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 |
5,976.5 |
5,780.0 |
-196.5 |
-3.3% |
5,945.0 |
High |
5,999.5 |
5,904.5 |
-95.0 |
-1.6% |
5,999.5 |
Low |
5,794.5 |
5,776.5 |
-18.0 |
-0.3% |
5,776.5 |
Close |
5,845.5 |
5,785.0 |
-60.5 |
-1.0% |
5,785.0 |
Range |
205.0 |
128.0 |
-77.0 |
-37.6% |
223.0 |
ATR |
121.6 |
122.1 |
0.5 |
0.4% |
0.0 |
Volume |
130,493 |
156,985 |
26,492 |
20.3% |
560,220 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,206.0 |
6,123.5 |
5,855.5 |
|
R3 |
6,078.0 |
5,995.5 |
5,820.0 |
|
R2 |
5,950.0 |
5,950.0 |
5,808.5 |
|
R1 |
5,867.5 |
5,867.5 |
5,796.5 |
5,909.0 |
PP |
5,822.0 |
5,822.0 |
5,822.0 |
5,842.5 |
S1 |
5,739.5 |
5,739.5 |
5,773.5 |
5,781.0 |
S2 |
5,694.0 |
5,694.0 |
5,761.5 |
|
S3 |
5,566.0 |
5,611.5 |
5,750.0 |
|
S4 |
5,438.0 |
5,483.5 |
5,714.5 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,522.5 |
6,377.0 |
5,907.5 |
|
R3 |
6,299.5 |
6,154.0 |
5,846.5 |
|
R2 |
6,076.5 |
6,076.5 |
5,826.0 |
|
R1 |
5,931.0 |
5,931.0 |
5,805.5 |
5,892.0 |
PP |
5,853.5 |
5,853.5 |
5,853.5 |
5,834.5 |
S1 |
5,708.0 |
5,708.0 |
5,764.5 |
5,669.0 |
S2 |
5,630.5 |
5,630.5 |
5,744.0 |
|
S3 |
5,407.5 |
5,485.0 |
5,723.5 |
|
S4 |
5,184.5 |
5,262.0 |
5,662.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,040.0 |
5,776.5 |
263.5 |
4.6% |
136.5 |
2.4% |
3% |
False |
True |
131,478 |
10 |
6,172.0 |
5,776.5 |
395.5 |
6.8% |
120.5 |
2.1% |
2% |
False |
True |
103,192 |
20 |
6,267.5 |
5,776.5 |
491.0 |
8.5% |
112.5 |
1.9% |
2% |
False |
True |
91,995 |
40 |
6,291.0 |
5,776.5 |
514.5 |
8.9% |
112.0 |
1.9% |
2% |
False |
True |
89,456 |
60 |
6,302.5 |
5,776.5 |
526.0 |
9.1% |
122.5 |
2.1% |
2% |
False |
True |
99,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,448.5 |
2.618 |
6,239.5 |
1.618 |
6,111.5 |
1.000 |
6,032.5 |
0.618 |
5,983.5 |
HIGH |
5,904.5 |
0.618 |
5,855.5 |
0.500 |
5,840.5 |
0.382 |
5,825.5 |
LOW |
5,776.5 |
0.618 |
5,697.5 |
1.000 |
5,648.5 |
1.618 |
5,569.5 |
2.618 |
5,441.5 |
4.250 |
5,232.5 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
5,840.5 |
5,888.0 |
PP |
5,822.0 |
5,853.5 |
S1 |
5,803.5 |
5,819.5 |
|