| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3,518.75 |
3,569.00 |
50.25 |
1.4% |
3,388.50 |
| High |
3,576.00 |
3,576.25 |
0.25 |
0.0% |
3,498.75 |
| Low |
3,516.50 |
3,414.50 |
-102.00 |
-2.9% |
3,383.50 |
| Close |
3,568.75 |
3,451.25 |
-117.50 |
-3.3% |
3,494.00 |
| Range |
59.50 |
161.75 |
102.25 |
171.8% |
115.25 |
| ATR |
41.44 |
50.03 |
8.59 |
20.7% |
0.00 |
| Volume |
18,811 |
33,766 |
14,955 |
79.5% |
22,824 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,966.00 |
3,870.25 |
3,540.25 |
|
| R3 |
3,804.25 |
3,708.50 |
3,495.75 |
|
| R2 |
3,642.50 |
3,642.50 |
3,481.00 |
|
| R1 |
3,546.75 |
3,546.75 |
3,466.00 |
3,513.75 |
| PP |
3,480.75 |
3,480.75 |
3,480.75 |
3,464.00 |
| S1 |
3,385.00 |
3,385.00 |
3,436.50 |
3,352.00 |
| S2 |
3,319.00 |
3,319.00 |
3,421.50 |
|
| S3 |
3,157.25 |
3,223.25 |
3,406.75 |
|
| S4 |
2,995.50 |
3,061.50 |
3,362.25 |
|
|
| 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 |
3,576.25 |
3,414.50 |
161.75 |
4.7% |
66.00 |
1.9% |
23% |
True |
True |
15,119 |
| 10 |
3,576.25 |
3,346.25 |
230.00 |
6.7% |
51.00 |
1.5% |
46% |
True |
False |
9,763 |
| 20 |
3,576.25 |
3,309.50 |
266.75 |
7.7% |
42.25 |
1.2% |
53% |
True |
False |
6,895 |
| 40 |
3,576.25 |
3,101.25 |
475.00 |
13.8% |
46.25 |
1.3% |
74% |
True |
False |
4,541 |
| 60 |
3,576.25 |
2,916.50 |
659.75 |
19.1% |
58.25 |
1.7% |
81% |
True |
False |
3,689 |
| 80 |
3,576.25 |
2,745.75 |
830.50 |
24.1% |
58.75 |
1.7% |
85% |
True |
False |
3,228 |
| 100 |
3,576.25 |
2,707.25 |
869.00 |
25.2% |
61.25 |
1.8% |
86% |
True |
False |
2,867 |
| 120 |
3,576.25 |
2,168.25 |
1,408.00 |
40.8% |
73.00 |
2.1% |
91% |
True |
False |
2,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,263.75 |
|
2.618 |
3,999.75 |
|
1.618 |
3,838.00 |
|
1.000 |
3,738.00 |
|
0.618 |
3,676.25 |
|
HIGH |
3,576.25 |
|
0.618 |
3,514.50 |
|
0.500 |
3,495.50 |
|
0.382 |
3,476.25 |
|
LOW |
3,414.50 |
|
0.618 |
3,314.50 |
|
1.000 |
3,252.75 |
|
1.618 |
3,152.75 |
|
2.618 |
2,991.00 |
|
4.250 |
2,727.00 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,495.50 |
3,495.50 |
| PP |
3,480.75 |
3,480.75 |
| S1 |
3,466.00 |
3,466.00 |
|