| 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 |
11,374.55 |
10,785.88 |
-588.67 |
-5.2% |
11,500.22 |
| High |
11,451.58 |
10,800.65 |
-650.93 |
-5.7% |
12,060.58 |
| Low |
10,511.85 |
9,960.82 |
-551.03 |
-5.2% |
9,960.82 |
| Close |
10,785.88 |
10,604.36 |
-181.52 |
-1.7% |
10,604.36 |
| Range |
939.73 |
839.83 |
-99.90 |
-10.6% |
2,099.76 |
| ATR |
502.69 |
526.77 |
24.08 |
4.8% |
0.00 |
| Volume |
67,327 |
85,905 |
18,578 |
27.6% |
262,854 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,974.77 |
12,629.39 |
11,066.27 |
|
| R3 |
12,134.94 |
11,789.56 |
10,835.31 |
|
| R2 |
11,295.11 |
11,295.11 |
10,758.33 |
|
| R1 |
10,949.73 |
10,949.73 |
10,681.34 |
10,702.51 |
| PP |
10,455.28 |
10,455.28 |
10,455.28 |
10,331.66 |
| S1 |
10,109.90 |
10,109.90 |
10,527.38 |
9,862.68 |
| S2 |
9,615.45 |
9,615.45 |
10,450.39 |
|
| S3 |
8,775.62 |
9,270.07 |
10,373.41 |
|
| S4 |
7,935.79 |
8,430.24 |
10,142.45 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,174.53 |
15,989.21 |
11,759.23 |
|
| R3 |
15,074.77 |
13,889.45 |
11,181.79 |
|
| R2 |
12,975.01 |
12,975.01 |
10,989.32 |
|
| R1 |
11,789.69 |
11,789.69 |
10,796.84 |
11,332.47 |
| PP |
10,875.25 |
10,875.25 |
10,875.25 |
10,646.65 |
| S1 |
9,689.93 |
9,689.93 |
10,411.88 |
9,232.71 |
| S2 |
8,775.49 |
8,775.49 |
10,219.40 |
|
| S3 |
6,675.73 |
7,590.17 |
10,026.93 |
|
| S4 |
4,575.97 |
5,490.41 |
9,449.49 |
|
|
| 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 |
9,960.82 |
2,099.76 |
19.8% |
692.23 |
6.5% |
31% |
False |
True |
52,570 |
| 10 |
12,060.58 |
9,960.82 |
2,099.76 |
19.8% |
559.84 |
5.3% |
31% |
False |
True |
39,735 |
| 20 |
12,476.88 |
9,960.82 |
2,516.06 |
23.7% |
515.58 |
4.9% |
26% |
False |
True |
41,434 |
| 40 |
12,476.88 |
9,037.31 |
3,439.57 |
32.4% |
471.86 |
4.4% |
46% |
False |
False |
42,865 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
34.2% |
406.88 |
3.8% |
48% |
False |
False |
38,741 |
| 80 |
12,476.88 |
8,647.02 |
3,829.86 |
36.1% |
420.89 |
4.0% |
51% |
False |
False |
41,968 |
| 100 |
12,476.88 |
6,765.37 |
5,711.51 |
53.9% |
456.84 |
4.3% |
67% |
False |
False |
49,152 |
| 120 |
12,476.88 |
5,720.83 |
6,756.05 |
63.7% |
457.50 |
4.3% |
72% |
False |
False |
51,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,369.93 |
|
2.618 |
12,999.32 |
|
1.618 |
12,159.49 |
|
1.000 |
11,640.48 |
|
0.618 |
11,319.66 |
|
HIGH |
10,800.65 |
|
0.618 |
10,479.83 |
|
0.500 |
10,380.74 |
|
0.382 |
10,281.64 |
|
LOW |
9,960.82 |
|
0.618 |
9,441.81 |
|
1.000 |
9,120.99 |
|
1.618 |
8,601.98 |
|
2.618 |
7,762.15 |
|
4.250 |
6,391.54 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,529.82 |
11,008.50 |
| PP |
10,455.28 |
10,873.78 |
| S1 |
10,380.74 |
10,739.07 |
|