| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,678.25 |
12,021.28 |
343.03 |
2.9% |
11,623.34 |
| High |
12,060.58 |
12,056.17 |
-4.41 |
0.0% |
11,825.31 |
| Low |
11,554.71 |
11,221.57 |
-333.14 |
-2.9% |
11,126.87 |
| Close |
12,020.72 |
11,374.55 |
-646.17 |
-5.4% |
11,502.64 |
| Range |
505.87 |
834.60 |
328.73 |
65.0% |
698.44 |
| ATR |
440.95 |
469.07 |
28.12 |
6.4% |
0.00 |
| Volume |
35,830 |
52,740 |
16,910 |
47.2% |
134,504 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,054.56 |
13,549.16 |
11,833.58 |
|
| R3 |
13,219.96 |
12,714.56 |
11,604.07 |
|
| R2 |
12,385.36 |
12,385.36 |
11,527.56 |
|
| R1 |
11,879.96 |
11,879.96 |
11,451.06 |
11,715.36 |
| PP |
11,550.76 |
11,550.76 |
11,550.76 |
11,468.47 |
| S1 |
11,045.36 |
11,045.36 |
11,298.05 |
10,880.76 |
| S2 |
10,716.16 |
10,716.16 |
11,221.54 |
|
| S3 |
9,881.56 |
10,210.76 |
11,145.04 |
|
| S4 |
9,046.96 |
9,376.16 |
10,915.52 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,580.26 |
13,239.89 |
11,886.78 |
|
| R3 |
12,881.82 |
12,541.45 |
11,694.71 |
|
| R2 |
12,183.38 |
12,183.38 |
11,630.69 |
|
| R1 |
11,843.01 |
11,843.01 |
11,566.66 |
11,663.98 |
| PP |
11,484.94 |
11,484.94 |
11,484.94 |
11,395.42 |
| S1 |
11,144.57 |
11,144.57 |
11,438.62 |
10,965.54 |
| S2 |
10,786.50 |
10,786.50 |
11,374.59 |
|
| S3 |
10,088.06 |
10,446.13 |
11,310.57 |
|
| S4 |
9,389.62 |
9,747.69 |
11,118.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,060.58 |
11,133.49 |
927.09 |
8.2% |
486.40 |
4.3% |
26% |
False |
False |
33,859 |
| 10 |
12,060.58 |
11,126.87 |
933.71 |
8.2% |
429.95 |
3.8% |
27% |
False |
False |
29,857 |
| 20 |
12,476.88 |
11,126.87 |
1,350.01 |
11.9% |
471.46 |
4.1% |
18% |
False |
False |
38,629 |
| 40 |
12,476.88 |
9,037.31 |
3,439.57 |
30.2% |
438.02 |
3.9% |
68% |
False |
False |
40,104 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
31.9% |
396.72 |
3.5% |
70% |
False |
False |
38,053 |
| 80 |
12,476.88 |
8,647.02 |
3,829.86 |
33.7% |
415.49 |
3.7% |
71% |
False |
False |
42,012 |
| 100 |
12,476.88 |
6,485.16 |
5,991.72 |
52.7% |
447.51 |
3.9% |
82% |
False |
False |
48,862 |
| 120 |
12,476.88 |
5,267.61 |
7,209.27 |
63.4% |
462.27 |
4.1% |
85% |
False |
False |
51,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,603.22 |
|
2.618 |
14,241.15 |
|
1.618 |
13,406.55 |
|
1.000 |
12,890.77 |
|
0.618 |
12,571.95 |
|
HIGH |
12,056.17 |
|
0.618 |
11,737.35 |
|
0.500 |
11,638.87 |
|
0.382 |
11,540.39 |
|
LOW |
11,221.57 |
|
0.618 |
10,705.79 |
|
1.000 |
10,386.97 |
|
1.618 |
9,871.19 |
|
2.618 |
9,036.59 |
|
4.250 |
7,674.52 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,638.87 |
11,641.08 |
| PP |
11,550.76 |
11,552.23 |
| S1 |
11,462.66 |
11,463.39 |
|