| 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 |
1,940.4 |
1,946.8 |
6.4 |
0.3% |
1,980.2 |
| High |
1,961.7 |
1,955.4 |
-6.3 |
-0.3% |
2,008.2 |
| Low |
1,930.0 |
1,919.3 |
-10.7 |
-0.6% |
1,930.0 |
| Close |
1,941.7 |
1,950.9 |
9.2 |
0.5% |
1,941.7 |
| Range |
31.7 |
36.1 |
4.4 |
13.9% |
78.2 |
| ATR |
42.7 |
42.2 |
-0.5 |
-1.1% |
0.0 |
| Volume |
2,010 |
3,942 |
1,932 |
96.1% |
13,348 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.2 |
2,036.6 |
1,970.8 |
|
| R3 |
2,014.1 |
2,000.5 |
1,960.8 |
|
| R2 |
1,978.0 |
1,978.0 |
1,957.5 |
|
| R1 |
1,964.4 |
1,964.4 |
1,954.2 |
1,971.2 |
| PP |
1,941.9 |
1,941.9 |
1,941.9 |
1,945.3 |
| S1 |
1,928.3 |
1,928.3 |
1,947.6 |
1,935.1 |
| S2 |
1,905.8 |
1,905.8 |
1,944.3 |
|
| S3 |
1,869.7 |
1,892.2 |
1,941.0 |
|
| S4 |
1,833.6 |
1,856.1 |
1,931.0 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.6 |
2,146.3 |
1,984.7 |
|
| R3 |
2,116.4 |
2,068.1 |
1,963.2 |
|
| R2 |
2,038.2 |
2,038.2 |
1,956.0 |
|
| R1 |
1,989.9 |
1,989.9 |
1,948.9 |
1,975.0 |
| PP |
1,960.0 |
1,960.0 |
1,960.0 |
1,952.5 |
| S1 |
1,911.7 |
1,911.7 |
1,934.5 |
1,896.8 |
| S2 |
1,881.8 |
1,881.8 |
1,927.4 |
|
| S3 |
1,803.6 |
1,833.5 |
1,920.2 |
|
| S4 |
1,725.4 |
1,755.3 |
1,898.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,008.2 |
1,919.3 |
88.9 |
4.6% |
33.3 |
1.7% |
36% |
False |
True |
3,017 |
| 10 |
2,008.2 |
1,916.8 |
91.4 |
4.7% |
39.2 |
2.0% |
37% |
False |
False |
2,828 |
| 20 |
2,050.4 |
1,884.0 |
166.4 |
8.5% |
49.6 |
2.5% |
40% |
False |
False |
3,539 |
| 40 |
2,099.2 |
1,828.8 |
270.4 |
13.9% |
41.7 |
2.1% |
45% |
False |
False |
3,673 |
| 60 |
2,099.2 |
1,732.9 |
366.3 |
18.8% |
35.6 |
1.8% |
60% |
False |
False |
2,940 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.5% |
32.8 |
1.7% |
63% |
False |
False |
2,639 |
| 100 |
2,099.2 |
1,684.7 |
414.5 |
21.2% |
30.5 |
1.6% |
64% |
False |
False |
2,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,108.8 |
|
2.618 |
2,049.9 |
|
1.618 |
2,013.8 |
|
1.000 |
1,991.5 |
|
0.618 |
1,977.7 |
|
HIGH |
1,955.4 |
|
0.618 |
1,941.6 |
|
0.500 |
1,937.4 |
|
0.382 |
1,933.1 |
|
LOW |
1,919.3 |
|
0.618 |
1,897.0 |
|
1.000 |
1,883.2 |
|
1.618 |
1,860.9 |
|
2.618 |
1,824.8 |
|
4.250 |
1,765.9 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,946.4 |
1,947.7 |
| PP |
1,941.9 |
1,944.6 |
| S1 |
1,937.4 |
1,941.4 |
|