| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,745.00 |
11,531.00 |
-214.00 |
-1.8% |
12,002.75 |
| High |
11,843.00 |
11,585.00 |
-258.00 |
-2.2% |
12,465.25 |
| Low |
11,142.00 |
11,040.50 |
-101.50 |
-0.9% |
11,142.00 |
| Close |
11,548.75 |
11,060.50 |
-488.25 |
-4.2% |
11,548.75 |
| Range |
701.00 |
544.50 |
-156.50 |
-22.3% |
1,323.25 |
| ATR |
287.22 |
305.60 |
18.38 |
6.4% |
0.00 |
| Volume |
1,202,274 |
1,012,392 |
-189,882 |
-15.8% |
3,859,228 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,862.25 |
12,505.75 |
11,360.00 |
|
| R3 |
12,317.75 |
11,961.25 |
11,210.25 |
|
| R2 |
11,773.25 |
11,773.25 |
11,160.25 |
|
| R1 |
11,416.75 |
11,416.75 |
11,110.50 |
11,322.75 |
| PP |
11,228.75 |
11,228.75 |
11,228.75 |
11,181.50 |
| S1 |
10,872.25 |
10,872.25 |
11,010.50 |
10,778.25 |
| S2 |
10,684.25 |
10,684.25 |
10,960.75 |
|
| S3 |
10,139.75 |
10,327.75 |
10,910.75 |
|
| S4 |
9,595.25 |
9,783.25 |
10,761.00 |
|
|
| 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 |
11,040.50 |
1,424.75 |
12.9% |
511.00 |
4.6% |
1% |
False |
True |
878,128 |
| 10 |
12,465.25 |
11,040.50 |
1,424.75 |
12.9% |
348.25 |
3.1% |
1% |
False |
True |
714,472 |
| 20 |
12,465.25 |
10,845.50 |
1,619.75 |
14.6% |
274.75 |
2.5% |
13% |
False |
False |
568,473 |
| 40 |
12,465.25 |
10,301.00 |
2,164.25 |
19.6% |
260.75 |
2.4% |
35% |
False |
False |
548,125 |
| 60 |
12,465.25 |
9,368.25 |
3,097.00 |
28.0% |
258.75 |
2.3% |
55% |
False |
False |
530,460 |
| 80 |
12,465.25 |
8,913.00 |
3,552.25 |
32.1% |
249.00 |
2.3% |
60% |
False |
False |
404,502 |
| 100 |
12,465.25 |
8,334.00 |
4,131.25 |
37.4% |
249.00 |
2.3% |
66% |
False |
False |
323,671 |
| 120 |
12,465.25 |
6,626.00 |
5,839.25 |
52.8% |
273.75 |
2.5% |
76% |
False |
False |
269,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,899.00 |
|
2.618 |
13,010.50 |
|
1.618 |
12,466.00 |
|
1.000 |
12,129.50 |
|
0.618 |
11,921.50 |
|
HIGH |
11,585.00 |
|
0.618 |
11,377.00 |
|
0.500 |
11,312.75 |
|
0.382 |
11,248.50 |
|
LOW |
11,040.50 |
|
0.618 |
10,704.00 |
|
1.000 |
10,496.00 |
|
1.618 |
10,159.50 |
|
2.618 |
9,615.00 |
|
4.250 |
8,726.50 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,312.75 |
11,739.50 |
| PP |
11,228.75 |
11,513.25 |
| S1 |
11,144.50 |
11,287.00 |
|