| 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 |
12,307.00 |
12,392.25 |
85.25 |
0.7% |
11,569.50 |
| High |
12,448.75 |
12,423.50 |
-25.25 |
-0.2% |
12,029.75 |
| Low |
12,159.25 |
11,646.75 |
-512.50 |
-4.2% |
11,512.75 |
| Close |
12,397.25 |
11,787.50 |
-609.75 |
-4.9% |
11,976.25 |
| Range |
289.50 |
776.75 |
487.25 |
168.3% |
517.00 |
| ATR |
211.87 |
252.22 |
40.35 |
19.0% |
0.00 |
| Volume |
3,768 |
5,633 |
1,865 |
49.5% |
7,007 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,282.75 |
13,812.00 |
12,214.75 |
|
| R3 |
13,506.00 |
13,035.25 |
12,001.00 |
|
| R2 |
12,729.25 |
12,729.25 |
11,930.00 |
|
| R1 |
12,258.50 |
12,258.50 |
11,858.75 |
12,105.50 |
| PP |
11,952.50 |
11,952.50 |
11,952.50 |
11,876.00 |
| S1 |
11,481.75 |
11,481.75 |
11,716.25 |
11,328.75 |
| S2 |
11,175.75 |
11,175.75 |
11,645.00 |
|
| S3 |
10,399.00 |
10,705.00 |
11,574.00 |
|
| S4 |
9,622.25 |
9,928.25 |
11,360.25 |
|
|
| 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 |
11,646.75 |
802.00 |
6.8% |
314.25 |
2.7% |
18% |
False |
True |
3,011 |
| 10 |
12,448.75 |
11,392.25 |
1,056.50 |
9.0% |
257.75 |
2.2% |
37% |
False |
False |
2,252 |
| 20 |
12,448.75 |
10,830.25 |
1,618.50 |
13.7% |
233.00 |
2.0% |
59% |
False |
False |
1,407 |
| 40 |
12,448.75 |
10,288.00 |
2,160.75 |
18.3% |
243.75 |
2.1% |
69% |
False |
False |
1,033 |
| 60 |
12,448.75 |
9,390.50 |
3,058.25 |
25.9% |
246.50 |
2.1% |
78% |
False |
False |
793 |
| 80 |
12,448.75 |
8,829.25 |
3,619.50 |
30.7% |
227.00 |
1.9% |
82% |
False |
False |
604 |
| 100 |
12,448.75 |
8,348.50 |
4,100.25 |
34.8% |
220.75 |
1.9% |
84% |
False |
False |
483 |
| 120 |
12,448.75 |
6,626.75 |
5,822.00 |
49.4% |
237.00 |
2.0% |
89% |
False |
False |
403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,724.75 |
|
2.618 |
14,457.00 |
|
1.618 |
13,680.25 |
|
1.000 |
13,200.25 |
|
0.618 |
12,903.50 |
|
HIGH |
12,423.50 |
|
0.618 |
12,126.75 |
|
0.500 |
12,035.00 |
|
0.382 |
11,943.50 |
|
LOW |
11,646.75 |
|
0.618 |
11,166.75 |
|
1.000 |
10,870.00 |
|
1.618 |
10,390.00 |
|
2.618 |
9,613.25 |
|
4.250 |
8,345.50 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,035.00 |
12,047.75 |
| PP |
11,952.50 |
11,961.00 |
| S1 |
11,870.00 |
11,874.25 |
|