| 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 |
3,483.75 |
3,518.75 |
35.00 |
1.0% |
3,388.50 |
| High |
3,520.50 |
3,576.00 |
55.50 |
1.6% |
3,498.75 |
| Low |
3,474.25 |
3,516.50 |
42.25 |
1.2% |
3,383.50 |
| Close |
3,516.50 |
3,568.75 |
52.25 |
1.5% |
3,494.00 |
| Range |
46.25 |
59.50 |
13.25 |
28.6% |
115.25 |
| ATR |
40.05 |
41.44 |
1.39 |
3.5% |
0.00 |
| Volume |
14,300 |
18,811 |
4,511 |
31.5% |
22,824 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,732.25 |
3,710.00 |
3,601.50 |
|
| R3 |
3,672.75 |
3,650.50 |
3,585.00 |
|
| R2 |
3,613.25 |
3,613.25 |
3,579.75 |
|
| R1 |
3,591.00 |
3,591.00 |
3,574.25 |
3,602.00 |
| PP |
3,553.75 |
3,553.75 |
3,553.75 |
3,559.25 |
| S1 |
3,531.50 |
3,531.50 |
3,563.25 |
3,542.50 |
| S2 |
3,494.25 |
3,494.25 |
3,557.75 |
|
| S3 |
3,434.75 |
3,472.00 |
3,552.50 |
|
| S4 |
3,375.25 |
3,412.50 |
3,536.00 |
|
|
| 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 |
3,576.00 |
3,454.50 |
121.50 |
3.4% |
40.25 |
1.1% |
94% |
True |
False |
9,453 |
| 10 |
3,576.00 |
3,334.00 |
242.00 |
6.8% |
39.25 |
1.1% |
97% |
True |
False |
6,790 |
| 20 |
3,576.00 |
3,290.75 |
285.25 |
8.0% |
36.50 |
1.0% |
97% |
True |
False |
5,428 |
| 40 |
3,576.00 |
3,095.00 |
481.00 |
13.5% |
43.75 |
1.2% |
98% |
True |
False |
3,722 |
| 60 |
3,576.00 |
2,916.50 |
659.50 |
18.5% |
56.25 |
1.6% |
99% |
True |
False |
3,161 |
| 80 |
3,576.00 |
2,745.75 |
830.25 |
23.3% |
58.00 |
1.6% |
99% |
True |
False |
2,812 |
| 100 |
3,576.00 |
2,707.25 |
868.75 |
24.3% |
60.50 |
1.7% |
99% |
True |
False |
2,529 |
| 120 |
3,576.00 |
2,168.25 |
1,407.75 |
39.4% |
72.50 |
2.0% |
99% |
True |
False |
2,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,829.00 |
|
2.618 |
3,731.75 |
|
1.618 |
3,672.25 |
|
1.000 |
3,635.50 |
|
0.618 |
3,612.75 |
|
HIGH |
3,576.00 |
|
0.618 |
3,553.25 |
|
0.500 |
3,546.25 |
|
0.382 |
3,539.25 |
|
LOW |
3,516.50 |
|
0.618 |
3,479.75 |
|
1.000 |
3,457.00 |
|
1.618 |
3,420.25 |
|
2.618 |
3,360.75 |
|
4.250 |
3,263.50 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,561.25 |
3,554.25 |
| PP |
3,553.75 |
3,539.75 |
| S1 |
3,546.25 |
3,525.00 |
|