| 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 |
1,983.5 |
1,954.3 |
-29.2 |
-1.5% |
1,948.7 |
| High |
1,987.3 |
1,963.5 |
-23.8 |
-1.2% |
1,993.7 |
| Low |
1,947.2 |
1,935.3 |
-11.9 |
-0.6% |
1,916.8 |
| Close |
1,952.6 |
1,945.2 |
-7.4 |
-0.4% |
1,981.8 |
| Range |
40.1 |
28.2 |
-11.9 |
-29.7% |
76.9 |
| ATR |
44.7 |
43.5 |
-1.2 |
-2.6% |
0.0 |
| Volume |
2,766 |
2,385 |
-381 |
-13.8% |
13,318 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,032.6 |
2,017.1 |
1,960.7 |
|
| R3 |
2,004.4 |
1,988.9 |
1,953.0 |
|
| R2 |
1,976.2 |
1,976.2 |
1,950.4 |
|
| R1 |
1,960.7 |
1,960.7 |
1,947.8 |
1,954.4 |
| PP |
1,948.0 |
1,948.0 |
1,948.0 |
1,944.8 |
| S1 |
1,932.5 |
1,932.5 |
1,942.6 |
1,926.2 |
| S2 |
1,919.8 |
1,919.8 |
1,940.0 |
|
| S3 |
1,891.6 |
1,904.3 |
1,937.4 |
|
| S4 |
1,863.4 |
1,876.1 |
1,929.7 |
|
|
| 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 |
1,935.3 |
72.9 |
3.7% |
34.9 |
1.8% |
14% |
False |
True |
2,966 |
| 10 |
2,008.2 |
1,916.8 |
91.4 |
4.7% |
40.9 |
2.1% |
31% |
False |
False |
2,613 |
| 20 |
2,099.2 |
1,884.0 |
215.2 |
11.1% |
50.8 |
2.6% |
28% |
False |
False |
3,744 |
| 40 |
2,099.2 |
1,828.8 |
270.4 |
13.9% |
40.8 |
2.1% |
43% |
False |
False |
3,638 |
| 60 |
2,099.2 |
1,732.9 |
366.3 |
18.8% |
35.3 |
1.8% |
58% |
False |
False |
2,907 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.6% |
32.4 |
1.7% |
62% |
False |
False |
2,573 |
| 100 |
2,099.2 |
1,684.7 |
414.5 |
21.3% |
30.0 |
1.5% |
63% |
False |
False |
2,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.4 |
|
2.618 |
2,037.3 |
|
1.618 |
2,009.1 |
|
1.000 |
1,991.7 |
|
0.618 |
1,980.9 |
|
HIGH |
1,963.5 |
|
0.618 |
1,952.7 |
|
0.500 |
1,949.4 |
|
0.382 |
1,946.1 |
|
LOW |
1,935.3 |
|
0.618 |
1,917.9 |
|
1.000 |
1,907.1 |
|
1.618 |
1,889.7 |
|
2.618 |
1,861.5 |
|
4.250 |
1,815.5 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,949.4 |
1,971.8 |
| PP |
1,948.0 |
1,962.9 |
| S1 |
1,946.6 |
1,954.1 |
|