| 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 |
11,987.50 |
12,102.00 |
114.50 |
1.0% |
11,569.50 |
| High |
12,149.75 |
12,315.50 |
165.75 |
1.4% |
12,029.75 |
| Low |
11,976.25 |
12,079.25 |
103.00 |
0.9% |
11,512.75 |
| Close |
12,099.50 |
12,298.00 |
198.50 |
1.6% |
11,976.25 |
| Range |
173.50 |
236.25 |
62.75 |
36.2% |
517.00 |
| ATR |
203.57 |
205.90 |
2.33 |
1.1% |
0.00 |
| Volume |
2,094 |
2,638 |
544 |
26.0% |
7,007 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,939.75 |
12,855.00 |
12,428.00 |
|
| R3 |
12,703.50 |
12,618.75 |
12,363.00 |
|
| R2 |
12,467.25 |
12,467.25 |
12,341.25 |
|
| R1 |
12,382.50 |
12,382.50 |
12,319.75 |
12,425.00 |
| PP |
12,231.00 |
12,231.00 |
12,231.00 |
12,252.00 |
| S1 |
12,146.25 |
12,146.25 |
12,276.25 |
12,188.50 |
| S2 |
11,994.75 |
11,994.75 |
12,254.75 |
|
| S3 |
11,758.50 |
11,910.00 |
12,233.00 |
|
| S4 |
11,522.25 |
11,673.75 |
12,168.00 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,390.50 |
13,200.50 |
12,260.50 |
|
| R3 |
12,873.50 |
12,683.50 |
12,118.50 |
|
| R2 |
12,356.50 |
12,356.50 |
12,071.00 |
|
| R1 |
12,166.50 |
12,166.50 |
12,023.75 |
12,261.50 |
| PP |
11,839.50 |
11,839.50 |
11,839.50 |
11,887.00 |
| S1 |
11,649.50 |
11,649.50 |
11,928.75 |
11,744.50 |
| S2 |
11,322.50 |
11,322.50 |
11,881.50 |
|
| S3 |
10,805.50 |
11,132.50 |
11,834.00 |
|
| S4 |
10,288.50 |
10,615.50 |
11,692.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,315.50 |
11,711.25 |
604.25 |
4.9% |
197.75 |
1.6% |
97% |
True |
False |
1,767 |
| 10 |
12,315.50 |
11,206.25 |
1,109.25 |
9.0% |
192.00 |
1.6% |
98% |
True |
False |
1,466 |
| 20 |
12,315.50 |
10,830.25 |
1,485.25 |
12.1% |
194.75 |
1.6% |
99% |
True |
False |
976 |
| 40 |
12,315.50 |
10,288.00 |
2,027.50 |
16.5% |
226.50 |
1.8% |
99% |
True |
False |
821 |
| 60 |
12,315.50 |
9,390.50 |
2,925.00 |
23.8% |
235.00 |
1.9% |
99% |
True |
False |
647 |
| 80 |
12,315.50 |
8,829.25 |
3,486.25 |
28.3% |
219.25 |
1.8% |
99% |
True |
False |
486 |
| 100 |
12,315.50 |
8,088.50 |
4,227.00 |
34.4% |
214.00 |
1.7% |
100% |
True |
False |
389 |
| 120 |
12,315.50 |
6,626.75 |
5,688.75 |
46.3% |
236.50 |
1.9% |
100% |
True |
False |
325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,319.50 |
|
2.618 |
12,934.00 |
|
1.618 |
12,697.75 |
|
1.000 |
12,551.75 |
|
0.618 |
12,461.50 |
|
HIGH |
12,315.50 |
|
0.618 |
12,225.25 |
|
0.500 |
12,197.50 |
|
0.382 |
12,169.50 |
|
LOW |
12,079.25 |
|
0.618 |
11,933.25 |
|
1.000 |
11,843.00 |
|
1.618 |
11,697.00 |
|
2.618 |
11,460.75 |
|
4.250 |
11,075.25 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,264.50 |
12,235.50 |
| PP |
12,231.00 |
12,173.25 |
| S1 |
12,197.50 |
12,110.75 |
|