| 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 |
11,984.50 |
11,953.25 |
-31.25 |
-0.3% |
11,581.00 |
| High |
12,046.00 |
12,018.25 |
-27.75 |
-0.2% |
12,046.00 |
| Low |
11,834.75 |
11,920.50 |
85.75 |
0.7% |
11,528.25 |
| Close |
11,952.75 |
11,991.75 |
39.00 |
0.3% |
11,991.75 |
| Range |
211.25 |
97.75 |
-113.50 |
-53.7% |
517.75 |
| ATR |
217.87 |
209.29 |
-8.58 |
-3.9% |
0.00 |
| Volume |
709,346 |
489,066 |
-220,280 |
-31.1% |
2,890,108 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,270.00 |
12,228.75 |
12,045.50 |
|
| R3 |
12,172.25 |
12,131.00 |
12,018.75 |
|
| R2 |
12,074.50 |
12,074.50 |
12,009.75 |
|
| R1 |
12,033.25 |
12,033.25 |
12,000.75 |
12,054.00 |
| PP |
11,976.75 |
11,976.75 |
11,976.75 |
11,987.25 |
| S1 |
11,935.50 |
11,935.50 |
11,982.75 |
11,956.00 |
| S2 |
11,879.00 |
11,879.00 |
11,973.75 |
|
| S3 |
11,781.25 |
11,837.75 |
11,964.75 |
|
| S4 |
11,683.50 |
11,740.00 |
11,938.00 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,408.50 |
13,218.00 |
12,276.50 |
|
| R3 |
12,890.75 |
12,700.25 |
12,134.25 |
|
| R2 |
12,373.00 |
12,373.00 |
12,086.75 |
|
| R1 |
12,182.50 |
12,182.50 |
12,039.25 |
12,277.75 |
| PP |
11,855.25 |
11,855.25 |
11,855.25 |
11,903.00 |
| S1 |
11,664.75 |
11,664.75 |
11,944.25 |
11,760.00 |
| S2 |
11,337.50 |
11,337.50 |
11,896.75 |
|
| S3 |
10,819.75 |
11,147.00 |
11,849.25 |
|
| S4 |
10,302.00 |
10,629.25 |
11,707.00 |
|
|
| 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 |
11,528.25 |
517.75 |
4.3% |
189.00 |
1.6% |
90% |
False |
False |
578,021 |
| 10 |
12,046.00 |
11,142.25 |
903.75 |
7.5% |
183.25 |
1.5% |
94% |
False |
False |
468,958 |
| 20 |
12,046.00 |
10,845.50 |
1,200.50 |
10.0% |
193.00 |
1.6% |
95% |
False |
False |
453,535 |
| 40 |
12,046.00 |
10,301.00 |
1,745.00 |
14.6% |
232.50 |
1.9% |
97% |
False |
False |
508,928 |
| 60 |
12,046.00 |
9,368.25 |
2,677.75 |
22.3% |
241.00 |
2.0% |
98% |
False |
False |
457,949 |
| 80 |
12,046.00 |
8,834.00 |
3,212.00 |
26.8% |
232.75 |
1.9% |
98% |
False |
False |
343,642 |
| 100 |
12,046.00 |
7,954.50 |
4,091.50 |
34.1% |
238.50 |
2.0% |
99% |
False |
False |
274,985 |
| 120 |
12,046.00 |
6,626.00 |
5,420.00 |
45.2% |
284.25 |
2.4% |
99% |
False |
False |
229,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,433.75 |
|
2.618 |
12,274.25 |
|
1.618 |
12,176.50 |
|
1.000 |
12,116.00 |
|
0.618 |
12,078.75 |
|
HIGH |
12,018.25 |
|
0.618 |
11,981.00 |
|
0.500 |
11,969.50 |
|
0.382 |
11,957.75 |
|
LOW |
11,920.50 |
|
0.618 |
11,860.00 |
|
1.000 |
11,822.75 |
|
1.618 |
11,762.25 |
|
2.618 |
11,664.50 |
|
4.250 |
11,505.00 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,984.25 |
11,956.50 |
| PP |
11,976.75 |
11,921.50 |
| S1 |
11,969.50 |
11,886.50 |
|