| 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 |
11,500.22 |
11,678.25 |
178.03 |
1.5% |
11,623.34 |
| High |
11,776.19 |
12,060.58 |
284.39 |
2.4% |
11,825.31 |
| Low |
11,435.05 |
11,554.71 |
119.66 |
1.0% |
11,126.87 |
| Close |
11,678.25 |
12,020.72 |
342.47 |
2.9% |
11,502.64 |
| Range |
341.14 |
505.87 |
164.73 |
48.3% |
698.44 |
| ATR |
435.96 |
440.95 |
4.99 |
1.1% |
0.00 |
| Volume |
21,052 |
35,830 |
14,778 |
70.2% |
134,504 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,396.28 |
13,214.37 |
12,298.95 |
|
| R3 |
12,890.41 |
12,708.50 |
12,159.83 |
|
| R2 |
12,384.54 |
12,384.54 |
12,113.46 |
|
| R1 |
12,202.63 |
12,202.63 |
12,067.09 |
12,293.59 |
| PP |
11,878.67 |
11,878.67 |
11,878.67 |
11,924.15 |
| S1 |
11,696.76 |
11,696.76 |
11,974.35 |
11,787.72 |
| S2 |
11,372.80 |
11,372.80 |
11,927.98 |
|
| S3 |
10,866.93 |
11,190.89 |
11,881.61 |
|
| S4 |
10,361.06 |
10,685.02 |
11,742.49 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,580.26 |
13,239.89 |
11,886.78 |
|
| R3 |
12,881.82 |
12,541.45 |
11,694.71 |
|
| R2 |
12,183.38 |
12,183.38 |
11,630.69 |
|
| R1 |
11,843.01 |
11,843.01 |
11,566.66 |
11,663.98 |
| PP |
11,484.94 |
11,484.94 |
11,484.94 |
11,395.42 |
| S1 |
11,144.57 |
11,144.57 |
11,438.62 |
10,965.54 |
| S2 |
10,786.50 |
10,786.50 |
11,374.59 |
|
| S3 |
10,088.06 |
10,446.13 |
11,310.57 |
|
| S4 |
9,389.62 |
9,747.69 |
11,118.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,060.58 |
11,133.49 |
927.09 |
7.7% |
375.86 |
3.1% |
96% |
True |
False |
27,878 |
| 10 |
12,097.92 |
11,126.87 |
971.05 |
8.1% |
394.55 |
3.3% |
92% |
False |
False |
28,930 |
| 20 |
12,476.88 |
11,109.49 |
1,367.39 |
11.4% |
460.50 |
3.8% |
67% |
False |
False |
37,639 |
| 40 |
12,476.88 |
9,037.31 |
3,439.57 |
28.6% |
423.15 |
3.5% |
87% |
False |
False |
39,484 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
30.2% |
387.55 |
3.2% |
87% |
False |
False |
37,795 |
| 80 |
12,476.88 |
8,647.02 |
3,829.86 |
31.9% |
412.35 |
3.4% |
88% |
False |
False |
41,998 |
| 100 |
12,476.88 |
6,485.16 |
5,991.72 |
49.8% |
441.58 |
3.7% |
92% |
False |
False |
48,677 |
| 120 |
12,476.88 |
5,029.03 |
7,447.85 |
62.0% |
459.77 |
3.8% |
94% |
False |
False |
52,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,210.53 |
|
2.618 |
13,384.95 |
|
1.618 |
12,879.08 |
|
1.000 |
12,566.45 |
|
0.618 |
12,373.21 |
|
HIGH |
12,060.58 |
|
0.618 |
11,867.34 |
|
0.500 |
11,807.65 |
|
0.382 |
11,747.95 |
|
LOW |
11,554.71 |
|
0.618 |
11,242.08 |
|
1.000 |
11,048.84 |
|
1.618 |
10,736.21 |
|
2.618 |
10,230.34 |
|
4.250 |
9,404.76 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,949.70 |
11,899.67 |
| PP |
11,878.67 |
11,778.63 |
| S1 |
11,807.65 |
11,657.58 |
|