| 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 |
13,002.5 |
13,350.0 |
347.5 |
2.7% |
12,770.0 |
| High |
13,326.0 |
13,435.0 |
109.0 |
0.8% |
13,215.0 |
| Low |
13,002.5 |
12,917.0 |
-85.5 |
-0.7% |
12,770.0 |
| Close |
13,202.5 |
13,016.5 |
-186.0 |
-1.4% |
13,006.0 |
| Range |
323.5 |
518.0 |
194.5 |
60.1% |
445.0 |
| ATR |
223.2 |
244.3 |
21.1 |
9.4% |
0.0 |
| Volume |
713 |
402 |
-311 |
-43.6% |
487 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,676.8 |
14,364.7 |
13,301.4 |
|
| R3 |
14,158.8 |
13,846.7 |
13,159.0 |
|
| R2 |
13,640.8 |
13,640.8 |
13,111.5 |
|
| R1 |
13,328.7 |
13,328.7 |
13,064.0 |
13,225.8 |
| PP |
13,122.8 |
13,122.8 |
13,122.8 |
13,071.4 |
| S1 |
12,810.7 |
12,810.7 |
12,969.0 |
12,707.8 |
| S2 |
12,604.8 |
12,604.8 |
12,921.5 |
|
| S3 |
12,086.8 |
12,292.7 |
12,874.1 |
|
| S4 |
11,568.8 |
11,774.7 |
12,731.6 |
|
|
| 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 |
13,435.0 |
12,838.5 |
596.5 |
4.6% |
302.7 |
2.3% |
30% |
True |
False |
268 |
| 10 |
13,435.0 |
12,662.0 |
773.0 |
5.9% |
261.8 |
2.0% |
46% |
True |
False |
188 |
| 20 |
13,435.0 |
12,542.0 |
893.0 |
6.9% |
200.9 |
1.5% |
53% |
True |
False |
120 |
| 40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.4% |
195.5 |
1.5% |
66% |
True |
False |
108 |
| 60 |
13,435.0 |
11,610.0 |
1,825.0 |
14.0% |
207.6 |
1.6% |
77% |
True |
False |
93 |
| 80 |
13,435.0 |
10,419.0 |
3,016.0 |
23.2% |
185.7 |
1.4% |
86% |
True |
False |
76 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
24.9% |
159.7 |
1.2% |
87% |
True |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,636.5 |
|
2.618 |
14,791.1 |
|
1.618 |
14,273.1 |
|
1.000 |
13,953.0 |
|
0.618 |
13,755.1 |
|
HIGH |
13,435.0 |
|
0.618 |
13,237.1 |
|
0.500 |
13,176.0 |
|
0.382 |
13,114.9 |
|
LOW |
12,917.0 |
|
0.618 |
12,596.9 |
|
1.000 |
12,399.0 |
|
1.618 |
12,078.9 |
|
2.618 |
11,560.9 |
|
4.250 |
10,715.5 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,176.0 |
13,136.8 |
| PP |
13,122.8 |
13,096.7 |
| S1 |
13,069.7 |
13,056.6 |
|