| 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 |
1,991.8 |
1,963.4 |
-28.4 |
-1.4% |
1,958.7 |
| High |
1,991.8 |
1,966.8 |
-25.0 |
-1.3% |
1,998.0 |
| Low |
1,951.6 |
1,940.0 |
-11.6 |
-0.6% |
1,922.4 |
| Close |
1,957.7 |
1,950.0 |
-7.7 |
-0.4% |
1,986.1 |
| Range |
40.2 |
26.8 |
-13.4 |
-33.3% |
75.6 |
| ATR |
43.0 |
41.9 |
-1.2 |
-2.7% |
0.0 |
| Volume |
2,265 |
1,032 |
-1,233 |
-54.4% |
6,396 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,032.7 |
2,018.1 |
1,964.7 |
|
| R3 |
2,005.9 |
1,991.3 |
1,957.4 |
|
| R2 |
1,979.1 |
1,979.1 |
1,954.9 |
|
| R1 |
1,964.5 |
1,964.5 |
1,952.5 |
1,958.4 |
| PP |
1,952.3 |
1,952.3 |
1,952.3 |
1,949.2 |
| S1 |
1,937.7 |
1,937.7 |
1,947.5 |
1,931.6 |
| S2 |
1,925.5 |
1,925.5 |
1,945.1 |
|
| S3 |
1,898.7 |
1,910.9 |
1,942.6 |
|
| S4 |
1,871.9 |
1,884.1 |
1,935.3 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.6 |
2,166.5 |
2,027.7 |
|
| R3 |
2,120.0 |
2,090.9 |
2,006.9 |
|
| R2 |
2,044.4 |
2,044.4 |
2,000.0 |
|
| R1 |
2,015.3 |
2,015.3 |
1,993.0 |
2,029.9 |
| PP |
1,968.8 |
1,968.8 |
1,968.8 |
1,976.1 |
| S1 |
1,939.7 |
1,939.7 |
1,979.2 |
1,954.3 |
| S2 |
1,893.2 |
1,893.2 |
1,972.2 |
|
| S3 |
1,817.6 |
1,864.1 |
1,965.3 |
|
| S4 |
1,742.0 |
1,788.5 |
1,944.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,011.6 |
1,940.0 |
71.6 |
3.7% |
32.9 |
1.7% |
14% |
False |
True |
1,491 |
| 10 |
2,011.6 |
1,922.4 |
89.2 |
4.6% |
39.3 |
2.0% |
31% |
False |
False |
1,275 |
| 20 |
2,107.6 |
1,891.2 |
216.4 |
11.1% |
49.7 |
2.5% |
27% |
False |
False |
1,874 |
| 40 |
2,107.6 |
1,838.8 |
268.8 |
13.8% |
38.8 |
2.0% |
41% |
False |
False |
1,553 |
| 60 |
2,107.6 |
1,755.5 |
352.1 |
18.1% |
30.1 |
1.5% |
55% |
False |
False |
1,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,080.7 |
|
2.618 |
2,037.0 |
|
1.618 |
2,010.2 |
|
1.000 |
1,993.6 |
|
0.618 |
1,983.4 |
|
HIGH |
1,966.8 |
|
0.618 |
1,956.6 |
|
0.500 |
1,953.4 |
|
0.382 |
1,950.2 |
|
LOW |
1,940.0 |
|
0.618 |
1,923.4 |
|
1.000 |
1,913.2 |
|
1.618 |
1,896.6 |
|
2.618 |
1,869.8 |
|
4.250 |
1,826.1 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,953.4 |
1,975.8 |
| PP |
1,952.3 |
1,967.2 |
| S1 |
1,951.1 |
1,958.6 |
|