| 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 |
3,578.75 |
3,454.75 |
-124.00 |
-3.5% |
3,508.50 |
| High |
3,586.50 |
3,484.25 |
-102.25 |
-2.9% |
3,587.00 |
| Low |
3,424.50 |
3,347.75 |
-76.75 |
-2.2% |
3,347.75 |
| Close |
3,461.50 |
3,417.50 |
-44.00 |
-1.3% |
3,417.50 |
| Range |
162.00 |
136.50 |
-25.50 |
-15.7% |
239.25 |
| ATR |
50.47 |
56.61 |
6.15 |
12.2% |
0.00 |
| Volume |
2,872,337 |
2,994,363 |
122,026 |
4.2% |
10,443,000 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,826.00 |
3,758.25 |
3,492.50 |
|
| R3 |
3,689.50 |
3,621.75 |
3,455.00 |
|
| R2 |
3,553.00 |
3,553.00 |
3,442.50 |
|
| R1 |
3,485.25 |
3,485.25 |
3,430.00 |
3,451.00 |
| PP |
3,416.50 |
3,416.50 |
3,416.50 |
3,399.25 |
| S1 |
3,348.75 |
3,348.75 |
3,405.00 |
3,314.50 |
| S2 |
3,280.00 |
3,280.00 |
3,392.50 |
|
| S3 |
3,143.50 |
3,212.25 |
3,380.00 |
|
| S4 |
3,007.00 |
3,075.75 |
3,342.50 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,168.50 |
4,032.25 |
3,549.00 |
|
| R3 |
3,929.25 |
3,793.00 |
3,483.25 |
|
| R2 |
3,690.00 |
3,690.00 |
3,461.25 |
|
| R1 |
3,553.75 |
3,553.75 |
3,439.50 |
3,502.25 |
| PP |
3,450.75 |
3,450.75 |
3,450.75 |
3,425.00 |
| S1 |
3,314.50 |
3,314.50 |
3,395.50 |
3,263.00 |
| S2 |
3,211.50 |
3,211.50 |
3,373.75 |
|
| S3 |
2,972.25 |
3,075.25 |
3,351.75 |
|
| S4 |
2,733.00 |
2,836.00 |
3,286.00 |
|
|
| 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 |
3,347.75 |
239.25 |
7.0% |
88.00 |
2.6% |
29% |
False |
True |
2,088,600 |
| 10 |
3,587.00 |
3,347.75 |
239.25 |
7.0% |
61.25 |
1.8% |
29% |
False |
True |
1,701,933 |
| 20 |
3,587.00 |
3,319.50 |
267.50 |
7.8% |
48.25 |
1.4% |
37% |
False |
False |
1,461,271 |
| 40 |
3,587.00 |
3,119.00 |
468.00 |
13.7% |
48.50 |
1.4% |
64% |
False |
False |
1,514,076 |
| 60 |
3,587.00 |
2,923.75 |
663.25 |
19.4% |
58.00 |
1.7% |
74% |
False |
False |
1,636,424 |
| 80 |
3,587.00 |
2,751.50 |
835.50 |
24.4% |
60.25 |
1.8% |
80% |
False |
False |
1,244,285 |
| 100 |
3,587.00 |
2,711.00 |
876.00 |
25.6% |
63.25 |
1.8% |
81% |
False |
False |
995,994 |
| 120 |
3,587.00 |
2,165.50 |
1,421.50 |
41.6% |
77.50 |
2.3% |
88% |
False |
False |
831,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,064.50 |
|
2.618 |
3,841.50 |
|
1.618 |
3,705.00 |
|
1.000 |
3,620.75 |
|
0.618 |
3,568.50 |
|
HIGH |
3,484.25 |
|
0.618 |
3,432.00 |
|
0.500 |
3,416.00 |
|
0.382 |
3,400.00 |
|
LOW |
3,347.75 |
|
0.618 |
3,263.50 |
|
1.000 |
3,211.25 |
|
1.618 |
3,127.00 |
|
2.618 |
2,990.50 |
|
4.250 |
2,767.50 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,417.00 |
3,467.50 |
| PP |
3,416.50 |
3,450.75 |
| S1 |
3,416.00 |
3,434.00 |
|