| 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 |
12,109.75 |
12,325.50 |
215.75 |
1.8% |
11,581.00 |
| High |
12,328.75 |
12,465.25 |
136.50 |
1.1% |
12,046.00 |
| Low |
12,093.00 |
12,172.25 |
79.25 |
0.7% |
11,528.25 |
| Close |
12,312.50 |
12,411.50 |
99.00 |
0.8% |
11,991.75 |
| Range |
235.75 |
293.00 |
57.25 |
24.3% |
517.75 |
| ATR |
209.02 |
215.02 |
6.00 |
2.9% |
0.00 |
| Volume |
518,997 |
725,395 |
206,398 |
39.8% |
2,890,108 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,228.75 |
13,113.00 |
12,572.75 |
|
| R3 |
12,935.75 |
12,820.00 |
12,492.00 |
|
| R2 |
12,642.75 |
12,642.75 |
12,465.25 |
|
| R1 |
12,527.00 |
12,527.00 |
12,438.25 |
12,585.00 |
| PP |
12,349.75 |
12,349.75 |
12,349.75 |
12,378.50 |
| S1 |
12,234.00 |
12,234.00 |
12,384.75 |
12,292.00 |
| S2 |
12,056.75 |
12,056.75 |
12,357.75 |
|
| S3 |
11,763.75 |
11,941.00 |
12,331.00 |
|
| S4 |
11,470.75 |
11,648.00 |
12,250.25 |
|
|
| 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 |
12,465.25 |
11,834.75 |
630.50 |
5.1% |
203.00 |
1.6% |
91% |
True |
False |
584,756 |
| 10 |
12,465.25 |
11,221.50 |
1,243.75 |
10.0% |
209.25 |
1.7% |
96% |
True |
False |
543,084 |
| 20 |
12,465.25 |
10,845.50 |
1,619.75 |
13.1% |
208.25 |
1.7% |
97% |
True |
False |
483,097 |
| 40 |
12,465.25 |
10,301.00 |
2,164.25 |
17.4% |
233.50 |
1.9% |
98% |
True |
False |
516,247 |
| 60 |
12,465.25 |
9,368.25 |
3,097.00 |
25.0% |
242.75 |
2.0% |
98% |
True |
False |
486,423 |
| 80 |
12,465.25 |
8,834.00 |
3,631.25 |
29.3% |
234.75 |
1.9% |
99% |
True |
False |
365,193 |
| 100 |
12,465.25 |
8,313.25 |
4,152.00 |
33.5% |
238.00 |
1.9% |
99% |
True |
False |
292,228 |
| 120 |
12,465.25 |
6,626.00 |
5,839.25 |
47.0% |
271.00 |
2.2% |
99% |
True |
False |
243,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,710.50 |
|
2.618 |
13,232.25 |
|
1.618 |
12,939.25 |
|
1.000 |
12,758.25 |
|
0.618 |
12,646.25 |
|
HIGH |
12,465.25 |
|
0.618 |
12,353.25 |
|
0.500 |
12,318.75 |
|
0.382 |
12,284.25 |
|
LOW |
12,172.25 |
|
0.618 |
11,991.25 |
|
1.000 |
11,879.25 |
|
1.618 |
11,698.25 |
|
2.618 |
11,405.25 |
|
4.250 |
10,927.00 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,380.50 |
12,350.00 |
| PP |
12,349.75 |
12,288.25 |
| S1 |
12,318.75 |
12,226.75 |
|