| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,511.86 |
11,263.41 |
-248.45 |
-2.2% |
11,623.34 |
| High |
11,589.42 |
11,549.05 |
-40.37 |
-0.3% |
11,825.31 |
| Low |
11,133.49 |
11,254.58 |
121.09 |
1.1% |
11,126.87 |
| Close |
11,263.41 |
11,502.64 |
239.23 |
2.1% |
11,502.64 |
| Range |
455.93 |
294.47 |
-161.46 |
-35.4% |
698.44 |
| ATR |
454.70 |
443.26 |
-11.45 |
-2.5% |
0.00 |
| Volume |
34,782 |
24,892 |
-9,890 |
-28.4% |
134,504 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,318.83 |
12,205.21 |
11,664.60 |
|
| R3 |
12,024.36 |
11,910.74 |
11,583.62 |
|
| R2 |
11,729.89 |
11,729.89 |
11,556.63 |
|
| R1 |
11,616.27 |
11,616.27 |
11,529.63 |
11,673.08 |
| PP |
11,435.42 |
11,435.42 |
11,435.42 |
11,463.83 |
| S1 |
11,321.80 |
11,321.80 |
11,475.65 |
11,378.61 |
| S2 |
11,140.95 |
11,140.95 |
11,448.65 |
|
| S3 |
10,846.48 |
11,027.33 |
11,421.66 |
|
| S4 |
10,552.01 |
10,732.86 |
11,340.68 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,580.26 |
13,239.89 |
11,886.78 |
|
| R3 |
12,881.82 |
12,541.45 |
11,694.71 |
|
| R2 |
12,183.38 |
12,183.38 |
11,630.69 |
|
| R1 |
11,843.01 |
11,843.01 |
11,566.66 |
11,663.98 |
| PP |
11,484.94 |
11,484.94 |
11,484.94 |
11,395.42 |
| S1 |
11,144.57 |
11,144.57 |
11,438.62 |
10,965.54 |
| S2 |
10,786.50 |
10,786.50 |
11,374.59 |
|
| S3 |
10,088.06 |
10,446.13 |
11,310.57 |
|
| S4 |
9,389.62 |
9,747.69 |
11,118.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,825.31 |
11,126.87 |
698.44 |
6.1% |
427.45 |
3.7% |
54% |
False |
False |
26,900 |
| 10 |
12,476.88 |
11,126.87 |
1,350.01 |
11.7% |
443.06 |
3.9% |
28% |
False |
False |
36,610 |
| 20 |
12,476.88 |
10,661.65 |
1,815.23 |
15.8% |
508.47 |
4.4% |
46% |
False |
False |
38,773 |
| 40 |
12,476.88 |
8,934.94 |
3,541.94 |
30.8% |
416.62 |
3.6% |
72% |
False |
False |
39,299 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
31.5% |
384.69 |
3.3% |
73% |
False |
False |
37,702 |
| 80 |
12,476.88 |
8,201.24 |
4,275.64 |
37.2% |
430.45 |
3.7% |
77% |
False |
False |
43,563 |
| 100 |
12,476.88 |
6,485.16 |
5,991.72 |
52.1% |
441.23 |
3.8% |
84% |
False |
False |
49,121 |
| 120 |
12,476.88 |
4,452.60 |
8,024.28 |
69.8% |
470.47 |
4.1% |
88% |
False |
False |
55,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,800.55 |
|
2.618 |
12,319.97 |
|
1.618 |
12,025.50 |
|
1.000 |
11,843.52 |
|
0.618 |
11,731.03 |
|
HIGH |
11,549.05 |
|
0.618 |
11,436.56 |
|
0.500 |
11,401.82 |
|
0.382 |
11,367.07 |
|
LOW |
11,254.58 |
|
0.618 |
11,072.60 |
|
1.000 |
10,960.11 |
|
1.618 |
10,778.13 |
|
2.618 |
10,483.66 |
|
4.250 |
10,003.08 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,469.03 |
11,455.58 |
| PP |
11,435.42 |
11,408.52 |
| S1 |
11,401.82 |
11,361.46 |
|