| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,488.00 |
3,508.50 |
20.50 |
0.6% |
3,398.75 |
| High |
3,509.50 |
3,524.50 |
15.00 |
0.4% |
3,509.50 |
| Low |
3,480.75 |
3,490.00 |
9.25 |
0.3% |
3,393.50 |
| Close |
3,504.50 |
3,499.00 |
-5.50 |
-0.2% |
3,504.50 |
| Range |
28.75 |
34.50 |
5.75 |
20.0% |
116.00 |
| ATR |
40.46 |
40.03 |
-0.43 |
-1.1% |
0.00 |
| Volume |
1,248,430 |
1,439,600 |
191,170 |
15.3% |
6,576,337 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,608.00 |
3,588.00 |
3,518.00 |
|
| R3 |
3,573.50 |
3,553.50 |
3,508.50 |
|
| R2 |
3,539.00 |
3,539.00 |
3,505.25 |
|
| R1 |
3,519.00 |
3,519.00 |
3,502.25 |
3,511.75 |
| PP |
3,504.50 |
3,504.50 |
3,504.50 |
3,501.00 |
| S1 |
3,484.50 |
3,484.50 |
3,495.75 |
3,477.25 |
| S2 |
3,470.00 |
3,470.00 |
3,492.75 |
|
| S3 |
3,435.50 |
3,450.00 |
3,489.50 |
|
| S4 |
3,401.00 |
3,415.50 |
3,480.00 |
|
|
| 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 |
3,524.50 |
3,421.75 |
102.75 |
2.9% |
34.00 |
1.0% |
75% |
True |
False |
1,346,597 |
| 10 |
3,524.50 |
3,344.75 |
179.75 |
5.1% |
34.50 |
1.0% |
86% |
True |
False |
1,282,869 |
| 20 |
3,524.50 |
3,271.00 |
253.50 |
7.2% |
34.50 |
1.0% |
90% |
True |
False |
1,272,306 |
| 40 |
3,524.50 |
3,105.25 |
419.25 |
12.0% |
44.00 |
1.3% |
94% |
True |
False |
1,442,779 |
| 60 |
3,524.50 |
2,923.75 |
600.75 |
17.2% |
56.75 |
1.6% |
96% |
True |
False |
1,505,532 |
| 80 |
3,524.50 |
2,751.50 |
773.00 |
22.1% |
59.00 |
1.7% |
97% |
True |
False |
1,131,910 |
| 100 |
3,524.50 |
2,695.75 |
828.75 |
23.7% |
63.00 |
1.8% |
97% |
True |
False |
906,094 |
| 120 |
3,524.50 |
2,165.50 |
1,359.00 |
38.8% |
83.50 |
2.4% |
98% |
True |
False |
756,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,671.00 |
|
2.618 |
3,614.75 |
|
1.618 |
3,580.25 |
|
1.000 |
3,559.00 |
|
0.618 |
3,545.75 |
|
HIGH |
3,524.50 |
|
0.618 |
3,511.25 |
|
0.500 |
3,507.25 |
|
0.382 |
3,503.25 |
|
LOW |
3,490.00 |
|
0.618 |
3,468.75 |
|
1.000 |
3,455.50 |
|
1.618 |
3,434.25 |
|
2.618 |
3,399.75 |
|
4.250 |
3,343.50 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,507.25 |
3,497.50 |
| PP |
3,504.50 |
3,496.00 |
| S1 |
3,501.75 |
3,494.50 |
|