| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
12,202.87 |
11,710.99 |
-491.88 |
-4.0% |
12,017.46 |
| High |
12,235.00 |
11,846.18 |
-388.82 |
-3.2% |
12,439.48 |
| Low |
11,662.11 |
11,145.99 |
-516.12 |
-4.4% |
11,145.99 |
| Close |
11,771.37 |
11,622.13 |
-149.24 |
-1.3% |
11,622.13 |
| Range |
572.89 |
700.19 |
127.30 |
22.2% |
1,293.49 |
| ATR |
228.33 |
262.04 |
33.70 |
14.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,638.67 |
13,330.59 |
12,007.23 |
|
| R3 |
12,938.48 |
12,630.40 |
11,814.68 |
|
| R2 |
12,238.29 |
12,238.29 |
11,750.50 |
|
| R1 |
11,930.21 |
11,930.21 |
11,686.31 |
11,734.16 |
| PP |
11,538.10 |
11,538.10 |
11,538.10 |
11,440.07 |
| S1 |
11,230.02 |
11,230.02 |
11,557.95 |
11,033.97 |
| S2 |
10,837.91 |
10,837.91 |
11,493.76 |
|
| S3 |
10,137.72 |
10,529.83 |
11,429.58 |
|
| S4 |
9,437.53 |
9,829.64 |
11,237.03 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,616.34 |
14,912.72 |
12,333.55 |
|
| R3 |
14,322.85 |
13,619.23 |
11,977.84 |
|
| R2 |
13,029.36 |
13,029.36 |
11,859.27 |
|
| R1 |
12,325.74 |
12,325.74 |
11,740.70 |
12,030.81 |
| PP |
11,735.87 |
11,735.87 |
11,735.87 |
11,588.40 |
| S1 |
11,032.25 |
11,032.25 |
11,503.56 |
10,737.32 |
| S2 |
10,442.38 |
10,442.38 |
11,384.99 |
|
| S3 |
9,148.89 |
9,738.76 |
11,266.42 |
|
| S4 |
7,855.40 |
8,445.27 |
10,910.71 |
|
|
| 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 |
11,145.99 |
1,293.49 |
11.1% |
374.28 |
3.2% |
37% |
False |
True |
|
| 10 |
12,439.48 |
11,145.99 |
1,293.49 |
11.1% |
271.32 |
2.3% |
37% |
False |
True |
|
| 20 |
12,439.48 |
10,855.06 |
1,584.42 |
13.6% |
216.15 |
1.9% |
48% |
False |
False |
|
| 40 |
12,439.48 |
10,313.94 |
2,125.54 |
18.3% |
210.22 |
1.8% |
62% |
False |
False |
|
| 60 |
12,439.48 |
9,489.58 |
2,949.90 |
25.4% |
204.91 |
1.8% |
72% |
False |
False |
|
| 80 |
12,439.48 |
8,860.77 |
3,578.71 |
30.8% |
195.37 |
1.7% |
77% |
False |
False |
|
| 100 |
12,439.48 |
8,359.84 |
4,079.64 |
35.1% |
191.40 |
1.6% |
80% |
False |
False |
|
| 120 |
12,439.48 |
6,771.91 |
5,667.57 |
48.8% |
208.48 |
1.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,821.99 |
|
2.618 |
13,679.28 |
|
1.618 |
12,979.09 |
|
1.000 |
12,546.37 |
|
0.618 |
12,278.90 |
|
HIGH |
11,846.18 |
|
0.618 |
11,578.71 |
|
0.500 |
11,496.09 |
|
0.382 |
11,413.46 |
|
LOW |
11,145.99 |
|
0.618 |
10,713.27 |
|
1.000 |
10,445.80 |
|
1.618 |
10,013.08 |
|
2.618 |
9,312.89 |
|
4.250 |
8,170.18 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,580.12 |
11,792.74 |
| PP |
11,538.10 |
11,735.87 |
| S1 |
11,496.09 |
11,679.00 |
|