| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,973.9 |
1,973.7 |
-0.2 |
0.0% |
1,947.9 |
| High |
1,985.8 |
2,001.2 |
15.4 |
0.8% |
1,987.0 |
| Low |
1,962.3 |
1,969.2 |
6.9 |
0.4% |
1,908.4 |
| Close |
1,978.6 |
1,978.9 |
0.3 |
0.0% |
1,974.9 |
| Range |
23.5 |
32.0 |
8.5 |
36.2% |
78.6 |
| ATR |
47.2 |
46.1 |
-1.1 |
-2.3% |
0.0 |
| Volume |
245,105 |
304,894 |
59,789 |
24.4% |
1,703,850 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,079.1 |
2,061.0 |
1,996.5 |
|
| R3 |
2,047.1 |
2,029.0 |
1,987.7 |
|
| R2 |
2,015.1 |
2,015.1 |
1,984.8 |
|
| R1 |
1,997.0 |
1,997.0 |
1,981.8 |
2,006.1 |
| PP |
1,983.1 |
1,983.1 |
1,983.1 |
1,987.6 |
| S1 |
1,965.0 |
1,965.0 |
1,976.0 |
1,974.1 |
| S2 |
1,951.1 |
1,951.1 |
1,973.0 |
|
| S3 |
1,919.1 |
1,933.0 |
1,970.1 |
|
| S4 |
1,887.1 |
1,901.0 |
1,961.3 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.6 |
2,162.3 |
2,018.1 |
|
| R3 |
2,114.0 |
2,083.7 |
1,996.5 |
|
| R2 |
2,035.4 |
2,035.4 |
1,989.3 |
|
| R1 |
2,005.1 |
2,005.1 |
1,982.1 |
2,020.3 |
| PP |
1,956.8 |
1,956.8 |
1,956.8 |
1,964.3 |
| S1 |
1,926.5 |
1,926.5 |
1,967.7 |
1,941.7 |
| S2 |
1,878.2 |
1,878.2 |
1,960.5 |
|
| S3 |
1,799.6 |
1,847.9 |
1,953.3 |
|
| S4 |
1,721.0 |
1,769.3 |
1,931.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,001.2 |
1,908.4 |
92.8 |
4.7% |
47.5 |
2.4% |
76% |
True |
False |
338,695 |
| 10 |
2,015.6 |
1,908.4 |
107.2 |
5.4% |
46.8 |
2.4% |
66% |
False |
False |
343,550 |
| 20 |
2,089.2 |
1,874.2 |
215.0 |
10.9% |
52.0 |
2.6% |
49% |
False |
False |
351,576 |
| 40 |
2,089.2 |
1,819.3 |
269.9 |
13.6% |
41.7 |
2.1% |
59% |
False |
False |
226,103 |
| 60 |
2,089.2 |
1,715.9 |
373.3 |
18.9% |
36.5 |
1.8% |
70% |
False |
False |
153,223 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.2% |
34.5 |
1.7% |
72% |
False |
False |
116,339 |
| 100 |
2,089.2 |
1,670.3 |
418.9 |
21.2% |
34.8 |
1.8% |
74% |
False |
False |
93,922 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
31.9% |
39.5 |
2.0% |
83% |
False |
False |
79,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,137.2 |
|
2.618 |
2,085.0 |
|
1.618 |
2,053.0 |
|
1.000 |
2,033.2 |
|
0.618 |
2,021.0 |
|
HIGH |
2,001.2 |
|
0.618 |
1,989.0 |
|
0.500 |
1,985.2 |
|
0.382 |
1,981.4 |
|
LOW |
1,969.2 |
|
0.618 |
1,949.4 |
|
1.000 |
1,937.2 |
|
1.618 |
1,917.4 |
|
2.618 |
1,885.4 |
|
4.250 |
1,833.2 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,985.2 |
1,974.2 |
| PP |
1,983.1 |
1,969.4 |
| S1 |
1,981.0 |
1,964.7 |
|