| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
12,900.0 |
13,085.0 |
185.0 |
1.4% |
13,100.5 |
| High |
13,107.0 |
13,115.0 |
8.0 |
0.1% |
13,435.0 |
| Low |
12,887.5 |
12,843.5 |
-44.0 |
-0.3% |
12,760.0 |
| Close |
13,066.5 |
12,962.0 |
-104.5 |
-0.8% |
12,779.0 |
| Range |
219.5 |
271.5 |
52.0 |
23.7% |
675.0 |
| ATR |
256.6 |
257.7 |
1.1 |
0.4% |
0.0 |
| Volume |
337 |
492 |
155 |
46.0% |
1,972 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,788.0 |
13,646.5 |
13,111.3 |
|
| R3 |
13,516.5 |
13,375.0 |
13,036.7 |
|
| R2 |
13,245.0 |
13,245.0 |
13,011.8 |
|
| R1 |
13,103.5 |
13,103.5 |
12,986.9 |
13,038.5 |
| PP |
12,973.5 |
12,973.5 |
12,973.5 |
12,941.0 |
| S1 |
12,832.0 |
12,832.0 |
12,937.1 |
12,767.0 |
| S2 |
12,702.0 |
12,702.0 |
12,912.2 |
|
| S3 |
12,430.5 |
12,560.5 |
12,887.3 |
|
| S4 |
12,159.0 |
12,289.0 |
12,812.7 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,016.3 |
14,572.7 |
13,150.3 |
|
| R3 |
14,341.3 |
13,897.7 |
12,964.6 |
|
| R2 |
13,666.3 |
13,666.3 |
12,902.8 |
|
| R1 |
13,222.7 |
13,222.7 |
12,840.9 |
13,107.0 |
| PP |
12,991.3 |
12,991.3 |
12,991.3 |
12,933.5 |
| S1 |
12,547.7 |
12,547.7 |
12,717.1 |
12,432.0 |
| S2 |
12,316.3 |
12,316.3 |
12,655.3 |
|
| S3 |
11,641.3 |
11,872.7 |
12,593.4 |
|
| S4 |
10,966.3 |
11,197.7 |
12,407.8 |
|
|
| 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 |
12,760.0 |
675.0 |
5.2% |
334.5 |
2.6% |
30% |
False |
False |
527 |
| 10 |
13,435.0 |
12,760.0 |
675.0 |
5.2% |
272.8 |
2.1% |
30% |
False |
False |
303 |
| 20 |
13,435.0 |
12,662.0 |
773.0 |
6.0% |
219.6 |
1.7% |
39% |
False |
False |
191 |
| 40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.5% |
201.5 |
1.6% |
61% |
False |
False |
141 |
| 60 |
13,435.0 |
11,929.0 |
1,506.0 |
11.6% |
206.8 |
1.6% |
69% |
False |
False |
116 |
| 80 |
13,435.0 |
10,882.5 |
2,552.5 |
19.7% |
191.9 |
1.5% |
81% |
False |
False |
92 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
25.0% |
165.5 |
1.3% |
85% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,268.9 |
|
2.618 |
13,825.8 |
|
1.618 |
13,554.3 |
|
1.000 |
13,386.5 |
|
0.618 |
13,282.8 |
|
HIGH |
13,115.0 |
|
0.618 |
13,011.3 |
|
0.500 |
12,979.3 |
|
0.382 |
12,947.2 |
|
LOW |
12,843.5 |
|
0.618 |
12,675.7 |
|
1.000 |
12,572.0 |
|
1.618 |
12,404.2 |
|
2.618 |
12,132.7 |
|
4.250 |
11,689.6 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,979.3 |
12,953.8 |
| PP |
12,973.5 |
12,945.7 |
| S1 |
12,967.8 |
12,937.5 |
|