| 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 |
3,280.0 |
3,279.0 |
-1.0 |
0.0% |
3,258.0 |
| High |
3,298.0 |
3,351.0 |
53.0 |
1.6% |
3,358.0 |
| Low |
3,239.0 |
3,278.0 |
39.0 |
1.2% |
3,255.0 |
| Close |
3,260.0 |
3,317.0 |
57.0 |
1.7% |
3,302.0 |
| Range |
59.0 |
73.0 |
14.0 |
23.7% |
103.0 |
| ATR |
58.4 |
60.7 |
2.3 |
4.0% |
0.0 |
| Volume |
1,809 |
12,100 |
10,291 |
568.9% |
35,095 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,534.3 |
3,498.7 |
3,357.2 |
|
| R3 |
3,461.3 |
3,425.7 |
3,337.1 |
|
| R2 |
3,388.3 |
3,388.3 |
3,330.4 |
|
| R1 |
3,352.7 |
3,352.7 |
3,323.7 |
3,370.5 |
| PP |
3,315.3 |
3,315.3 |
3,315.3 |
3,324.3 |
| S1 |
3,279.7 |
3,279.7 |
3,310.3 |
3,297.5 |
| S2 |
3,242.3 |
3,242.3 |
3,303.6 |
|
| S3 |
3,169.3 |
3,206.7 |
3,296.9 |
|
| S4 |
3,096.3 |
3,133.7 |
3,276.9 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,614.0 |
3,561.0 |
3,358.7 |
|
| R3 |
3,511.0 |
3,458.0 |
3,330.3 |
|
| R2 |
3,408.0 |
3,408.0 |
3,320.9 |
|
| R1 |
3,355.0 |
3,355.0 |
3,311.4 |
3,381.5 |
| PP |
3,305.0 |
3,305.0 |
3,305.0 |
3,318.3 |
| S1 |
3,252.0 |
3,252.0 |
3,292.6 |
3,278.5 |
| S2 |
3,202.0 |
3,202.0 |
3,283.1 |
|
| S3 |
3,099.0 |
3,149.0 |
3,273.7 |
|
| S4 |
2,996.0 |
3,046.0 |
3,245.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,351.0 |
3,239.0 |
112.0 |
3.4% |
61.2 |
1.8% |
70% |
True |
False |
13,662 |
| 10 |
3,358.0 |
3,204.0 |
154.0 |
4.6% |
57.8 |
1.7% |
73% |
False |
False |
8,412 |
| 20 |
3,359.0 |
3,204.0 |
155.0 |
4.7% |
53.8 |
1.6% |
73% |
False |
False |
5,646 |
| 40 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
53.6 |
1.6% |
63% |
False |
False |
3,448 |
| 60 |
3,430.0 |
3,026.0 |
404.0 |
12.2% |
56.1 |
1.7% |
72% |
False |
False |
4,681 |
| 80 |
3,430.0 |
2,665.0 |
765.0 |
23.1% |
50.0 |
1.5% |
85% |
False |
False |
5,855 |
| 100 |
3,430.0 |
2,665.0 |
765.0 |
23.1% |
45.4 |
1.4% |
85% |
False |
False |
6,798 |
| 120 |
3,430.0 |
2,293.0 |
1,137.0 |
34.3% |
38.8 |
1.2% |
90% |
False |
False |
8,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,661.3 |
|
2.618 |
3,542.1 |
|
1.618 |
3,469.1 |
|
1.000 |
3,424.0 |
|
0.618 |
3,396.1 |
|
HIGH |
3,351.0 |
|
0.618 |
3,323.1 |
|
0.500 |
3,314.5 |
|
0.382 |
3,305.9 |
|
LOW |
3,278.0 |
|
0.618 |
3,232.9 |
|
1.000 |
3,205.0 |
|
1.618 |
3,159.9 |
|
2.618 |
3,086.9 |
|
4.250 |
2,967.8 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,316.2 |
3,309.7 |
| PP |
3,315.3 |
3,302.3 |
| S1 |
3,314.5 |
3,295.0 |
|