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 |
28,939 |
28,175 |
-764 |
-2.6% |
28,579 |
High |
29,050 |
28,463 |
-587 |
-2.0% |
29,050 |
Low |
27,930 |
27,522 |
-408 |
-1.5% |
27,522 |
Close |
28,224 |
27,955 |
-269 |
-1.0% |
27,955 |
Range |
1,120 |
941 |
-179 |
-16.0% |
1,528 |
ATR |
438 |
474 |
36 |
8.2% |
0 |
Volume |
1,194 |
1,662 |
468 |
39.2% |
3,872 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,803 |
30,320 |
28,473 |
|
R3 |
29,862 |
29,379 |
28,214 |
|
R2 |
28,921 |
28,921 |
28,128 |
|
R1 |
28,438 |
28,438 |
28,041 |
28,209 |
PP |
27,980 |
27,980 |
27,980 |
27,866 |
S1 |
27,497 |
27,497 |
27,869 |
27,268 |
S2 |
27,039 |
27,039 |
27,783 |
|
S3 |
26,098 |
26,556 |
27,696 |
|
S4 |
25,157 |
25,615 |
27,438 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,760 |
31,885 |
28,796 |
|
R3 |
31,232 |
30,357 |
28,375 |
|
R2 |
29,704 |
29,704 |
28,235 |
|
R1 |
28,829 |
28,829 |
28,095 |
28,503 |
PP |
28,176 |
28,176 |
28,176 |
28,012 |
S1 |
27,301 |
27,301 |
27,815 |
26,975 |
S2 |
26,648 |
26,648 |
27,675 |
|
S3 |
25,120 |
25,773 |
27,535 |
|
S4 |
23,592 |
24,245 |
27,115 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,050 |
27,522 |
1,528 |
5.5% |
683 |
2.4% |
28% |
False |
True |
774 |
10 |
29,050 |
27,522 |
1,528 |
5.5% |
512 |
1.8% |
28% |
False |
True |
522 |
20 |
29,050 |
27,137 |
1,913 |
6.8% |
421 |
1.5% |
43% |
False |
False |
326 |
40 |
29,050 |
25,761 |
3,289 |
11.8% |
408 |
1.5% |
67% |
False |
False |
222 |
60 |
29,050 |
24,350 |
4,700 |
16.8% |
500 |
1.8% |
77% |
False |
False |
176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,462 |
2.618 |
30,927 |
1.618 |
29,986 |
1.000 |
29,404 |
0.618 |
29,045 |
HIGH |
28,463 |
0.618 |
28,104 |
0.500 |
27,993 |
0.382 |
27,882 |
LOW |
27,522 |
0.618 |
26,941 |
1.000 |
26,581 |
1.618 |
26,000 |
2.618 |
25,059 |
4.250 |
23,523 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,993 |
28,286 |
PP |
27,980 |
28,176 |
S1 |
27,968 |
28,065 |
|