| 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 |
11,636.00 |
11,739.50 |
103.50 |
0.9% |
11,145.00 |
| High |
11,742.25 |
12,001.50 |
259.25 |
2.2% |
11,573.50 |
| Low |
11,574.75 |
11,726.75 |
152.00 |
1.3% |
11,142.25 |
| Close |
11,726.25 |
11,991.25 |
265.00 |
2.3% |
11,562.00 |
| Range |
167.50 |
274.75 |
107.25 |
64.0% |
431.25 |
| ATR |
214.01 |
218.38 |
4.37 |
2.0% |
0.00 |
| Volume |
495,891 |
578,801 |
82,910 |
16.7% |
1,799,475 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,730.75 |
12,635.75 |
12,142.25 |
|
| R3 |
12,456.00 |
12,361.00 |
12,066.75 |
|
| R2 |
12,181.25 |
12,181.25 |
12,041.50 |
|
| R1 |
12,086.25 |
12,086.25 |
12,016.50 |
12,133.75 |
| PP |
11,906.50 |
11,906.50 |
11,906.50 |
11,930.25 |
| S1 |
11,811.50 |
11,811.50 |
11,966.00 |
11,859.00 |
| S2 |
11,631.75 |
11,631.75 |
11,941.00 |
|
| S3 |
11,357.00 |
11,536.75 |
11,915.75 |
|
| S4 |
11,082.25 |
11,262.00 |
11,840.25 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,719.75 |
12,572.00 |
11,799.25 |
|
| R3 |
12,288.50 |
12,140.75 |
11,680.50 |
|
| R2 |
11,857.25 |
11,857.25 |
11,641.00 |
|
| R1 |
11,709.50 |
11,709.50 |
11,601.50 |
11,783.50 |
| PP |
11,426.00 |
11,426.00 |
11,426.00 |
11,462.75 |
| S1 |
11,278.25 |
11,278.25 |
11,522.50 |
11,352.00 |
| S2 |
10,994.75 |
10,994.75 |
11,483.00 |
|
| S3 |
10,563.50 |
10,847.00 |
11,443.50 |
|
| S4 |
10,132.25 |
10,415.75 |
11,324.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,001.50 |
11,221.50 |
780.00 |
6.5% |
215.50 |
1.8% |
99% |
True |
False |
501,411 |
| 10 |
12,001.50 |
11,094.25 |
907.25 |
7.6% |
183.50 |
1.5% |
99% |
True |
False |
430,344 |
| 20 |
12,001.50 |
10,502.75 |
1,498.75 |
12.5% |
209.50 |
1.7% |
99% |
True |
False |
451,250 |
| 40 |
12,001.50 |
10,076.00 |
1,925.50 |
16.1% |
235.00 |
2.0% |
99% |
True |
False |
499,157 |
| 60 |
12,001.50 |
9,368.25 |
2,633.25 |
22.0% |
240.00 |
2.0% |
100% |
True |
False |
438,023 |
| 80 |
12,001.50 |
8,790.50 |
3,211.00 |
26.8% |
233.50 |
1.9% |
100% |
True |
False |
328,667 |
| 100 |
12,001.50 |
7,613.50 |
4,388.00 |
36.6% |
243.75 |
2.0% |
100% |
True |
False |
263,015 |
| 120 |
12,001.50 |
6,626.00 |
5,375.50 |
44.8% |
289.75 |
2.4% |
100% |
True |
False |
219,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,169.25 |
|
2.618 |
12,720.75 |
|
1.618 |
12,446.00 |
|
1.000 |
12,276.25 |
|
0.618 |
12,171.25 |
|
HIGH |
12,001.50 |
|
0.618 |
11,896.50 |
|
0.500 |
11,864.00 |
|
0.382 |
11,831.75 |
|
LOW |
11,726.75 |
|
0.618 |
11,557.00 |
|
1.000 |
11,452.00 |
|
1.618 |
11,282.25 |
|
2.618 |
11,007.50 |
|
4.250 |
10,559.00 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,949.00 |
11,915.75 |
| PP |
11,906.50 |
11,840.25 |
| S1 |
11,864.00 |
11,765.00 |
|