| 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 |
12,002.75 |
12,109.75 |
107.00 |
0.9% |
11,581.00 |
| High |
12,165.00 |
12,328.75 |
163.75 |
1.3% |
12,046.00 |
| Low |
11,988.25 |
12,093.00 |
104.75 |
0.9% |
11,528.25 |
| Close |
12,114.00 |
12,312.50 |
198.50 |
1.6% |
11,991.75 |
| Range |
176.75 |
235.75 |
59.00 |
33.4% |
517.75 |
| ATR |
206.97 |
209.02 |
2.06 |
1.0% |
0.00 |
| Volume |
480,979 |
518,997 |
38,018 |
7.9% |
2,890,108 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,952.00 |
12,868.00 |
12,442.25 |
|
| R3 |
12,716.25 |
12,632.25 |
12,377.25 |
|
| R2 |
12,480.50 |
12,480.50 |
12,355.75 |
|
| R1 |
12,396.50 |
12,396.50 |
12,334.00 |
12,438.50 |
| PP |
12,244.75 |
12,244.75 |
12,244.75 |
12,265.75 |
| S1 |
12,160.75 |
12,160.75 |
12,291.00 |
12,202.75 |
| S2 |
12,009.00 |
12,009.00 |
12,269.25 |
|
| S3 |
11,773.25 |
11,925.00 |
12,247.75 |
|
| S4 |
11,537.50 |
11,689.25 |
12,182.75 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,408.50 |
13,218.00 |
12,276.50 |
|
| R3 |
12,890.75 |
12,700.25 |
12,134.25 |
|
| R2 |
12,373.00 |
12,373.00 |
12,086.75 |
|
| R1 |
12,182.50 |
12,182.50 |
12,039.25 |
12,277.75 |
| PP |
11,855.25 |
11,855.25 |
11,855.25 |
11,903.00 |
| S1 |
11,664.75 |
11,664.75 |
11,944.25 |
11,760.00 |
| S2 |
11,337.50 |
11,337.50 |
11,896.75 |
|
| S3 |
10,819.75 |
11,147.00 |
11,849.25 |
|
| S4 |
10,302.00 |
10,629.25 |
11,707.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,328.75 |
11,726.75 |
602.00 |
4.9% |
199.25 |
1.6% |
97% |
True |
False |
555,437 |
| 10 |
12,328.75 |
11,221.50 |
1,107.25 |
9.0% |
193.75 |
1.6% |
99% |
True |
False |
511,634 |
| 20 |
12,328.75 |
10,845.50 |
1,483.25 |
12.0% |
198.00 |
1.6% |
99% |
True |
False |
464,268 |
| 40 |
12,328.75 |
10,301.00 |
2,027.75 |
16.5% |
230.25 |
1.9% |
99% |
True |
False |
510,138 |
| 60 |
12,328.75 |
9,368.25 |
2,960.50 |
24.0% |
241.25 |
2.0% |
99% |
True |
False |
474,483 |
| 80 |
12,328.75 |
8,834.00 |
3,494.75 |
28.4% |
233.75 |
1.9% |
100% |
True |
False |
356,133 |
| 100 |
12,328.75 |
8,074.25 |
4,254.50 |
34.6% |
237.50 |
1.9% |
100% |
True |
False |
284,978 |
| 120 |
12,328.75 |
6,626.00 |
5,702.75 |
46.3% |
276.75 |
2.2% |
100% |
True |
False |
237,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,330.75 |
|
2.618 |
12,946.00 |
|
1.618 |
12,710.25 |
|
1.000 |
12,564.50 |
|
0.618 |
12,474.50 |
|
HIGH |
12,328.75 |
|
0.618 |
12,238.75 |
|
0.500 |
12,211.00 |
|
0.382 |
12,183.00 |
|
LOW |
12,093.00 |
|
0.618 |
11,947.25 |
|
1.000 |
11,857.25 |
|
1.618 |
11,711.50 |
|
2.618 |
11,475.75 |
|
4.250 |
11,091.00 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,278.50 |
12,250.00 |
| PP |
12,244.75 |
12,187.25 |
| S1 |
12,211.00 |
12,124.50 |
|