| 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 |
1,973.7 |
1,976.8 |
3.1 |
0.2% |
1,947.9 |
| High |
2,001.2 |
1,980.4 |
-20.8 |
-1.0% |
1,987.0 |
| Low |
1,969.2 |
1,938.9 |
-30.3 |
-1.5% |
1,908.4 |
| Close |
1,978.9 |
1,944.7 |
-34.2 |
-1.7% |
1,974.9 |
| Range |
32.0 |
41.5 |
9.5 |
29.7% |
78.6 |
| ATR |
46.1 |
45.8 |
-0.3 |
-0.7% |
0.0 |
| Volume |
304,894 |
332,591 |
27,697 |
9.1% |
1,703,850 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,079.2 |
2,053.4 |
1,967.5 |
|
| R3 |
2,037.7 |
2,011.9 |
1,956.1 |
|
| R2 |
1,996.2 |
1,996.2 |
1,952.3 |
|
| R1 |
1,970.4 |
1,970.4 |
1,948.5 |
1,962.6 |
| PP |
1,954.7 |
1,954.7 |
1,954.7 |
1,950.7 |
| S1 |
1,928.9 |
1,928.9 |
1,940.9 |
1,921.1 |
| S2 |
1,913.2 |
1,913.2 |
1,937.1 |
|
| S3 |
1,871.7 |
1,887.4 |
1,933.3 |
|
| S4 |
1,830.2 |
1,845.9 |
1,921.9 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.6 |
2,162.3 |
2,018.1 |
|
| R3 |
2,114.0 |
2,083.7 |
1,996.5 |
|
| R2 |
2,035.4 |
2,035.4 |
1,989.3 |
|
| R1 |
2,005.1 |
2,005.1 |
1,982.1 |
2,020.3 |
| PP |
1,956.8 |
1,956.8 |
1,956.8 |
1,964.3 |
| S1 |
1,926.5 |
1,926.5 |
1,967.7 |
1,941.7 |
| S2 |
1,878.2 |
1,878.2 |
1,960.5 |
|
| S3 |
1,799.6 |
1,847.9 |
1,953.3 |
|
| S4 |
1,721.0 |
1,769.3 |
1,931.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,001.2 |
1,914.7 |
86.5 |
4.4% |
44.8 |
2.3% |
35% |
False |
False |
336,772 |
| 10 |
2,001.2 |
1,908.4 |
92.8 |
4.8% |
42.4 |
2.2% |
39% |
False |
False |
332,484 |
| 20 |
2,089.2 |
1,874.2 |
215.0 |
11.1% |
52.0 |
2.7% |
33% |
False |
False |
349,886 |
| 40 |
2,089.2 |
1,819.3 |
269.9 |
13.9% |
42.0 |
2.2% |
46% |
False |
False |
232,957 |
| 60 |
2,089.2 |
1,724.6 |
364.6 |
18.7% |
36.7 |
1.9% |
60% |
False |
False |
158,653 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.5% |
34.8 |
1.8% |
64% |
False |
False |
120,417 |
| 100 |
2,089.2 |
1,670.3 |
418.9 |
21.5% |
34.7 |
1.8% |
66% |
False |
False |
97,206 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
32.4% |
39.1 |
2.0% |
77% |
False |
False |
81,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,156.8 |
|
2.618 |
2,089.0 |
|
1.618 |
2,047.5 |
|
1.000 |
2,021.9 |
|
0.618 |
2,006.0 |
|
HIGH |
1,980.4 |
|
0.618 |
1,964.5 |
|
0.500 |
1,959.7 |
|
0.382 |
1,954.8 |
|
LOW |
1,938.9 |
|
0.618 |
1,913.3 |
|
1.000 |
1,897.4 |
|
1.618 |
1,871.8 |
|
2.618 |
1,830.3 |
|
4.250 |
1,762.5 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,959.7 |
1,970.1 |
| PP |
1,954.7 |
1,961.6 |
| S1 |
1,949.7 |
1,953.2 |
|