| 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 |
12,017.46 |
12,194.43 |
176.97 |
1.5% |
11,703.34 |
| High |
12,167.46 |
12,300.44 |
132.98 |
1.1% |
12,047.99 |
| Low |
12,000.11 |
12,132.78 |
132.67 |
1.1% |
11,535.55 |
| Close |
12,110.70 |
12,292.86 |
182.16 |
1.5% |
11,995.85 |
| Range |
167.35 |
167.66 |
0.31 |
0.2% |
512.44 |
| ATR |
181.11 |
181.73 |
0.62 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,745.01 |
12,686.59 |
12,385.07 |
|
| R3 |
12,577.35 |
12,518.93 |
12,338.97 |
|
| R2 |
12,409.69 |
12,409.69 |
12,323.60 |
|
| R1 |
12,351.27 |
12,351.27 |
12,308.23 |
12,380.48 |
| PP |
12,242.03 |
12,242.03 |
12,242.03 |
12,256.63 |
| S1 |
12,183.61 |
12,183.61 |
12,277.49 |
12,212.82 |
| S2 |
12,074.37 |
12,074.37 |
12,262.12 |
|
| S3 |
11,906.71 |
12,015.95 |
12,246.75 |
|
| S4 |
11,739.05 |
11,848.29 |
12,200.65 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,397.12 |
13,208.92 |
12,277.69 |
|
| R3 |
12,884.68 |
12,696.48 |
12,136.77 |
|
| R2 |
12,372.24 |
12,372.24 |
12,089.80 |
|
| R1 |
12,184.04 |
12,184.04 |
12,042.82 |
12,278.14 |
| PP |
11,859.80 |
11,859.80 |
11,859.80 |
11,906.85 |
| S1 |
11,671.60 |
11,671.60 |
11,948.88 |
11,765.70 |
| S2 |
11,347.36 |
11,347.36 |
11,901.90 |
|
| S3 |
10,834.92 |
11,159.16 |
11,854.93 |
|
| S4 |
10,322.48 |
10,646.72 |
11,714.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,300.44 |
11,768.00 |
532.44 |
4.3% |
168.25 |
1.4% |
99% |
True |
False |
|
| 10 |
12,300.44 |
11,268.46 |
1,031.98 |
8.4% |
165.57 |
1.3% |
99% |
True |
False |
|
| 20 |
12,300.44 |
10,855.06 |
1,445.38 |
11.8% |
163.71 |
1.3% |
99% |
True |
False |
|
| 40 |
12,300.44 |
10,313.94 |
1,986.50 |
16.2% |
185.68 |
1.5% |
100% |
True |
False |
|
| 60 |
12,300.44 |
9,489.58 |
2,810.86 |
22.9% |
190.52 |
1.5% |
100% |
True |
False |
|
| 80 |
12,300.44 |
8,860.77 |
3,439.67 |
28.0% |
185.62 |
1.5% |
100% |
True |
False |
|
| 100 |
12,300.44 |
8,158.58 |
4,141.86 |
33.7% |
181.87 |
1.5% |
100% |
True |
False |
|
| 120 |
12,300.44 |
6,771.91 |
5,528.53 |
45.0% |
211.15 |
1.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,013.00 |
|
2.618 |
12,739.37 |
|
1.618 |
12,571.71 |
|
1.000 |
12,468.10 |
|
0.618 |
12,404.05 |
|
HIGH |
12,300.44 |
|
0.618 |
12,236.39 |
|
0.500 |
12,216.61 |
|
0.382 |
12,196.83 |
|
LOW |
12,132.78 |
|
0.618 |
12,029.17 |
|
1.000 |
11,965.12 |
|
1.618 |
11,861.51 |
|
2.618 |
11,693.85 |
|
4.250 |
11,420.23 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,267.44 |
12,233.43 |
| PP |
12,242.03 |
12,174.00 |
| S1 |
12,216.61 |
12,114.57 |
|