| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
12,194.43 |
12,417.45 |
223.02 |
1.8% |
11,703.34 |
| High |
12,300.44 |
12,439.48 |
139.04 |
1.1% |
12,047.99 |
| Low |
12,132.78 |
12,176.18 |
43.40 |
0.4% |
11,535.55 |
| Close |
12,292.86 |
12,420.54 |
127.68 |
1.0% |
11,995.85 |
| Range |
167.66 |
263.30 |
95.64 |
57.0% |
512.44 |
| ATR |
181.73 |
187.55 |
5.83 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,135.30 |
13,041.22 |
12,565.36 |
|
| R3 |
12,872.00 |
12,777.92 |
12,492.95 |
|
| R2 |
12,608.70 |
12,608.70 |
12,468.81 |
|
| R1 |
12,514.62 |
12,514.62 |
12,444.68 |
12,561.66 |
| PP |
12,345.40 |
12,345.40 |
12,345.40 |
12,368.92 |
| S1 |
12,251.32 |
12,251.32 |
12,396.40 |
12,298.36 |
| S2 |
12,082.10 |
12,082.10 |
12,372.27 |
|
| S3 |
11,818.80 |
11,988.02 |
12,348.13 |
|
| S4 |
11,555.50 |
11,724.72 |
12,275.73 |
|
|
| 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 |
12,439.48 |
11,842.84 |
596.64 |
4.8% |
178.58 |
1.4% |
97% |
True |
False |
|
| 10 |
12,439.48 |
11,268.46 |
1,171.02 |
9.4% |
178.21 |
1.4% |
98% |
True |
False |
|
| 20 |
12,439.48 |
10,855.06 |
1,584.42 |
12.8% |
173.67 |
1.4% |
99% |
True |
False |
|
| 40 |
12,439.48 |
10,313.94 |
2,125.54 |
17.1% |
188.75 |
1.5% |
99% |
True |
False |
|
| 60 |
12,439.48 |
9,489.58 |
2,949.90 |
23.8% |
192.44 |
1.5% |
99% |
True |
False |
|
| 80 |
12,439.48 |
8,860.77 |
3,578.71 |
28.8% |
186.52 |
1.5% |
99% |
True |
False |
|
| 100 |
12,439.48 |
8,359.84 |
4,079.64 |
32.8% |
182.70 |
1.5% |
100% |
True |
False |
|
| 120 |
12,439.48 |
6,771.91 |
5,667.57 |
45.6% |
207.54 |
1.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,558.51 |
|
2.618 |
13,128.80 |
|
1.618 |
12,865.50 |
|
1.000 |
12,702.78 |
|
0.618 |
12,602.20 |
|
HIGH |
12,439.48 |
|
0.618 |
12,338.90 |
|
0.500 |
12,307.83 |
|
0.382 |
12,276.76 |
|
LOW |
12,176.18 |
|
0.618 |
12,013.46 |
|
1.000 |
11,912.88 |
|
1.618 |
11,750.16 |
|
2.618 |
11,486.86 |
|
4.250 |
11,057.16 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,382.97 |
12,353.63 |
| PP |
12,345.40 |
12,286.71 |
| S1 |
12,307.83 |
12,219.80 |
|