| 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 |
3,497.75 |
3,483.75 |
-14.00 |
-0.4% |
3,388.50 |
| High |
3,514.00 |
3,520.50 |
6.50 |
0.2% |
3,498.75 |
| Low |
3,479.50 |
3,474.25 |
-5.25 |
-0.2% |
3,383.50 |
| Close |
3,488.50 |
3,516.50 |
28.00 |
0.8% |
3,494.00 |
| Range |
34.50 |
46.25 |
11.75 |
34.1% |
115.25 |
| ATR |
39.57 |
40.05 |
0.48 |
1.2% |
0.00 |
| Volume |
5,020 |
14,300 |
9,280 |
184.9% |
22,824 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,642.50 |
3,625.75 |
3,542.00 |
|
| R3 |
3,596.25 |
3,579.50 |
3,529.25 |
|
| R2 |
3,550.00 |
3,550.00 |
3,525.00 |
|
| R1 |
3,533.25 |
3,533.25 |
3,520.75 |
3,541.50 |
| PP |
3,503.75 |
3,503.75 |
3,503.75 |
3,508.00 |
| S1 |
3,487.00 |
3,487.00 |
3,512.25 |
3,495.50 |
| S2 |
3,457.50 |
3,457.50 |
3,508.00 |
|
| S3 |
3,411.25 |
3,440.75 |
3,503.75 |
|
| S4 |
3,365.00 |
3,394.50 |
3,491.00 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,804.50 |
3,764.50 |
3,557.50 |
|
| R3 |
3,689.25 |
3,649.25 |
3,525.75 |
|
| R2 |
3,574.00 |
3,574.00 |
3,515.25 |
|
| R1 |
3,534.00 |
3,534.00 |
3,504.50 |
3,554.00 |
| PP |
3,458.75 |
3,458.75 |
3,458.75 |
3,468.75 |
| S1 |
3,418.75 |
3,418.75 |
3,483.50 |
3,438.75 |
| S2 |
3,343.50 |
3,343.50 |
3,472.75 |
|
| S3 |
3,228.25 |
3,303.50 |
3,462.25 |
|
| S4 |
3,113.00 |
3,188.25 |
3,430.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,520.50 |
3,426.75 |
93.75 |
2.7% |
37.75 |
1.1% |
96% |
True |
False |
6,520 |
| 10 |
3,520.50 |
3,334.00 |
186.50 |
5.3% |
36.00 |
1.0% |
98% |
True |
False |
5,683 |
| 20 |
3,520.50 |
3,282.25 |
238.25 |
6.8% |
35.00 |
1.0% |
98% |
True |
False |
4,785 |
| 40 |
3,520.50 |
3,095.00 |
425.50 |
12.1% |
43.25 |
1.2% |
99% |
True |
False |
3,273 |
| 60 |
3,520.50 |
2,916.50 |
604.00 |
17.2% |
56.00 |
1.6% |
99% |
True |
False |
2,884 |
| 80 |
3,520.50 |
2,745.75 |
774.75 |
22.0% |
58.00 |
1.6% |
99% |
True |
False |
2,577 |
| 100 |
3,520.50 |
2,697.75 |
822.75 |
23.4% |
60.75 |
1.7% |
100% |
True |
False |
2,349 |
| 120 |
3,520.50 |
2,168.25 |
1,352.25 |
38.5% |
74.50 |
2.1% |
100% |
True |
False |
2,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,717.00 |
|
2.618 |
3,641.50 |
|
1.618 |
3,595.25 |
|
1.000 |
3,566.75 |
|
0.618 |
3,549.00 |
|
HIGH |
3,520.50 |
|
0.618 |
3,502.75 |
|
0.500 |
3,497.50 |
|
0.382 |
3,492.00 |
|
LOW |
3,474.25 |
|
0.618 |
3,445.75 |
|
1.000 |
3,428.00 |
|
1.618 |
3,399.50 |
|
2.618 |
3,353.25 |
|
4.250 |
3,277.75 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,510.00 |
3,509.50 |
| PP |
3,503.75 |
3,502.50 |
| S1 |
3,497.50 |
3,495.50 |
|