| 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 |
11,953.25 |
12,002.75 |
49.50 |
0.4% |
11,581.00 |
| High |
12,018.25 |
12,165.00 |
146.75 |
1.2% |
12,046.00 |
| Low |
11,920.50 |
11,988.25 |
67.75 |
0.6% |
11,528.25 |
| Close |
11,991.75 |
12,114.00 |
122.25 |
1.0% |
11,991.75 |
| Range |
97.75 |
176.75 |
79.00 |
80.8% |
517.75 |
| ATR |
209.29 |
206.97 |
-2.32 |
-1.1% |
0.00 |
| Volume |
489,066 |
480,979 |
-8,087 |
-1.7% |
2,890,108 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,619.25 |
12,543.50 |
12,211.25 |
|
| R3 |
12,442.50 |
12,366.75 |
12,162.50 |
|
| R2 |
12,265.75 |
12,265.75 |
12,146.50 |
|
| R1 |
12,190.00 |
12,190.00 |
12,130.25 |
12,228.00 |
| PP |
12,089.00 |
12,089.00 |
12,089.00 |
12,108.00 |
| S1 |
12,013.25 |
12,013.25 |
12,097.75 |
12,051.00 |
| S2 |
11,912.25 |
11,912.25 |
12,081.50 |
|
| S3 |
11,735.50 |
11,836.50 |
12,065.50 |
|
| S4 |
11,558.75 |
11,659.75 |
12,016.75 |
|
|
| 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 |
12,165.00 |
11,574.75 |
590.25 |
4.9% |
185.50 |
1.5% |
91% |
True |
False |
550,816 |
| 10 |
12,165.00 |
11,221.50 |
943.50 |
7.8% |
185.00 |
1.5% |
95% |
True |
False |
492,415 |
| 20 |
12,165.00 |
10,845.50 |
1,319.50 |
10.9% |
192.00 |
1.6% |
96% |
True |
False |
458,103 |
| 40 |
12,165.00 |
10,301.00 |
1,864.00 |
15.4% |
229.25 |
1.9% |
97% |
True |
False |
508,793 |
| 60 |
12,165.00 |
9,368.25 |
2,796.75 |
23.1% |
239.75 |
2.0% |
98% |
True |
False |
465,915 |
| 80 |
12,165.00 |
8,834.00 |
3,331.00 |
27.5% |
232.50 |
1.9% |
98% |
True |
False |
349,652 |
| 100 |
12,165.00 |
8,074.25 |
4,090.75 |
33.8% |
237.50 |
2.0% |
99% |
True |
False |
279,791 |
| 120 |
12,165.00 |
6,626.00 |
5,539.00 |
45.7% |
282.75 |
2.3% |
99% |
True |
False |
233,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,916.25 |
|
2.618 |
12,627.75 |
|
1.618 |
12,451.00 |
|
1.000 |
12,341.75 |
|
0.618 |
12,274.25 |
|
HIGH |
12,165.00 |
|
0.618 |
12,097.50 |
|
0.500 |
12,076.50 |
|
0.382 |
12,055.75 |
|
LOW |
11,988.25 |
|
0.618 |
11,879.00 |
|
1.000 |
11,811.50 |
|
1.618 |
11,702.25 |
|
2.618 |
11,525.50 |
|
4.250 |
11,237.00 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,101.50 |
12,076.00 |
| PP |
12,089.00 |
12,038.00 |
| S1 |
12,076.50 |
12,000.00 |
|