| 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 |
12,408.50 |
11,745.00 |
-663.50 |
-5.3% |
12,002.75 |
| High |
12,438.75 |
11,843.00 |
-595.75 |
-4.8% |
12,465.25 |
| Low |
11,658.50 |
11,142.00 |
-516.50 |
-4.4% |
11,142.00 |
| Close |
11,800.50 |
11,548.75 |
-251.75 |
-2.1% |
11,548.75 |
| Range |
780.25 |
701.00 |
-79.25 |
-10.2% |
1,323.25 |
| ATR |
255.40 |
287.22 |
31.83 |
12.5% |
0.00 |
| Volume |
931,583 |
1,202,274 |
270,691 |
29.1% |
3,859,228 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,614.25 |
13,282.50 |
11,934.25 |
|
| R3 |
12,913.25 |
12,581.50 |
11,741.50 |
|
| R2 |
12,212.25 |
12,212.25 |
11,677.25 |
|
| R1 |
11,880.50 |
11,880.50 |
11,613.00 |
11,696.00 |
| PP |
11,511.25 |
11,511.25 |
11,511.25 |
11,419.00 |
| S1 |
11,179.50 |
11,179.50 |
11,484.50 |
10,995.00 |
| S2 |
10,810.25 |
10,810.25 |
11,420.25 |
|
| S3 |
10,109.25 |
10,478.50 |
11,356.00 |
|
| S4 |
9,408.25 |
9,777.50 |
11,163.25 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,688.50 |
14,941.75 |
12,276.50 |
|
| R3 |
14,365.25 |
13,618.50 |
11,912.75 |
|
| R2 |
13,042.00 |
13,042.00 |
11,791.25 |
|
| R1 |
12,295.25 |
12,295.25 |
11,670.00 |
12,007.00 |
| PP |
11,718.75 |
11,718.75 |
11,718.75 |
11,574.50 |
| S1 |
10,972.00 |
10,972.00 |
11,427.50 |
10,683.75 |
| S2 |
10,395.50 |
10,395.50 |
11,306.25 |
|
| S3 |
9,072.25 |
9,648.75 |
11,184.75 |
|
| S4 |
7,749.00 |
8,325.50 |
10,821.00 |
|
|
| 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 |
11,142.00 |
1,323.25 |
11.5% |
437.25 |
3.8% |
31% |
False |
True |
771,845 |
| 10 |
12,465.25 |
11,142.00 |
1,323.25 |
11.5% |
313.25 |
2.7% |
31% |
False |
True |
674,933 |
| 20 |
12,465.25 |
10,845.50 |
1,619.75 |
14.0% |
259.00 |
2.2% |
43% |
False |
False |
542,140 |
| 40 |
12,465.25 |
10,301.00 |
2,164.25 |
18.7% |
259.50 |
2.2% |
58% |
False |
False |
541,220 |
| 60 |
12,465.25 |
9,368.25 |
3,097.00 |
26.8% |
255.50 |
2.2% |
70% |
False |
False |
520,435 |
| 80 |
12,465.25 |
8,834.00 |
3,631.25 |
31.4% |
245.50 |
2.1% |
75% |
False |
False |
391,853 |
| 100 |
12,465.25 |
8,334.00 |
4,131.25 |
35.8% |
247.00 |
2.1% |
78% |
False |
False |
313,555 |
| 120 |
12,465.25 |
6,626.00 |
5,839.25 |
50.6% |
273.25 |
2.4% |
84% |
False |
False |
261,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,822.25 |
|
2.618 |
13,678.25 |
|
1.618 |
12,977.25 |
|
1.000 |
12,544.00 |
|
0.618 |
12,276.25 |
|
HIGH |
11,843.00 |
|
0.618 |
11,575.25 |
|
0.500 |
11,492.50 |
|
0.382 |
11,409.75 |
|
LOW |
11,142.00 |
|
0.618 |
10,708.75 |
|
1.000 |
10,441.00 |
|
1.618 |
10,007.75 |
|
2.618 |
9,306.75 |
|
4.250 |
8,162.75 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,530.00 |
11,803.50 |
| PP |
11,511.25 |
11,718.75 |
| S1 |
11,492.50 |
11,633.75 |
|