True |
|
10 |
29,199.35 |
27,664.68 |
1,534.67 |
5.5% |
439.24 |
1.6% |
31% |
False |
True |
|
20 |
29,199.35 |
27,488.21 |
1,711.14 |
6.1% |
353.01 |
1.3% |
38% |
False |
False |
|
40 |
29,199.35 |
25,992.28 |
3,207.07 |
11.4% |
330.29 |
1.2% |
67% |
False |
False |
|
60 |
29,199.35 |
24,843.18 |
4,356.17 |
15.5% |
389.50 |
1.4% |
76% |
False |
False |
|
80 |
29,199.35 |
22,789.62 |
6,409.73 |
22.8% |
402.02 |
1.4% |
83% |
False |
False |
|
100 |
29,199.35 |
22,789.62 |
6,409.73 |
22.8% |
401.76 |
1.4% |
83% |
False |
False |
|
120 |
29,199.35 |
18,213.65 |
10,985.70 |
39.0% |
485.24 |
1.7% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,258.80 |
2.618 |
30,830.68 |
1.618 |
29,955.61 |
1.000 |
29,414.82 |
0.618 |
29,080.54 |
HIGH |
28,539.75 |
0.618 |
28,205.47 |
0.500 |
28,102.22 |
0.382 |
27,998.96 |
LOW |
27,664.68 |
0.618 |
27,123.89 |
1.000 |
26,789.61 |
1.618 |
26,248.82 |
2.618 |
25,373.75 |
4.250 |
23,945.63 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
28,122.95 |
28,432.02 |
PP |
28,112.58 |
28,332.45 |
S1 |
28,102.22 |
28,232.88 |
|