| 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 |
3,444.75 |
3,410.00 |
-34.75 |
-1.0% |
3,497.75 |
| High |
3,473.50 |
3,436.50 |
-37.00 |
-1.1% |
3,576.25 |
| Low |
3,337.50 |
3,317.25 |
-20.25 |
-0.6% |
3,337.50 |
| Close |
3,407.25 |
3,325.00 |
-82.25 |
-2.4% |
3,407.25 |
| Range |
136.00 |
119.25 |
-16.75 |
-12.3% |
238.75 |
| ATR |
56.17 |
60.68 |
4.51 |
8.0% |
0.00 |
| Volume |
47,711 |
98,009 |
50,298 |
105.4% |
119,608 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,717.25 |
3,640.50 |
3,390.50 |
|
| R3 |
3,598.00 |
3,521.25 |
3,357.75 |
|
| R2 |
3,478.75 |
3,478.75 |
3,346.75 |
|
| R1 |
3,402.00 |
3,402.00 |
3,336.00 |
3,380.75 |
| PP |
3,359.50 |
3,359.50 |
3,359.50 |
3,349.00 |
| S1 |
3,282.75 |
3,282.75 |
3,314.00 |
3,261.50 |
| S2 |
3,240.25 |
3,240.25 |
3,303.25 |
|
| S3 |
3,121.00 |
3,163.50 |
3,292.25 |
|
| S4 |
3,001.75 |
3,044.25 |
3,259.50 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,156.50 |
4,020.75 |
3,538.50 |
|
| R3 |
3,917.75 |
3,782.00 |
3,473.00 |
|
| R2 |
3,679.00 |
3,679.00 |
3,451.00 |
|
| R1 |
3,543.25 |
3,543.25 |
3,429.25 |
3,491.75 |
| PP |
3,440.25 |
3,440.25 |
3,440.25 |
3,414.50 |
| S1 |
3,304.50 |
3,304.50 |
3,385.25 |
3,253.00 |
| S2 |
3,201.50 |
3,201.50 |
3,363.50 |
|
| S3 |
2,962.75 |
3,065.75 |
3,341.50 |
|
| S4 |
2,724.00 |
2,827.00 |
3,276.00 |
|
|
| 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 |
3,317.25 |
259.00 |
7.8% |
104.50 |
3.1% |
3% |
False |
True |
42,519 |
| 10 |
3,576.25 |
3,317.25 |
259.00 |
7.8% |
69.00 |
2.1% |
3% |
False |
True |
23,671 |
| 20 |
3,576.25 |
3,309.50 |
266.75 |
8.0% |
52.50 |
1.6% |
6% |
False |
False |
13,859 |
| 40 |
3,576.25 |
3,108.50 |
467.75 |
14.1% |
48.75 |
1.5% |
46% |
False |
False |
8,110 |
| 60 |
3,576.25 |
2,916.50 |
659.75 |
19.8% |
57.50 |
1.7% |
62% |
False |
False |
6,088 |
| 80 |
3,576.25 |
2,797.25 |
779.00 |
23.4% |
59.75 |
1.8% |
68% |
False |
False |
4,794 |
| 100 |
3,576.25 |
2,707.25 |
869.00 |
26.1% |
62.00 |
1.9% |
71% |
False |
False |
4,295 |
| 120 |
3,576.25 |
2,168.25 |
1,408.00 |
42.3% |
73.00 |
2.2% |
82% |
False |
False |
3,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,943.25 |
|
2.618 |
3,748.75 |
|
1.618 |
3,629.50 |
|
1.000 |
3,555.75 |
|
0.618 |
3,510.25 |
|
HIGH |
3,436.50 |
|
0.618 |
3,391.00 |
|
0.500 |
3,377.00 |
|
0.382 |
3,362.75 |
|
LOW |
3,317.25 |
|
0.618 |
3,243.50 |
|
1.000 |
3,198.00 |
|
1.618 |
3,124.25 |
|
2.618 |
3,005.00 |
|
4.250 |
2,810.50 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,377.00 |
3,446.75 |
| PP |
3,359.50 |
3,406.25 |
| S1 |
3,342.25 |
3,365.50 |
|