| 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 |
1,938.0 |
1,938.0 |
0.0 |
0.0% |
1,973.9 |
| High |
1,956.6 |
1,948.3 |
-8.3 |
-0.4% |
2,001.2 |
| Low |
1,921.6 |
1,911.7 |
-9.9 |
-0.5% |
1,921.6 |
| Close |
1,934.3 |
1,943.2 |
8.9 |
0.5% |
1,934.3 |
| Range |
35.0 |
36.6 |
1.6 |
4.6% |
79.6 |
| ATR |
43.9 |
43.4 |
-0.5 |
-1.2% |
0.0 |
| Volume |
304,742 |
416,013 |
111,271 |
36.5% |
1,490,361 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,044.2 |
2,030.3 |
1,963.3 |
|
| R3 |
2,007.6 |
1,993.7 |
1,953.3 |
|
| R2 |
1,971.0 |
1,971.0 |
1,949.9 |
|
| R1 |
1,957.1 |
1,957.1 |
1,946.6 |
1,964.1 |
| PP |
1,934.4 |
1,934.4 |
1,934.4 |
1,937.9 |
| S1 |
1,920.5 |
1,920.5 |
1,939.8 |
1,927.5 |
| S2 |
1,897.8 |
1,897.8 |
1,936.5 |
|
| S3 |
1,861.2 |
1,883.9 |
1,933.1 |
|
| S4 |
1,824.6 |
1,847.3 |
1,923.1 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.2 |
2,142.3 |
1,978.1 |
|
| R3 |
2,111.6 |
2,062.7 |
1,956.2 |
|
| R2 |
2,032.0 |
2,032.0 |
1,948.9 |
|
| R1 |
1,983.1 |
1,983.1 |
1,941.6 |
1,967.8 |
| PP |
1,952.4 |
1,952.4 |
1,952.4 |
1,944.7 |
| S1 |
1,903.5 |
1,903.5 |
1,927.0 |
1,888.2 |
| S2 |
1,872.8 |
1,872.8 |
1,919.7 |
|
| S3 |
1,793.2 |
1,823.9 |
1,912.4 |
|
| S4 |
1,713.6 |
1,744.3 |
1,890.5 |
|
|
| 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 |
1,911.7 |
89.5 |
4.6% |
34.9 |
1.8% |
35% |
False |
True |
332,253 |
| 10 |
2,001.2 |
1,908.4 |
92.8 |
4.8% |
40.5 |
2.1% |
38% |
False |
False |
332,396 |
| 20 |
2,040.5 |
1,874.2 |
166.3 |
8.6% |
50.5 |
2.6% |
41% |
False |
False |
352,966 |
| 40 |
2,089.2 |
1,819.3 |
269.9 |
13.9% |
43.0 |
2.2% |
46% |
False |
False |
255,428 |
| 60 |
2,089.2 |
1,724.6 |
364.6 |
18.8% |
37.0 |
1.9% |
60% |
False |
False |
175,410 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.5% |
35.1 |
1.8% |
63% |
False |
False |
133,014 |
| 100 |
2,089.2 |
1,670.3 |
418.9 |
21.6% |
34.6 |
1.8% |
65% |
False |
False |
107,296 |
| 120 |
2,089.2 |
1,468.0 |
621.2 |
32.0% |
37.7 |
1.9% |
76% |
False |
False |
90,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,103.9 |
|
2.618 |
2,044.1 |
|
1.618 |
2,007.5 |
|
1.000 |
1,984.9 |
|
0.618 |
1,970.9 |
|
HIGH |
1,948.3 |
|
0.618 |
1,934.3 |
|
0.500 |
1,930.0 |
|
0.382 |
1,925.7 |
|
LOW |
1,911.7 |
|
0.618 |
1,889.1 |
|
1.000 |
1,875.1 |
|
1.618 |
1,852.5 |
|
2.618 |
1,815.9 |
|
4.250 |
1,756.2 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,938.8 |
1,940.2 |
| PP |
1,934.4 |
1,937.2 |
| S1 |
1,930.0 |
1,934.2 |
|