| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,454.75 |
3,420.50 |
-34.25 |
-1.0% |
3,508.50 |
| High |
3,484.25 |
3,447.00 |
-37.25 |
-1.1% |
3,587.00 |
| Low |
3,347.75 |
3,327.50 |
-20.25 |
-0.6% |
3,347.75 |
| Close |
3,417.50 |
3,335.50 |
-82.00 |
-2.4% |
3,417.50 |
| Range |
136.50 |
119.50 |
-17.00 |
-12.5% |
239.25 |
| ATR |
56.61 |
61.11 |
4.49 |
7.9% |
0.00 |
| Volume |
2,994,363 |
2,732,946 |
-261,417 |
-8.7% |
10,443,000 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,728.50 |
3,651.50 |
3,401.25 |
|
| R3 |
3,609.00 |
3,532.00 |
3,368.25 |
|
| R2 |
3,489.50 |
3,489.50 |
3,357.50 |
|
| R1 |
3,412.50 |
3,412.50 |
3,346.50 |
3,391.25 |
| PP |
3,370.00 |
3,370.00 |
3,370.00 |
3,359.50 |
| S1 |
3,293.00 |
3,293.00 |
3,324.50 |
3,271.75 |
| S2 |
3,250.50 |
3,250.50 |
3,313.50 |
|
| S3 |
3,131.00 |
3,173.50 |
3,302.75 |
|
| S4 |
3,011.50 |
3,054.00 |
3,269.75 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,168.50 |
4,032.25 |
3,549.00 |
|
| R3 |
3,929.25 |
3,793.00 |
3,483.25 |
|
| R2 |
3,690.00 |
3,690.00 |
3,461.25 |
|
| R1 |
3,553.75 |
3,553.75 |
3,439.50 |
3,502.25 |
| PP |
3,450.75 |
3,450.75 |
3,450.75 |
3,425.00 |
| S1 |
3,314.50 |
3,314.50 |
3,395.50 |
3,263.00 |
| S2 |
3,211.50 |
3,211.50 |
3,373.75 |
|
| S3 |
2,972.25 |
3,075.25 |
3,351.75 |
|
| S4 |
2,733.00 |
2,836.00 |
3,286.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,587.00 |
3,327.50 |
259.50 |
7.8% |
105.00 |
3.1% |
3% |
False |
True |
2,347,269 |
| 10 |
3,587.00 |
3,327.50 |
259.50 |
7.8% |
69.50 |
2.1% |
3% |
False |
True |
1,846,933 |
| 20 |
3,587.00 |
3,319.50 |
267.50 |
8.0% |
52.75 |
1.6% |
6% |
False |
False |
1,537,831 |
| 40 |
3,587.00 |
3,119.00 |
468.00 |
14.0% |
49.25 |
1.5% |
46% |
False |
False |
1,530,532 |
| 60 |
3,587.00 |
2,923.75 |
663.25 |
19.9% |
58.00 |
1.7% |
62% |
False |
False |
1,636,621 |
| 80 |
3,587.00 |
2,801.00 |
786.00 |
23.6% |
60.75 |
1.8% |
68% |
False |
False |
1,278,379 |
| 100 |
3,587.00 |
2,711.00 |
876.00 |
26.3% |
63.50 |
1.9% |
71% |
False |
False |
1,023,290 |
| 120 |
3,587.00 |
2,165.50 |
1,421.50 |
42.6% |
76.50 |
2.3% |
82% |
False |
False |
854,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,955.00 |
|
2.618 |
3,759.75 |
|
1.618 |
3,640.25 |
|
1.000 |
3,566.50 |
|
0.618 |
3,520.75 |
|
HIGH |
3,447.00 |
|
0.618 |
3,401.25 |
|
0.500 |
3,387.25 |
|
0.382 |
3,373.25 |
|
LOW |
3,327.50 |
|
0.618 |
3,253.75 |
|
1.000 |
3,208.00 |
|
1.618 |
3,134.25 |
|
2.618 |
3,014.75 |
|
4.250 |
2,819.50 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,387.25 |
3,457.00 |
| PP |
3,370.00 |
3,416.50 |
| S1 |
3,352.75 |
3,376.00 |
|