| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,739.50 |
11,984.50 |
245.00 |
2.1% |
11,145.00 |
| High |
12,001.50 |
12,046.00 |
44.50 |
0.4% |
11,573.50 |
| Low |
11,726.75 |
11,834.75 |
108.00 |
0.9% |
11,142.25 |
| Close |
11,991.25 |
11,952.75 |
-38.50 |
-0.3% |
11,562.00 |
| Range |
274.75 |
211.25 |
-63.50 |
-23.1% |
431.25 |
| ATR |
218.38 |
217.87 |
-0.51 |
-0.2% |
0.00 |
| Volume |
578,801 |
709,346 |
130,545 |
22.6% |
1,799,475 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,578.25 |
12,476.75 |
12,069.00 |
|
| R3 |
12,367.00 |
12,265.50 |
12,010.75 |
|
| R2 |
12,155.75 |
12,155.75 |
11,991.50 |
|
| R1 |
12,054.25 |
12,054.25 |
11,972.00 |
11,999.50 |
| PP |
11,944.50 |
11,944.50 |
11,944.50 |
11,917.00 |
| S1 |
11,843.00 |
11,843.00 |
11,933.50 |
11,788.00 |
| S2 |
11,733.25 |
11,733.25 |
11,914.00 |
|
| S3 |
11,522.00 |
11,631.75 |
11,894.75 |
|
| S4 |
11,310.75 |
11,420.50 |
11,836.50 |
|
|
| 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 |
12,046.00 |
11,407.00 |
639.00 |
5.3% |
202.75 |
1.7% |
85% |
True |
False |
563,053 |
| 10 |
12,046.00 |
11,096.00 |
950.00 |
7.9% |
187.50 |
1.6% |
90% |
True |
False |
459,913 |
| 20 |
12,046.00 |
10,691.00 |
1,355.00 |
11.3% |
200.50 |
1.7% |
93% |
True |
False |
460,659 |
| 40 |
12,046.00 |
10,246.50 |
1,799.50 |
15.1% |
234.25 |
2.0% |
95% |
True |
False |
506,820 |
| 60 |
12,046.00 |
9,368.25 |
2,677.75 |
22.4% |
242.00 |
2.0% |
97% |
True |
False |
449,822 |
| 80 |
12,046.00 |
8,834.00 |
3,212.00 |
26.9% |
233.50 |
2.0% |
97% |
True |
False |
337,531 |
| 100 |
12,046.00 |
7,950.25 |
4,095.75 |
34.3% |
241.00 |
2.0% |
98% |
True |
False |
270,104 |
| 120 |
12,046.00 |
6,626.00 |
5,420.00 |
45.3% |
288.00 |
2.4% |
98% |
True |
False |
225,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,943.75 |
|
2.618 |
12,599.00 |
|
1.618 |
12,387.75 |
|
1.000 |
12,257.25 |
|
0.618 |
12,176.50 |
|
HIGH |
12,046.00 |
|
0.618 |
11,965.25 |
|
0.500 |
11,940.50 |
|
0.382 |
11,915.50 |
|
LOW |
11,834.75 |
|
0.618 |
11,704.25 |
|
1.000 |
11,623.50 |
|
1.618 |
11,493.00 |
|
2.618 |
11,281.75 |
|
4.250 |
10,937.00 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,948.50 |
11,905.25 |
| PP |
11,944.50 |
11,857.75 |
| S1 |
11,940.50 |
11,810.50 |
|