| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,728.86 |
11,269.62 |
-459.24 |
-3.9% |
11,792.43 |
| High |
11,786.89 |
11,540.21 |
-246.68 |
-2.1% |
12,476.88 |
| Low |
11,126.87 |
11,258.31 |
131.44 |
1.2% |
11,614.56 |
| Close |
11,269.62 |
11,511.86 |
242.24 |
2.1% |
11,650.07 |
| Range |
660.02 |
281.90 |
-378.12 |
-57.3% |
862.32 |
| ATR |
467.89 |
454.61 |
-13.29 |
-2.8% |
0.00 |
| Volume |
35,710 |
22,838 |
-12,872 |
-36.0% |
231,598 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,282.49 |
12,179.08 |
11,666.91 |
|
| R3 |
12,000.59 |
11,897.18 |
11,589.38 |
|
| R2 |
11,718.69 |
11,718.69 |
11,563.54 |
|
| R1 |
11,615.28 |
11,615.28 |
11,537.70 |
11,666.99 |
| PP |
11,436.79 |
11,436.79 |
11,436.79 |
11,462.65 |
| S1 |
11,333.38 |
11,333.38 |
11,486.02 |
11,385.09 |
| S2 |
11,154.89 |
11,154.89 |
11,460.18 |
|
| S3 |
10,872.99 |
11,051.48 |
11,434.34 |
|
| S4 |
10,591.09 |
10,769.58 |
11,356.82 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,500.80 |
13,937.75 |
12,124.35 |
|
| R3 |
13,638.48 |
13,075.43 |
11,887.21 |
|
| R2 |
12,776.16 |
12,776.16 |
11,808.16 |
|
| R1 |
12,213.11 |
12,213.11 |
11,729.12 |
12,063.48 |
| PP |
11,913.84 |
11,913.84 |
11,913.84 |
11,839.02 |
| S1 |
11,350.79 |
11,350.79 |
11,571.02 |
11,201.16 |
| S2 |
11,051.52 |
11,051.52 |
11,491.98 |
|
| S3 |
10,189.20 |
10,488.47 |
11,412.93 |
|
| S4 |
9,326.88 |
9,626.15 |
11,175.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,891.88 |
11,126.87 |
765.01 |
6.6% |
373.49 |
3.2% |
50% |
False |
False |
25,856 |
| 10 |
12,476.88 |
11,126.87 |
1,350.01 |
11.7% |
428.44 |
3.7% |
29% |
False |
False |
37,344 |
| 20 |
12,476.88 |
10,661.65 |
1,815.23 |
15.8% |
518.66 |
4.5% |
47% |
False |
False |
39,892 |
| 40 |
12,476.88 |
8,934.94 |
3,541.94 |
30.8% |
407.84 |
3.5% |
73% |
False |
False |
38,947 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
31.5% |
382.86 |
3.3% |
73% |
False |
False |
37,864 |
| 80 |
12,476.88 |
8,201.24 |
4,275.64 |
37.1% |
436.36 |
3.8% |
77% |
False |
False |
46,292 |
| 100 |
12,476.88 |
6,485.16 |
5,991.72 |
52.0% |
442.05 |
3.8% |
84% |
False |
False |
49,556 |
| 120 |
12,476.88 |
3,925.27 |
8,551.61 |
74.3% |
501.07 |
4.4% |
89% |
False |
False |
62,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,738.29 |
|
2.618 |
12,278.22 |
|
1.618 |
11,996.32 |
|
1.000 |
11,822.11 |
|
0.618 |
11,714.42 |
|
HIGH |
11,540.21 |
|
0.618 |
11,432.52 |
|
0.500 |
11,399.26 |
|
0.382 |
11,366.00 |
|
LOW |
11,258.31 |
|
0.618 |
11,084.10 |
|
1.000 |
10,976.41 |
|
1.618 |
10,802.20 |
|
2.618 |
10,520.30 |
|
4.250 |
10,060.24 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,474.33 |
11,499.94 |
| PP |
11,436.79 |
11,488.01 |
| S1 |
11,399.26 |
11,476.09 |
|