| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,976.8 |
1,948.9 |
-27.9 |
-1.4% |
1,947.9 |
| High |
1,980.4 |
1,956.6 |
-23.8 |
-1.2% |
1,987.0 |
| Low |
1,938.9 |
1,927.2 |
-11.7 |
-0.6% |
1,908.4 |
| Close |
1,944.7 |
1,937.8 |
-6.9 |
-0.4% |
1,974.9 |
| Range |
41.5 |
29.4 |
-12.1 |
-29.2% |
78.6 |
| ATR |
45.8 |
44.6 |
-1.2 |
-2.6% |
0.0 |
| Volume |
332,591 |
303,029 |
-29,562 |
-8.9% |
1,703,850 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,028.7 |
2,012.7 |
1,954.0 |
|
| R3 |
1,999.3 |
1,983.3 |
1,945.9 |
|
| R2 |
1,969.9 |
1,969.9 |
1,943.2 |
|
| R1 |
1,953.9 |
1,953.9 |
1,940.5 |
1,947.2 |
| PP |
1,940.5 |
1,940.5 |
1,940.5 |
1,937.2 |
| S1 |
1,924.5 |
1,924.5 |
1,935.1 |
1,917.8 |
| S2 |
1,911.1 |
1,911.1 |
1,932.4 |
|
| S3 |
1,881.7 |
1,895.1 |
1,929.7 |
|
| S4 |
1,852.3 |
1,865.7 |
1,921.6 |
|
|
| 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 |
1,927.2 |
74.0 |
3.8% |
36.2 |
1.9% |
14% |
False |
True |
303,944 |
| 10 |
2,001.2 |
1,908.4 |
92.8 |
4.8% |
42.0 |
2.2% |
32% |
False |
False |
324,453 |
| 20 |
2,089.2 |
1,874.2 |
215.0 |
11.1% |
51.8 |
2.7% |
30% |
False |
False |
349,400 |
| 40 |
2,089.2 |
1,819.3 |
269.9 |
13.9% |
42.1 |
2.2% |
44% |
False |
False |
239,315 |
| 60 |
2,089.2 |
1,724.6 |
364.6 |
18.8% |
36.6 |
1.9% |
58% |
False |
False |
163,567 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.6% |
34.9 |
1.8% |
62% |
False |
False |
124,132 |
| 100 |
2,089.2 |
1,670.3 |
418.9 |
21.6% |
34.6 |
1.8% |
64% |
False |
False |
100,166 |
| 120 |
2,089.2 |
1,468.0 |
621.2 |
32.1% |
38.4 |
2.0% |
76% |
False |
False |
84,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,081.6 |
|
2.618 |
2,033.6 |
|
1.618 |
2,004.2 |
|
1.000 |
1,986.0 |
|
0.618 |
1,974.8 |
|
HIGH |
1,956.6 |
|
0.618 |
1,945.4 |
|
0.500 |
1,941.9 |
|
0.382 |
1,938.4 |
|
LOW |
1,927.2 |
|
0.618 |
1,909.0 |
|
1.000 |
1,897.8 |
|
1.618 |
1,879.6 |
|
2.618 |
1,850.2 |
|
4.250 |
1,802.3 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,941.9 |
1,964.2 |
| PP |
1,940.5 |
1,955.4 |
| S1 |
1,939.2 |
1,946.6 |
|