| 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 |
11,732.75 |
11,518.00 |
-214.75 |
-1.8% |
11,987.50 |
| High |
11,829.50 |
11,571.00 |
-258.50 |
-2.2% |
12,448.75 |
| Low |
11,130.25 |
11,028.25 |
-102.00 |
-0.9% |
11,130.25 |
| Close |
11,536.00 |
11,047.75 |
-488.25 |
-4.2% |
11,536.00 |
| Range |
699.25 |
542.75 |
-156.50 |
-22.4% |
1,318.50 |
| ATR |
284.15 |
302.62 |
18.47 |
6.5% |
0.00 |
| Volume |
11,459 |
21,220 |
9,761 |
85.2% |
25,592 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,844.00 |
12,488.50 |
11,346.25 |
|
| R3 |
12,301.25 |
11,945.75 |
11,197.00 |
|
| R2 |
11,758.50 |
11,758.50 |
11,147.25 |
|
| R1 |
11,403.00 |
11,403.00 |
11,097.50 |
11,309.50 |
| PP |
11,215.75 |
11,215.75 |
11,215.75 |
11,168.75 |
| S1 |
10,860.25 |
10,860.25 |
10,998.00 |
10,766.50 |
| S2 |
10,673.00 |
10,673.00 |
10,948.25 |
|
| S3 |
10,130.25 |
10,317.50 |
10,898.50 |
|
| S4 |
9,587.50 |
9,774.75 |
10,749.25 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,660.50 |
14,916.75 |
12,261.25 |
|
| R3 |
14,342.00 |
13,598.25 |
11,898.50 |
|
| R2 |
13,023.50 |
13,023.50 |
11,777.75 |
|
| R1 |
12,279.75 |
12,279.75 |
11,656.75 |
11,992.50 |
| PP |
11,705.00 |
11,705.00 |
11,705.00 |
11,561.25 |
| S1 |
10,961.25 |
10,961.25 |
11,415.25 |
10,674.00 |
| S2 |
10,386.50 |
10,386.50 |
11,294.25 |
|
| S3 |
9,068.00 |
9,642.75 |
11,173.50 |
|
| S4 |
7,749.50 |
8,324.25 |
10,810.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,448.75 |
11,028.25 |
1,420.50 |
12.9% |
509.00 |
4.6% |
1% |
False |
True |
8,943 |
| 10 |
12,448.75 |
11,028.25 |
1,420.50 |
12.9% |
346.25 |
3.1% |
1% |
False |
True |
5,216 |
| 20 |
12,448.75 |
10,830.25 |
1,618.50 |
14.7% |
272.00 |
2.5% |
13% |
False |
False |
2,994 |
| 40 |
12,448.75 |
10,288.00 |
2,160.75 |
19.6% |
257.00 |
2.3% |
35% |
False |
False |
1,818 |
| 60 |
12,448.75 |
9,390.50 |
3,058.25 |
27.7% |
253.25 |
2.3% |
54% |
False |
False |
1,337 |
| 80 |
12,448.75 |
8,919.00 |
3,529.75 |
31.9% |
236.00 |
2.1% |
60% |
False |
False |
1,012 |
| 100 |
12,448.75 |
8,348.50 |
4,100.25 |
37.1% |
228.00 |
2.1% |
66% |
False |
False |
810 |
| 120 |
12,448.75 |
6,626.75 |
5,822.00 |
52.7% |
240.75 |
2.2% |
76% |
False |
False |
675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,877.75 |
|
2.618 |
12,992.00 |
|
1.618 |
12,449.25 |
|
1.000 |
12,113.75 |
|
0.618 |
11,906.50 |
|
HIGH |
11,571.00 |
|
0.618 |
11,363.75 |
|
0.500 |
11,299.50 |
|
0.382 |
11,235.50 |
|
LOW |
11,028.25 |
|
0.618 |
10,692.75 |
|
1.000 |
10,485.50 |
|
1.618 |
10,150.00 |
|
2.618 |
9,607.25 |
|
4.250 |
8,721.50 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,299.50 |
11,726.00 |
| PP |
11,215.75 |
11,499.75 |
| S1 |
11,131.75 |
11,273.75 |
|