| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
12,392.25 |
11,732.75 |
-659.50 |
-5.3% |
11,987.50 |
| High |
12,423.50 |
11,829.50 |
-594.00 |
-4.8% |
12,448.75 |
| Low |
11,646.75 |
11,130.25 |
-516.50 |
-4.4% |
11,130.25 |
| Close |
11,787.50 |
11,536.00 |
-251.50 |
-2.1% |
11,536.00 |
| Range |
776.75 |
699.25 |
-77.50 |
-10.0% |
1,318.50 |
| ATR |
252.22 |
284.15 |
31.93 |
12.7% |
0.00 |
| Volume |
5,633 |
11,459 |
5,826 |
103.4% |
25,592 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,596.25 |
13,265.50 |
11,920.50 |
|
| R3 |
12,897.00 |
12,566.25 |
11,728.25 |
|
| R2 |
12,197.75 |
12,197.75 |
11,664.25 |
|
| R1 |
11,867.00 |
11,867.00 |
11,600.00 |
11,682.75 |
| PP |
11,498.50 |
11,498.50 |
11,498.50 |
11,406.50 |
| S1 |
11,167.75 |
11,167.75 |
11,472.00 |
10,983.50 |
| S2 |
10,799.25 |
10,799.25 |
11,407.75 |
|
| S3 |
10,100.00 |
10,468.50 |
11,343.75 |
|
| S4 |
9,400.75 |
9,769.25 |
11,151.50 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,660.50 |
14,916.75 |
12,261.25 |
|
| R3 |
14,342.00 |
13,598.25 |
11,898.50 |
|
| R2 |
13,023.50 |
13,023.50 |
11,777.75 |
|
| R1 |
12,279.75 |
12,279.75 |
11,656.75 |
11,992.50 |
| PP |
11,705.00 |
11,705.00 |
11,705.00 |
11,561.25 |
| S1 |
10,961.25 |
10,961.25 |
11,415.25 |
10,674.00 |
| S2 |
10,386.50 |
10,386.50 |
11,294.25 |
|
| S3 |
9,068.00 |
9,642.75 |
11,173.50 |
|
| S4 |
7,749.50 |
8,324.25 |
10,810.75 |
|
|
| 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 |
11,130.25 |
1,318.50 |
11.4% |
435.00 |
3.8% |
31% |
False |
True |
5,118 |
| 10 |
12,448.75 |
11,130.25 |
1,318.50 |
11.4% |
311.25 |
2.7% |
31% |
False |
True |
3,259 |
| 20 |
12,448.75 |
10,830.25 |
1,618.50 |
14.0% |
255.75 |
2.2% |
44% |
False |
False |
1,952 |
| 40 |
12,448.75 |
10,288.00 |
2,160.75 |
18.7% |
255.75 |
2.2% |
58% |
False |
False |
1,308 |
| 60 |
12,448.75 |
9,390.50 |
3,058.25 |
26.5% |
249.75 |
2.2% |
70% |
False |
False |
984 |
| 80 |
12,448.75 |
8,829.25 |
3,619.50 |
31.4% |
232.00 |
2.0% |
75% |
False |
False |
747 |
| 100 |
12,448.75 |
8,348.50 |
4,100.25 |
35.5% |
225.75 |
2.0% |
78% |
False |
False |
598 |
| 120 |
12,448.75 |
6,626.75 |
5,822.00 |
50.5% |
238.75 |
2.1% |
84% |
False |
False |
498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,801.25 |
|
2.618 |
13,660.25 |
|
1.618 |
12,961.00 |
|
1.000 |
12,528.75 |
|
0.618 |
12,261.75 |
|
HIGH |
11,829.50 |
|
0.618 |
11,562.50 |
|
0.500 |
11,480.00 |
|
0.382 |
11,397.25 |
|
LOW |
11,130.25 |
|
0.618 |
10,698.00 |
|
1.000 |
10,431.00 |
|
1.618 |
9,998.75 |
|
2.618 |
9,299.50 |
|
4.250 |
8,158.50 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,517.25 |
11,789.50 |
| PP |
11,498.50 |
11,705.00 |
| S1 |
11,480.00 |
11,620.50 |
|