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 |
3,479.50 |
3,488.00 |
8.50 |
0.2% |
3,398.75 |
High |
3,498.25 |
3,509.50 |
11.25 |
0.3% |
3,509.50 |
Low |
3,464.75 |
3,480.75 |
16.00 |
0.5% |
3,393.50 |
Close |
3,485.25 |
3,504.50 |
19.25 |
0.6% |
3,504.50 |
Range |
33.50 |
28.75 |
-4.75 |
-14.2% |
116.00 |
ATR |
41.36 |
40.46 |
-0.90 |
-2.2% |
0.00 |
Volume |
1,633,581 |
1,248,430 |
-385,151 |
-23.6% |
6,576,337 |
|
Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,584.50 |
3,573.25 |
3,520.25 |
|
R3 |
3,555.75 |
3,544.50 |
3,512.50 |
|
R2 |
3,527.00 |
3,527.00 |
3,509.75 |
|
R1 |
3,515.75 |
3,515.75 |
3,507.25 |
3,521.50 |
PP |
3,498.25 |
3,498.25 |
3,498.25 |
3,501.00 |
S1 |
3,487.00 |
3,487.00 |
3,501.75 |
3,492.50 |
S2 |
3,469.50 |
3,469.50 |
3,499.25 |
|
S3 |
3,440.75 |
3,458.25 |
3,496.50 |
|
S4 |
3,412.00 |
3,429.50 |
3,488.75 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,817.25 |
3,776.75 |
3,568.25 |
|
R3 |
3,701.25 |
3,660.75 |
3,536.50 |
|
R2 |
3,585.25 |
3,585.25 |
3,525.75 |
|
R1 |
3,544.75 |
3,544.75 |
3,515.25 |
3,565.00 |
PP |
3,469.25 |
3,469.25 |
3,469.25 |
3,479.25 |
S1 |
3,428.75 |
3,428.75 |
3,493.75 |
3,449.00 |
S2 |
3,353.25 |
3,353.25 |
3,483.25 |
|
S3 |
3,237.25 |
3,312.75 |
3,472.50 |
|
S4 |
3,121.25 |
3,196.75 |
3,440.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,509.50 |
3,393.50 |
116.00 |
3.3% |
34.50 |
1.0% |
96% |
True |
False |
1,315,267 |
10 |
3,509.50 |
3,344.75 |
164.75 |
4.7% |
32.75 |
0.9% |
97% |
True |
False |
1,214,839 |
20 |
3,509.50 |
3,254.75 |
254.75 |
7.3% |
35.00 |
1.0% |
98% |
True |
False |
1,262,848 |
40 |
3,509.50 |
3,105.25 |
404.25 |
11.5% |
44.75 |
1.3% |
99% |
True |
False |
1,443,277 |
60 |
3,509.50 |
2,923.75 |
585.75 |
16.7% |
57.75 |
1.6% |
99% |
True |
False |
1,482,483 |
80 |
3,509.50 |
2,751.50 |
758.00 |
21.6% |
59.50 |
1.7% |
99% |
True |
False |
1,113,954 |
100 |
3,509.50 |
2,616.25 |
893.25 |
25.5% |
64.00 |
1.8% |
99% |
True |
False |
891,750 |
120 |
3,509.50 |
2,165.50 |
1,344.00 |
38.4% |
84.75 |
2.4% |
100% |
True |
False |
744,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,631.75 |
2.618 |
3,584.75 |
1.618 |
3,556.00 |
1.000 |
3,538.25 |
0.618 |
3,527.25 |
HIGH |
3,509.50 |
0.618 |
3,498.50 |
0.500 |
3,495.00 |
0.382 |
3,491.75 |
LOW |
3,480.75 |
0.618 |
3,463.00 |
1.000 |
3,452.00 |
1.618 |
3,434.25 |
2.618 |
3,405.50 |
4.250 |
3,358.50 |
|
|
Fisher Pivots for day following 28-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,501.50 |
3,494.00 |
PP |
3,498.25 |
3,483.50 |
S1 |
3,495.00 |
3,473.00 |
|