| 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 |
3,493.25 |
3,529.00 |
35.75 |
1.0% |
3,398.75 |
| High |
3,530.00 |
3,587.00 |
57.00 |
1.6% |
3,509.50 |
| Low |
3,484.25 |
3,526.25 |
42.00 |
1.2% |
3,393.50 |
| Close |
3,527.00 |
3,579.25 |
52.25 |
1.5% |
3,504.50 |
| Range |
45.75 |
60.75 |
15.00 |
32.8% |
116.00 |
| ATR |
40.44 |
41.89 |
1.45 |
3.6% |
0.00 |
| Volume |
1,283,622 |
1,853,078 |
569,456 |
44.4% |
6,576,337 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,746.50 |
3,723.50 |
3,612.75 |
|
| R3 |
3,685.75 |
3,662.75 |
3,596.00 |
|
| R2 |
3,625.00 |
3,625.00 |
3,590.50 |
|
| R1 |
3,602.00 |
3,602.00 |
3,584.75 |
3,613.50 |
| PP |
3,564.25 |
3,564.25 |
3,564.25 |
3,570.00 |
| S1 |
3,541.25 |
3,541.25 |
3,573.75 |
3,552.75 |
| S2 |
3,503.50 |
3,503.50 |
3,568.00 |
|
| S3 |
3,442.75 |
3,480.50 |
3,562.50 |
|
| S4 |
3,382.00 |
3,419.75 |
3,545.75 |
|
|
| 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 |
3,587.00 |
3,464.75 |
122.25 |
3.4% |
40.75 |
1.1% |
94% |
True |
False |
1,491,662 |
| 10 |
3,587.00 |
3,344.75 |
242.25 |
6.8% |
39.50 |
1.1% |
97% |
True |
False |
1,357,742 |
| 20 |
3,587.00 |
3,300.50 |
286.50 |
8.0% |
37.00 |
1.0% |
97% |
True |
False |
1,316,038 |
| 40 |
3,587.00 |
3,105.25 |
481.75 |
13.5% |
44.25 |
1.2% |
98% |
True |
False |
1,449,670 |
| 60 |
3,587.00 |
2,923.75 |
663.25 |
18.5% |
57.00 |
1.6% |
99% |
True |
False |
1,554,747 |
| 80 |
3,587.00 |
2,751.50 |
835.50 |
23.3% |
59.00 |
1.6% |
99% |
True |
False |
1,171,054 |
| 100 |
3,587.00 |
2,711.00 |
876.00 |
24.5% |
62.00 |
1.7% |
99% |
True |
False |
937,391 |
| 120 |
3,587.00 |
2,165.50 |
1,421.50 |
39.7% |
79.00 |
2.2% |
99% |
True |
False |
782,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,845.25 |
|
2.618 |
3,746.00 |
|
1.618 |
3,685.25 |
|
1.000 |
3,647.75 |
|
0.618 |
3,624.50 |
|
HIGH |
3,587.00 |
|
0.618 |
3,563.75 |
|
0.500 |
3,556.50 |
|
0.382 |
3,549.50 |
|
LOW |
3,526.25 |
|
0.618 |
3,488.75 |
|
1.000 |
3,465.50 |
|
1.618 |
3,428.00 |
|
2.618 |
3,367.25 |
|
4.250 |
3,268.00 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,571.75 |
3,564.75 |
| PP |
3,564.25 |
3,550.25 |
| S1 |
3,556.50 |
3,535.50 |
|