| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,269.62 |
11,511.86 |
242.24 |
2.1% |
11,792.43 |
| High |
11,540.21 |
11,589.42 |
49.21 |
0.4% |
12,476.88 |
| Low |
11,258.31 |
11,133.49 |
-124.82 |
-1.1% |
11,614.56 |
| Close |
11,511.86 |
11,263.41 |
-248.45 |
-2.2% |
11,650.07 |
| Range |
281.90 |
455.93 |
174.03 |
61.7% |
862.32 |
| ATR |
454.61 |
454.70 |
0.09 |
0.0% |
0.00 |
| Volume |
22,838 |
34,782 |
11,944 |
52.3% |
231,598 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,696.56 |
12,435.92 |
11,514.17 |
|
| R3 |
12,240.63 |
11,979.99 |
11,388.79 |
|
| R2 |
11,784.70 |
11,784.70 |
11,347.00 |
|
| R1 |
11,524.06 |
11,524.06 |
11,305.20 |
11,426.42 |
| PP |
11,328.77 |
11,328.77 |
11,328.77 |
11,279.95 |
| S1 |
11,068.13 |
11,068.13 |
11,221.62 |
10,970.49 |
| S2 |
10,872.84 |
10,872.84 |
11,179.82 |
|
| S3 |
10,416.91 |
10,612.20 |
11,138.03 |
|
| S4 |
9,960.98 |
10,156.27 |
11,012.65 |
|
|
| 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 |
11,884.41 |
11,126.87 |
757.54 |
6.7% |
422.53 |
3.8% |
18% |
False |
False |
28,178 |
| 10 |
12,476.88 |
11,126.87 |
1,350.01 |
12.0% |
436.22 |
3.9% |
10% |
False |
False |
37,801 |
| 20 |
12,476.88 |
10,661.65 |
1,815.23 |
16.1% |
517.40 |
4.6% |
33% |
False |
False |
39,678 |
| 40 |
12,476.88 |
8,934.94 |
3,541.94 |
31.4% |
411.43 |
3.7% |
66% |
False |
False |
39,091 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
32.2% |
383.70 |
3.4% |
67% |
False |
False |
37,818 |
| 80 |
12,476.88 |
8,201.24 |
4,275.64 |
38.0% |
430.79 |
3.8% |
72% |
False |
False |
44,756 |
| 100 |
12,476.88 |
6,485.16 |
5,991.72 |
53.2% |
443.90 |
3.9% |
80% |
False |
False |
49,488 |
| 120 |
12,476.88 |
3,925.27 |
8,551.61 |
75.9% |
485.02 |
4.3% |
86% |
False |
False |
59,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,527.12 |
|
2.618 |
12,783.04 |
|
1.618 |
12,327.11 |
|
1.000 |
12,045.35 |
|
0.618 |
11,871.18 |
|
HIGH |
11,589.42 |
|
0.618 |
11,415.25 |
|
0.500 |
11,361.46 |
|
0.382 |
11,307.66 |
|
LOW |
11,133.49 |
|
0.618 |
10,851.73 |
|
1.000 |
10,677.56 |
|
1.618 |
10,395.80 |
|
2.618 |
9,939.87 |
|
4.250 |
9,195.79 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,361.46 |
11,456.88 |
| PP |
11,328.77 |
11,392.39 |
| S1 |
11,296.09 |
11,327.90 |
|