| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,591.0 |
1,548.8 |
-42.2 |
-2.7% |
1,576.9 |
| High |
1,595.4 |
1,570.5 |
-24.9 |
-1.6% |
1,595.7 |
| Low |
1,534.7 |
1,498.1 |
-36.6 |
-2.4% |
1,498.1 |
| Close |
1,549.5 |
1,531.4 |
-18.1 |
-1.2% |
1,531.4 |
| Range |
60.7 |
72.4 |
11.7 |
19.3% |
97.6 |
| ATR |
30.7 |
33.7 |
3.0 |
9.7% |
0.0 |
| Volume |
265,159 |
246,346 |
-18,813 |
-7.1% |
954,560 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,750.5 |
1,713.4 |
1,571.2 |
|
| R3 |
1,678.1 |
1,641.0 |
1,551.3 |
|
| R2 |
1,605.7 |
1,605.7 |
1,544.7 |
|
| R1 |
1,568.6 |
1,568.6 |
1,538.0 |
1,551.0 |
| PP |
1,533.3 |
1,533.3 |
1,533.3 |
1,524.5 |
| S1 |
1,496.2 |
1,496.2 |
1,524.8 |
1,478.6 |
| S2 |
1,460.9 |
1,460.9 |
1,518.1 |
|
| S3 |
1,388.5 |
1,423.8 |
1,511.5 |
|
| S4 |
1,316.1 |
1,351.4 |
1,491.6 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,834.5 |
1,780.6 |
1,585.1 |
|
| R3 |
1,736.9 |
1,683.0 |
1,558.2 |
|
| R2 |
1,639.3 |
1,639.3 |
1,549.3 |
|
| R1 |
1,585.4 |
1,585.4 |
1,540.3 |
1,563.6 |
| PP |
1,541.7 |
1,541.7 |
1,541.7 |
1,530.8 |
| S1 |
1,487.8 |
1,487.8 |
1,522.5 |
1,466.0 |
| S2 |
1,444.1 |
1,444.1 |
1,513.5 |
|
| S3 |
1,346.5 |
1,390.2 |
1,504.6 |
|
| S4 |
1,248.9 |
1,292.6 |
1,477.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,595.7 |
1,498.1 |
97.6 |
6.4% |
44.9 |
2.9% |
34% |
False |
True |
190,912 |
| 10 |
1,595.7 |
1,498.1 |
97.6 |
6.4% |
33.7 |
2.2% |
34% |
False |
True |
155,355 |
| 20 |
1,605.7 |
1,498.1 |
107.6 |
7.0% |
29.4 |
1.9% |
31% |
False |
True |
144,261 |
| 40 |
1,605.7 |
1,390.3 |
215.4 |
14.1% |
31.3 |
2.0% |
66% |
False |
False |
158,014 |
| 60 |
1,605.7 |
1,314.5 |
291.2 |
19.0% |
38.8 |
2.5% |
74% |
False |
False |
176,423 |
| 80 |
1,605.7 |
1,173.1 |
432.6 |
28.2% |
42.4 |
2.8% |
83% |
False |
False |
133,640 |
| 100 |
1,605.7 |
1,148.0 |
457.7 |
29.9% |
44.2 |
2.9% |
84% |
False |
False |
106,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,878.2 |
|
2.618 |
1,760.0 |
|
1.618 |
1,687.6 |
|
1.000 |
1,642.9 |
|
0.618 |
1,615.2 |
|
HIGH |
1,570.5 |
|
0.618 |
1,542.8 |
|
0.500 |
1,534.3 |
|
0.382 |
1,525.8 |
|
LOW |
1,498.1 |
|
0.618 |
1,453.4 |
|
1.000 |
1,425.7 |
|
1.618 |
1,381.0 |
|
2.618 |
1,308.6 |
|
4.250 |
1,190.4 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,534.3 |
1,546.9 |
| PP |
1,533.3 |
1,541.7 |
| S1 |
1,532.4 |
1,536.6 |
|