Trading Metrics calculated at close of trading on 07-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
07-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1,930.23 |
1,932.88 |
2.65 |
0.1% |
1,964.06 |
High |
1,940.86 |
1,940.49 |
-0.37 |
0.0% |
1,991.22 |
Low |
1,918.66 |
1,925.54 |
6.88 |
0.4% |
1,918.66 |
Close |
1,932.85 |
1,928.41 |
-4.44 |
-0.2% |
1,932.85 |
Range |
22.20 |
14.95 |
-7.25 |
-32.7% |
72.56 |
ATR |
36.94 |
35.37 |
-1.57 |
-4.3% |
0.00 |
Volume |
6,995 |
6,133 |
-862 |
-12.3% |
36,850 |
|
Daily Pivots for day following 07-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.33 |
1,967.32 |
1,936.63 |
|
R3 |
1,961.38 |
1,952.37 |
1,932.52 |
|
R2 |
1,946.43 |
1,946.43 |
1,931.15 |
|
R1 |
1,937.42 |
1,937.42 |
1,929.78 |
1,934.45 |
PP |
1,931.48 |
1,931.48 |
1,931.48 |
1,930.00 |
S1 |
1,922.47 |
1,922.47 |
1,927.04 |
1,919.50 |
S2 |
1,916.53 |
1,916.53 |
1,925.67 |
|
S3 |
1,901.58 |
1,907.52 |
1,924.30 |
|
S4 |
1,886.63 |
1,892.57 |
1,920.19 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,165.26 |
2,121.61 |
1,972.76 |
|
R3 |
2,092.70 |
2,049.05 |
1,952.80 |
|
R2 |
2,020.14 |
2,020.14 |
1,946.15 |
|
R1 |
1,976.49 |
1,976.49 |
1,939.50 |
1,962.04 |
PP |
1,947.58 |
1,947.58 |
1,947.58 |
1,940.35 |
S1 |
1,903.93 |
1,903.93 |
1,926.20 |
1,889.48 |
S2 |
1,875.02 |
1,875.02 |
1,919.55 |
|
S3 |
1,802.46 |
1,831.37 |
1,912.90 |
|
S4 |
1,729.90 |
1,758.81 |
1,892.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,991.22 |
1,918.66 |
72.56 |
3.8% |
25.23 |
1.3% |
13% |
False |
False |
7,126 |
10 |
1,991.22 |
1,903.83 |
87.39 |
4.5% |
31.52 |
1.6% |
28% |
False |
False |
7,029 |
20 |
2,029.24 |
1,869.42 |
159.82 |
8.3% |
43.32 |
2.2% |
37% |
False |
False |
6,493 |
40 |
2,070.48 |
1,792.78 |
277.70 |
14.4% |
36.77 |
1.9% |
49% |
False |
False |
6,577 |
60 |
2,070.48 |
1,708.37 |
362.11 |
18.8% |
30.43 |
1.6% |
61% |
False |
False |
6,448 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.6% |
28.46 |
1.5% |
64% |
False |
False |
6,229 |
100 |
2,070.48 |
1,663.76 |
406.72 |
21.1% |
27.68 |
1.4% |
65% |
False |
False |
6,208 |
120 |
2,070.48 |
1,549.70 |
520.78 |
27.0% |
28.45 |
1.5% |
73% |
False |
False |
6,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,004.03 |
2.618 |
1,979.63 |
1.618 |
1,964.68 |
1.000 |
1,955.44 |
0.618 |
1,949.73 |
HIGH |
1,940.49 |
0.618 |
1,934.78 |
0.500 |
1,933.02 |
0.382 |
1,931.25 |
LOW |
1,925.54 |
0.618 |
1,916.30 |
1.000 |
1,910.59 |
1.618 |
1,901.35 |
2.618 |
1,886.40 |
4.250 |
1,862.00 |
|
|
Fisher Pivots for day following 07-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1,933.02 |
1,934.41 |
PP |
1,931.48 |
1,932.41 |
S1 |
1,929.95 |
1,930.41 |
|