| 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 |
1,983.4 |
1,983.5 |
0.1 |
0.0% |
1,948.7 |
| High |
2,008.2 |
1,987.3 |
-20.9 |
-1.0% |
1,993.7 |
| Low |
1,977.6 |
1,947.2 |
-30.4 |
-1.5% |
1,916.8 |
| Close |
1,986.8 |
1,952.6 |
-34.2 |
-1.7% |
1,981.8 |
| Range |
30.6 |
40.1 |
9.5 |
31.0% |
76.9 |
| ATR |
45.1 |
44.7 |
-0.4 |
-0.8% |
0.0 |
| Volume |
3,984 |
2,766 |
-1,218 |
-30.6% |
13,318 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,082.7 |
2,057.7 |
1,974.7 |
|
| R3 |
2,042.6 |
2,017.6 |
1,963.6 |
|
| R2 |
2,002.5 |
2,002.5 |
1,960.0 |
|
| R1 |
1,977.5 |
1,977.5 |
1,956.3 |
1,970.0 |
| PP |
1,962.4 |
1,962.4 |
1,962.4 |
1,958.6 |
| S1 |
1,937.4 |
1,937.4 |
1,948.9 |
1,929.9 |
| S2 |
1,922.3 |
1,922.3 |
1,945.2 |
|
| S3 |
1,882.2 |
1,897.3 |
1,941.6 |
|
| S4 |
1,842.1 |
1,857.2 |
1,930.5 |
|
|
| 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 |
1,922.8 |
85.4 |
4.4% |
43.5 |
2.2% |
35% |
False |
False |
3,182 |
| 10 |
2,008.2 |
1,916.8 |
91.4 |
4.7% |
41.4 |
2.1% |
39% |
False |
False |
2,726 |
| 20 |
2,099.2 |
1,884.0 |
215.2 |
11.0% |
51.0 |
2.6% |
32% |
False |
False |
3,825 |
| 40 |
2,099.2 |
1,828.8 |
270.4 |
13.8% |
40.7 |
2.1% |
46% |
False |
False |
3,616 |
| 60 |
2,099.2 |
1,732.9 |
366.3 |
18.8% |
35.4 |
1.8% |
60% |
False |
False |
2,912 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.5% |
32.2 |
1.7% |
63% |
False |
False |
2,551 |
| 100 |
2,099.2 |
1,684.7 |
414.5 |
21.2% |
29.9 |
1.5% |
65% |
False |
False |
2,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.7 |
|
2.618 |
2,092.3 |
|
1.618 |
2,052.2 |
|
1.000 |
2,027.4 |
|
0.618 |
2,012.1 |
|
HIGH |
1,987.3 |
|
0.618 |
1,972.0 |
|
0.500 |
1,967.3 |
|
0.382 |
1,962.5 |
|
LOW |
1,947.2 |
|
0.618 |
1,922.4 |
|
1.000 |
1,907.1 |
|
1.618 |
1,882.3 |
|
2.618 |
1,842.2 |
|
4.250 |
1,776.8 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,967.3 |
1,977.7 |
| PP |
1,962.4 |
1,969.3 |
| S1 |
1,957.5 |
1,961.0 |
|