| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,508.50 |
3,493.25 |
-15.25 |
-0.4% |
3,398.75 |
| High |
3,524.50 |
3,530.00 |
5.50 |
0.2% |
3,509.50 |
| Low |
3,490.00 |
3,484.25 |
-5.75 |
-0.2% |
3,393.50 |
| Close |
3,499.00 |
3,527.00 |
28.00 |
0.8% |
3,504.50 |
| Range |
34.50 |
45.75 |
11.25 |
32.6% |
116.00 |
| ATR |
40.03 |
40.44 |
0.41 |
1.0% |
0.00 |
| Volume |
1,439,600 |
1,283,622 |
-155,978 |
-10.8% |
6,576,337 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,651.00 |
3,634.75 |
3,552.25 |
|
| R3 |
3,605.25 |
3,589.00 |
3,539.50 |
|
| R2 |
3,559.50 |
3,559.50 |
3,535.50 |
|
| R1 |
3,543.25 |
3,543.25 |
3,531.25 |
3,551.50 |
| PP |
3,513.75 |
3,513.75 |
3,513.75 |
3,517.75 |
| S1 |
3,497.50 |
3,497.50 |
3,522.75 |
3,505.50 |
| S2 |
3,468.00 |
3,468.00 |
3,518.50 |
|
| S3 |
3,422.25 |
3,451.75 |
3,514.50 |
|
| S4 |
3,376.50 |
3,406.00 |
3,501.75 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,817.25 |
3,776.75 |
3,568.25 |
|
| R3 |
3,701.25 |
3,660.75 |
3,536.50 |
|
| R2 |
3,585.25 |
3,585.25 |
3,525.75 |
|
| R1 |
3,544.75 |
3,544.75 |
3,515.25 |
3,565.00 |
| PP |
3,469.25 |
3,469.25 |
3,469.25 |
3,479.25 |
| S1 |
3,428.75 |
3,428.75 |
3,493.75 |
3,449.00 |
| S2 |
3,353.25 |
3,353.25 |
3,483.25 |
|
| S3 |
3,237.25 |
3,312.75 |
3,472.50 |
|
| S4 |
3,121.25 |
3,196.75 |
3,440.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,530.00 |
3,436.75 |
93.25 |
2.6% |
37.75 |
1.1% |
97% |
True |
False |
1,376,554 |
| 10 |
3,530.00 |
3,344.75 |
185.25 |
5.3% |
36.50 |
1.0% |
98% |
True |
False |
1,309,276 |
| 20 |
3,530.00 |
3,292.00 |
238.00 |
6.7% |
35.50 |
1.0% |
99% |
True |
False |
1,279,223 |
| 40 |
3,530.00 |
3,105.25 |
424.75 |
12.0% |
43.75 |
1.2% |
99% |
True |
False |
1,441,533 |
| 60 |
3,530.00 |
2,923.75 |
606.25 |
17.2% |
56.50 |
1.6% |
100% |
True |
False |
1,525,418 |
| 80 |
3,530.00 |
2,751.50 |
778.50 |
22.1% |
59.00 |
1.7% |
100% |
True |
False |
1,147,928 |
| 100 |
3,530.00 |
2,704.00 |
826.00 |
23.4% |
62.50 |
1.8% |
100% |
True |
False |
918,888 |
| 120 |
3,530.00 |
2,165.50 |
1,364.50 |
38.7% |
81.25 |
2.3% |
100% |
True |
False |
767,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,724.50 |
|
2.618 |
3,649.75 |
|
1.618 |
3,604.00 |
|
1.000 |
3,575.75 |
|
0.618 |
3,558.25 |
|
HIGH |
3,530.00 |
|
0.618 |
3,512.50 |
|
0.500 |
3,507.00 |
|
0.382 |
3,501.75 |
|
LOW |
3,484.25 |
|
0.618 |
3,456.00 |
|
1.000 |
3,438.50 |
|
1.618 |
3,410.25 |
|
2.618 |
3,364.50 |
|
4.250 |
3,289.75 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,520.50 |
3,519.75 |
| PP |
3,513.75 |
3,512.50 |
| S1 |
3,507.00 |
3,505.50 |
|