| 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 |
3,427.00 |
3,444.75 |
17.75 |
0.5% |
3,366.00 |
| High |
3,448.75 |
3,483.50 |
34.75 |
1.0% |
3,396.25 |
| Low |
3,421.75 |
3,436.75 |
15.00 |
0.4% |
3,344.75 |
| Close |
3,443.00 |
3,480.25 |
37.25 |
1.1% |
3,392.50 |
| Range |
27.00 |
46.75 |
19.75 |
73.1% |
51.50 |
| ATR |
41.59 |
41.96 |
0.37 |
0.9% |
0.00 |
| Volume |
1,133,837 |
1,277,539 |
143,702 |
12.7% |
5,572,060 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,607.00 |
3,590.50 |
3,506.00 |
|
| R3 |
3,560.25 |
3,543.75 |
3,493.00 |
|
| R2 |
3,513.50 |
3,513.50 |
3,488.75 |
|
| R1 |
3,497.00 |
3,497.00 |
3,484.50 |
3,505.25 |
| PP |
3,466.75 |
3,466.75 |
3,466.75 |
3,471.00 |
| S1 |
3,450.25 |
3,450.25 |
3,476.00 |
3,458.50 |
| S2 |
3,420.00 |
3,420.00 |
3,471.75 |
|
| S3 |
3,373.25 |
3,403.50 |
3,467.50 |
|
| S4 |
3,326.50 |
3,356.75 |
3,454.50 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,532.25 |
3,514.00 |
3,420.75 |
|
| R3 |
3,480.75 |
3,462.50 |
3,406.75 |
|
| R2 |
3,429.25 |
3,429.25 |
3,402.00 |
|
| R1 |
3,411.00 |
3,411.00 |
3,397.25 |
3,420.00 |
| PP |
3,377.75 |
3,377.75 |
3,377.75 |
3,382.50 |
| S1 |
3,359.50 |
3,359.50 |
3,387.75 |
3,368.50 |
| S2 |
3,326.25 |
3,326.25 |
3,383.00 |
|
| S3 |
3,274.75 |
3,308.00 |
3,378.25 |
|
| S4 |
3,223.25 |
3,256.50 |
3,364.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,483.50 |
3,344.75 |
138.75 |
4.0% |
38.25 |
1.1% |
98% |
True |
False |
1,223,822 |
| 10 |
3,483.50 |
3,344.75 |
138.75 |
4.0% |
32.00 |
0.9% |
98% |
True |
False |
1,155,691 |
| 20 |
3,483.50 |
3,195.00 |
288.50 |
8.3% |
38.50 |
1.1% |
99% |
True |
False |
1,332,923 |
| 40 |
3,483.50 |
3,062.75 |
420.75 |
12.1% |
46.25 |
1.3% |
99% |
True |
False |
1,448,472 |
| 60 |
3,483.50 |
2,923.75 |
559.75 |
16.1% |
58.25 |
1.7% |
99% |
True |
False |
1,435,375 |
| 80 |
3,483.50 |
2,751.50 |
732.00 |
21.0% |
60.25 |
1.7% |
100% |
True |
False |
1,077,994 |
| 100 |
3,483.50 |
2,482.50 |
1,001.00 |
28.8% |
66.50 |
1.9% |
100% |
True |
False |
863,110 |
| 120 |
3,483.50 |
2,165.50 |
1,318.00 |
37.9% |
87.50 |
2.5% |
100% |
True |
False |
720,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,682.25 |
|
2.618 |
3,606.00 |
|
1.618 |
3,559.25 |
|
1.000 |
3,530.25 |
|
0.618 |
3,512.50 |
|
HIGH |
3,483.50 |
|
0.618 |
3,465.75 |
|
0.500 |
3,460.00 |
|
0.382 |
3,454.50 |
|
LOW |
3,436.75 |
|
0.618 |
3,407.75 |
|
1.000 |
3,390.00 |
|
1.618 |
3,361.00 |
|
2.618 |
3,314.25 |
|
4.250 |
3,238.00 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,473.50 |
3,466.25 |
| PP |
3,466.75 |
3,452.50 |
| S1 |
3,460.00 |
3,438.50 |
|