| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
12,102.00 |
12,307.00 |
205.00 |
1.7% |
11,569.50 |
| High |
12,315.50 |
12,448.75 |
133.25 |
1.1% |
12,029.75 |
| Low |
12,079.25 |
12,159.25 |
80.00 |
0.7% |
11,512.75 |
| Close |
12,298.00 |
12,397.25 |
99.25 |
0.8% |
11,976.25 |
| Range |
236.25 |
289.50 |
53.25 |
22.5% |
517.00 |
| ATR |
205.90 |
211.87 |
5.97 |
2.9% |
0.00 |
| Volume |
2,638 |
3,768 |
1,130 |
42.8% |
7,007 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,203.50 |
13,090.00 |
12,556.50 |
|
| R3 |
12,914.00 |
12,800.50 |
12,476.75 |
|
| R2 |
12,624.50 |
12,624.50 |
12,450.25 |
|
| R1 |
12,511.00 |
12,511.00 |
12,423.75 |
12,567.75 |
| PP |
12,335.00 |
12,335.00 |
12,335.00 |
12,363.50 |
| S1 |
12,221.50 |
12,221.50 |
12,370.75 |
12,278.25 |
| S2 |
12,045.50 |
12,045.50 |
12,344.25 |
|
| S3 |
11,756.00 |
11,932.00 |
12,317.75 |
|
| S4 |
11,466.50 |
11,642.50 |
12,238.00 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,390.50 |
13,200.50 |
12,260.50 |
|
| R3 |
12,873.50 |
12,683.50 |
12,118.50 |
|
| R2 |
12,356.50 |
12,356.50 |
12,071.00 |
|
| R1 |
12,166.50 |
12,166.50 |
12,023.75 |
12,261.50 |
| PP |
11,839.50 |
11,839.50 |
11,839.50 |
11,887.00 |
| S1 |
11,649.50 |
11,649.50 |
11,928.75 |
11,744.50 |
| S2 |
11,322.50 |
11,322.50 |
11,881.50 |
|
| S3 |
10,805.50 |
11,132.50 |
11,834.00 |
|
| S4 |
10,288.50 |
10,615.50 |
11,692.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,448.75 |
11,820.25 |
628.50 |
5.1% |
201.00 |
1.6% |
92% |
True |
False |
2,193 |
| 10 |
12,448.75 |
11,206.25 |
1,242.50 |
10.0% |
207.25 |
1.7% |
96% |
True |
False |
1,758 |
| 20 |
12,448.75 |
10,830.25 |
1,618.50 |
13.1% |
205.00 |
1.7% |
97% |
True |
False |
1,140 |
| 40 |
12,448.75 |
10,288.00 |
2,160.75 |
17.4% |
229.50 |
1.9% |
98% |
True |
False |
909 |
| 60 |
12,448.75 |
9,390.50 |
3,058.25 |
24.7% |
236.75 |
1.9% |
98% |
True |
False |
700 |
| 80 |
12,448.75 |
8,829.25 |
3,619.50 |
29.2% |
220.50 |
1.8% |
99% |
True |
False |
533 |
| 100 |
12,448.75 |
8,348.50 |
4,100.25 |
33.1% |
214.75 |
1.7% |
99% |
True |
False |
427 |
| 120 |
12,448.75 |
6,626.75 |
5,822.00 |
47.0% |
231.00 |
1.9% |
99% |
True |
False |
356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,679.00 |
|
2.618 |
13,206.75 |
|
1.618 |
12,917.25 |
|
1.000 |
12,738.25 |
|
0.618 |
12,627.75 |
|
HIGH |
12,448.75 |
|
0.618 |
12,338.25 |
|
0.500 |
12,304.00 |
|
0.382 |
12,269.75 |
|
LOW |
12,159.25 |
|
0.618 |
11,980.25 |
|
1.000 |
11,869.75 |
|
1.618 |
11,690.75 |
|
2.618 |
11,401.25 |
|
4.250 |
10,929.00 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,366.25 |
12,335.75 |
| PP |
12,335.00 |
12,274.00 |
| S1 |
12,304.00 |
12,212.50 |
|