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 |
28,175 |
27,917 |
-258 |
-0.9% |
28,579 |
High |
28,463 |
28,283 |
-180 |
-0.6% |
29,050 |
Low |
27,522 |
27,321 |
-201 |
-0.7% |
27,522 |
Close |
27,955 |
27,402 |
-553 |
-2.0% |
27,955 |
Range |
941 |
962 |
21 |
2.2% |
1,528 |
ATR |
474 |
509 |
35 |
7.4% |
0 |
Volume |
1,662 |
3,357 |
1,695 |
102.0% |
3,872 |
|
Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,555 |
29,940 |
27,931 |
|
R3 |
29,593 |
28,978 |
27,667 |
|
R2 |
28,631 |
28,631 |
27,578 |
|
R1 |
28,016 |
28,016 |
27,490 |
27,843 |
PP |
27,669 |
27,669 |
27,669 |
27,582 |
S1 |
27,054 |
27,054 |
27,314 |
26,881 |
S2 |
26,707 |
26,707 |
27,226 |
|
S3 |
25,745 |
26,092 |
27,138 |
|
S4 |
24,783 |
25,130 |
26,873 |
|
|
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 |
27,321 |
1,729 |
6.3% |
784 |
2.9% |
5% |
False |
True |
1,399 |
10 |
29,050 |
27,321 |
1,729 |
6.3% |
570 |
2.1% |
5% |
False |
True |
837 |
20 |
29,050 |
27,264 |
1,786 |
6.5% |
447 |
1.6% |
8% |
False |
False |
484 |
40 |
29,050 |
25,761 |
3,289 |
12.0% |
417 |
1.5% |
50% |
False |
False |
299 |
60 |
29,050 |
24,350 |
4,700 |
17.2% |
503 |
1.8% |
65% |
False |
False |
232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,372 |
2.618 |
30,802 |
1.618 |
29,840 |
1.000 |
29,245 |
0.618 |
28,878 |
HIGH |
28,283 |
0.618 |
27,916 |
0.500 |
27,802 |
0.382 |
27,689 |
LOW |
27,321 |
0.618 |
26,727 |
1.000 |
26,359 |
1.618 |
25,765 |
2.618 |
24,803 |
4.250 |
23,233 |
|
|
Fisher Pivots for day following 08-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,802 |
28,186 |
PP |
27,669 |
27,924 |
S1 |
27,535 |
27,663 |
|