| 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 |
3,288.0 |
3,305.0 |
17.0 |
0.5% |
3,335.0 |
| High |
3,316.0 |
3,315.0 |
-1.0 |
0.0% |
3,385.0 |
| Low |
3,223.0 |
3,228.0 |
5.0 |
0.2% |
3,223.0 |
| Close |
3,236.0 |
3,257.0 |
21.0 |
0.6% |
3,236.0 |
| Range |
93.0 |
87.0 |
-6.0 |
-6.5% |
162.0 |
| ATR |
67.5 |
68.9 |
1.4 |
2.1% |
0.0 |
| Volume |
33,620 |
39,799 |
6,179 |
18.4% |
78,917 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,527.7 |
3,479.3 |
3,304.9 |
|
| R3 |
3,440.7 |
3,392.3 |
3,280.9 |
|
| R2 |
3,353.7 |
3,353.7 |
3,273.0 |
|
| R1 |
3,305.3 |
3,305.3 |
3,265.0 |
3,286.0 |
| PP |
3,266.7 |
3,266.7 |
3,266.7 |
3,257.0 |
| S1 |
3,218.3 |
3,218.3 |
3,249.0 |
3,199.0 |
| S2 |
3,179.7 |
3,179.7 |
3,241.1 |
|
| S3 |
3,092.7 |
3,131.3 |
3,233.1 |
|
| S4 |
3,005.7 |
3,044.3 |
3,209.2 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,767.3 |
3,663.7 |
3,325.1 |
|
| R3 |
3,605.3 |
3,501.7 |
3,280.6 |
|
| R2 |
3,443.3 |
3,443.3 |
3,265.7 |
|
| R1 |
3,339.7 |
3,339.7 |
3,250.9 |
3,310.5 |
| PP |
3,281.3 |
3,281.3 |
3,281.3 |
3,266.8 |
| S1 |
3,177.7 |
3,177.7 |
3,221.2 |
3,148.5 |
| S2 |
3,119.3 |
3,119.3 |
3,206.3 |
|
| S3 |
2,957.3 |
3,015.7 |
3,191.5 |
|
| S4 |
2,795.3 |
2,853.7 |
3,146.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,385.0 |
3,223.0 |
162.0 |
5.0% |
88.0 |
2.7% |
21% |
False |
False |
19,241 |
| 10 |
3,385.0 |
3,223.0 |
162.0 |
5.0% |
71.8 |
2.2% |
21% |
False |
False |
15,216 |
| 20 |
3,385.0 |
3,204.0 |
181.0 |
5.6% |
62.6 |
1.9% |
29% |
False |
False |
8,815 |
| 40 |
3,430.0 |
3,127.0 |
303.0 |
9.3% |
55.9 |
1.7% |
43% |
False |
False |
5,441 |
| 60 |
3,430.0 |
3,127.0 |
303.0 |
9.3% |
56.3 |
1.7% |
43% |
False |
False |
5,276 |
| 80 |
3,430.0 |
2,826.0 |
604.0 |
18.5% |
52.3 |
1.6% |
71% |
False |
False |
6,649 |
| 100 |
3,430.0 |
2,665.0 |
765.0 |
23.5% |
47.3 |
1.5% |
77% |
False |
False |
7,178 |
| 120 |
3,430.0 |
2,360.0 |
1,070.0 |
32.9% |
41.3 |
1.3% |
84% |
False |
False |
8,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,684.8 |
|
2.618 |
3,542.8 |
|
1.618 |
3,455.8 |
|
1.000 |
3,402.0 |
|
0.618 |
3,368.8 |
|
HIGH |
3,315.0 |
|
0.618 |
3,281.8 |
|
0.500 |
3,271.5 |
|
0.382 |
3,261.2 |
|
LOW |
3,228.0 |
|
0.618 |
3,174.2 |
|
1.000 |
3,141.0 |
|
1.618 |
3,087.2 |
|
2.618 |
3,000.2 |
|
4.250 |
2,858.3 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,271.5 |
3,304.0 |
| PP |
3,266.7 |
3,288.3 |
| S1 |
3,261.8 |
3,272.7 |
|