| 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 |
13,100.5 |
12,925.5 |
-175.0 |
-1.3% |
12,770.0 |
| High |
13,120.0 |
13,100.0 |
-20.0 |
-0.2% |
13,215.0 |
| Low |
12,908.0 |
12,838.5 |
-69.5 |
-0.5% |
12,770.0 |
| Close |
12,908.0 |
12,940.5 |
32.5 |
0.3% |
13,006.0 |
| Range |
212.0 |
261.5 |
49.5 |
23.3% |
445.0 |
| ATR |
206.8 |
210.7 |
3.9 |
1.9% |
0.0 |
| Volume |
73 |
90 |
17 |
23.3% |
487 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,744.2 |
13,603.8 |
13,084.3 |
|
| R3 |
13,482.7 |
13,342.3 |
13,012.4 |
|
| R2 |
13,221.2 |
13,221.2 |
12,988.4 |
|
| R1 |
13,080.8 |
13,080.8 |
12,964.5 |
13,151.0 |
| PP |
12,959.7 |
12,959.7 |
12,959.7 |
12,994.8 |
| S1 |
12,819.3 |
12,819.3 |
12,916.5 |
12,889.5 |
| S2 |
12,698.2 |
12,698.2 |
12,892.6 |
|
| S3 |
12,436.7 |
12,557.8 |
12,868.6 |
|
| S4 |
12,175.2 |
12,296.3 |
12,796.7 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,332.0 |
14,114.0 |
13,250.8 |
|
| R3 |
13,887.0 |
13,669.0 |
13,128.4 |
|
| R2 |
13,442.0 |
13,442.0 |
13,087.6 |
|
| R1 |
13,224.0 |
13,224.0 |
13,046.8 |
13,333.0 |
| PP |
12,997.0 |
12,997.0 |
12,997.0 |
13,051.5 |
| S1 |
12,779.0 |
12,779.0 |
12,965.2 |
12,888.0 |
| S2 |
12,552.0 |
12,552.0 |
12,924.4 |
|
| S3 |
12,107.0 |
12,334.0 |
12,883.6 |
|
| S4 |
11,662.0 |
11,889.0 |
12,761.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,215.0 |
12,838.5 |
376.5 |
2.9% |
211.0 |
1.6% |
27% |
False |
True |
79 |
| 10 |
13,215.0 |
12,662.0 |
553.0 |
4.3% |
196.1 |
1.5% |
50% |
False |
False |
91 |
| 20 |
13,215.0 |
12,537.5 |
677.5 |
5.2% |
176.7 |
1.4% |
59% |
False |
False |
72 |
| 40 |
13,272.5 |
12,207.0 |
1,065.5 |
8.2% |
183.3 |
1.4% |
69% |
False |
False |
84 |
| 60 |
13,272.5 |
11,610.0 |
1,662.5 |
12.8% |
200.2 |
1.5% |
80% |
False |
False |
75 |
| 80 |
13,272.5 |
10,193.0 |
3,079.5 |
23.8% |
176.3 |
1.4% |
89% |
False |
False |
62 |
| 100 |
13,272.5 |
10,193.0 |
3,079.5 |
23.8% |
154.2 |
1.2% |
89% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,211.4 |
|
2.618 |
13,784.6 |
|
1.618 |
13,523.1 |
|
1.000 |
13,361.5 |
|
0.618 |
13,261.6 |
|
HIGH |
13,100.0 |
|
0.618 |
13,000.1 |
|
0.500 |
12,969.3 |
|
0.382 |
12,938.4 |
|
LOW |
12,838.5 |
|
0.618 |
12,676.9 |
|
1.000 |
12,577.0 |
|
1.618 |
12,415.4 |
|
2.618 |
12,153.9 |
|
4.250 |
11,727.1 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,969.3 |
12,996.5 |
| PP |
12,959.7 |
12,977.8 |
| S1 |
12,950.1 |
12,959.2 |
|