| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
12,325.50 |
12,408.50 |
83.00 |
0.7% |
11,581.00 |
| High |
12,465.25 |
12,438.75 |
-26.50 |
-0.2% |
12,046.00 |
| Low |
12,172.25 |
11,658.50 |
-513.75 |
-4.2% |
11,528.25 |
| Close |
12,411.50 |
11,800.50 |
-611.00 |
-4.9% |
11,991.75 |
| Range |
293.00 |
780.25 |
487.25 |
166.3% |
517.75 |
| ATR |
215.02 |
255.40 |
40.37 |
18.8% |
0.00 |
| Volume |
725,395 |
931,583 |
206,188 |
28.4% |
2,890,108 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,306.75 |
13,833.75 |
12,229.75 |
|
| R3 |
13,526.50 |
13,053.50 |
12,015.00 |
|
| R2 |
12,746.25 |
12,746.25 |
11,943.50 |
|
| R1 |
12,273.25 |
12,273.25 |
11,872.00 |
12,119.50 |
| PP |
11,966.00 |
11,966.00 |
11,966.00 |
11,889.00 |
| S1 |
11,493.00 |
11,493.00 |
11,729.00 |
11,339.50 |
| S2 |
11,185.75 |
11,185.75 |
11,657.50 |
|
| S3 |
10,405.50 |
10,712.75 |
11,586.00 |
|
| S4 |
9,625.25 |
9,932.50 |
11,371.25 |
|
|
| 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 |
11,658.50 |
806.75 |
6.8% |
316.75 |
2.7% |
18% |
False |
True |
629,204 |
| 10 |
12,465.25 |
11,407.00 |
1,058.25 |
9.0% |
259.75 |
2.2% |
37% |
False |
False |
596,128 |
| 20 |
12,465.25 |
10,845.50 |
1,619.75 |
13.7% |
236.25 |
2.0% |
59% |
False |
False |
508,654 |
| 40 |
12,465.25 |
10,301.00 |
2,164.25 |
18.3% |
247.50 |
2.1% |
69% |
False |
False |
524,352 |
| 60 |
12,465.25 |
9,368.25 |
3,097.00 |
26.2% |
252.50 |
2.1% |
79% |
False |
False |
501,761 |
| 80 |
12,465.25 |
8,834.00 |
3,631.25 |
30.8% |
240.75 |
2.0% |
82% |
False |
False |
376,832 |
| 100 |
12,465.25 |
8,334.00 |
4,131.25 |
35.0% |
242.00 |
2.1% |
84% |
False |
False |
301,536 |
| 120 |
12,465.25 |
6,626.00 |
5,839.25 |
49.5% |
272.00 |
2.3% |
89% |
False |
False |
251,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,754.75 |
|
2.618 |
14,481.50 |
|
1.618 |
13,701.25 |
|
1.000 |
13,219.00 |
|
0.618 |
12,921.00 |
|
HIGH |
12,438.75 |
|
0.618 |
12,140.75 |
|
0.500 |
12,048.50 |
|
0.382 |
11,956.50 |
|
LOW |
11,658.50 |
|
0.618 |
11,176.25 |
|
1.000 |
10,878.25 |
|
1.618 |
10,396.00 |
|
2.618 |
9,615.75 |
|
4.250 |
8,342.50 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,048.50 |
12,062.00 |
| PP |
11,966.00 |
11,974.75 |
| S1 |
11,883.25 |
11,887.50 |
|