| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,980.2 |
1,983.4 |
3.2 |
0.2% |
1,948.7 |
| High |
1,992.1 |
2,008.2 |
16.1 |
0.8% |
1,993.7 |
| Low |
1,970.1 |
1,977.6 |
7.5 |
0.4% |
1,916.8 |
| Close |
1,986.5 |
1,986.8 |
0.3 |
0.0% |
1,981.8 |
| Range |
22.0 |
30.6 |
8.6 |
39.1% |
76.9 |
| ATR |
46.2 |
45.1 |
-1.1 |
-2.4% |
0.0 |
| Volume |
2,203 |
3,984 |
1,781 |
80.8% |
13,318 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,082.7 |
2,065.3 |
2,003.6 |
|
| R3 |
2,052.1 |
2,034.7 |
1,995.2 |
|
| R2 |
2,021.5 |
2,021.5 |
1,992.4 |
|
| R1 |
2,004.1 |
2,004.1 |
1,989.6 |
2,012.8 |
| PP |
1,990.9 |
1,990.9 |
1,990.9 |
1,995.2 |
| S1 |
1,973.5 |
1,973.5 |
1,984.0 |
1,982.2 |
| S2 |
1,960.3 |
1,960.3 |
1,981.2 |
|
| S3 |
1,929.7 |
1,942.9 |
1,978.4 |
|
| S4 |
1,899.1 |
1,912.3 |
1,970.0 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.8 |
2,165.2 |
2,024.1 |
|
| R3 |
2,117.9 |
2,088.3 |
2,002.9 |
|
| R2 |
2,041.0 |
2,041.0 |
1,995.9 |
|
| R1 |
2,011.4 |
2,011.4 |
1,988.8 |
2,026.2 |
| PP |
1,964.1 |
1,964.1 |
1,964.1 |
1,971.5 |
| S1 |
1,934.5 |
1,934.5 |
1,974.8 |
1,949.3 |
| S2 |
1,887.2 |
1,887.2 |
1,967.7 |
|
| S3 |
1,810.3 |
1,857.6 |
1,960.7 |
|
| S4 |
1,733.4 |
1,780.7 |
1,939.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,008.2 |
1,916.8 |
91.4 |
4.6% |
46.3 |
2.3% |
77% |
True |
False |
3,152 |
| 10 |
2,023.8 |
1,916.8 |
107.0 |
5.4% |
45.9 |
2.3% |
65% |
False |
False |
2,752 |
| 20 |
2,099.2 |
1,884.0 |
215.2 |
10.8% |
51.0 |
2.6% |
48% |
False |
False |
3,879 |
| 40 |
2,099.2 |
1,828.8 |
270.4 |
13.6% |
40.3 |
2.0% |
58% |
False |
False |
3,617 |
| 60 |
2,099.2 |
1,723.5 |
375.7 |
18.9% |
35.2 |
1.8% |
70% |
False |
False |
2,903 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.2% |
31.9 |
1.6% |
72% |
False |
False |
2,529 |
| 100 |
2,099.2 |
1,684.7 |
414.5 |
20.9% |
29.5 |
1.5% |
73% |
False |
False |
2,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.3 |
|
2.618 |
2,088.3 |
|
1.618 |
2,057.7 |
|
1.000 |
2,038.8 |
|
0.618 |
2,027.1 |
|
HIGH |
2,008.2 |
|
0.618 |
1,996.5 |
|
0.500 |
1,992.9 |
|
0.382 |
1,989.3 |
|
LOW |
1,977.6 |
|
0.618 |
1,958.7 |
|
1.000 |
1,947.0 |
|
1.618 |
1,928.1 |
|
2.618 |
1,897.5 |
|
4.250 |
1,847.6 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,992.9 |
1,981.8 |
| PP |
1,990.9 |
1,976.8 |
| S1 |
1,988.8 |
1,971.9 |
|