| 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 |
1,939.0 |
1,963.0 |
24.0 |
1.2% |
1,956.4 |
| High |
1,963.4 |
1,987.0 |
23.6 |
1.2% |
2,024.6 |
| Low |
1,908.4 |
1,914.7 |
6.3 |
0.3% |
1,916.6 |
| Close |
1,952.5 |
1,932.6 |
-19.9 |
-1.0% |
1,947.0 |
| Range |
55.0 |
72.3 |
17.3 |
31.5% |
108.0 |
| ATR |
46.7 |
48.6 |
1.8 |
3.9% |
0.0 |
| Volume |
342,207 |
467,170 |
124,963 |
36.5% |
1,832,571 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.7 |
2,119.4 |
1,972.4 |
|
| R3 |
2,089.4 |
2,047.1 |
1,952.5 |
|
| R2 |
2,017.1 |
2,017.1 |
1,945.9 |
|
| R1 |
1,974.8 |
1,974.8 |
1,939.2 |
1,959.8 |
| PP |
1,944.8 |
1,944.8 |
1,944.8 |
1,937.3 |
| S1 |
1,902.5 |
1,902.5 |
1,926.0 |
1,887.5 |
| S2 |
1,872.5 |
1,872.5 |
1,919.3 |
|
| S3 |
1,800.2 |
1,830.2 |
1,912.7 |
|
| S4 |
1,727.9 |
1,757.9 |
1,892.8 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,286.7 |
2,224.9 |
2,006.4 |
|
| R3 |
2,178.7 |
2,116.9 |
1,976.7 |
|
| R2 |
2,070.7 |
2,070.7 |
1,966.8 |
|
| R1 |
2,008.9 |
2,008.9 |
1,956.9 |
1,985.8 |
| PP |
1,962.7 |
1,962.7 |
1,962.7 |
1,951.2 |
| S1 |
1,900.9 |
1,900.9 |
1,937.1 |
1,877.8 |
| S2 |
1,854.7 |
1,854.7 |
1,927.2 |
|
| S3 |
1,746.7 |
1,792.9 |
1,917.3 |
|
| S4 |
1,638.7 |
1,684.9 |
1,887.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,987.0 |
1,908.4 |
78.6 |
4.1% |
47.7 |
2.5% |
31% |
True |
False |
344,962 |
| 10 |
2,024.6 |
1,908.4 |
116.2 |
6.0% |
49.0 |
2.5% |
21% |
False |
False |
344,411 |
| 20 |
2,089.2 |
1,874.2 |
215.0 |
11.1% |
52.7 |
2.7% |
27% |
False |
False |
343,995 |
| 40 |
2,089.2 |
1,788.3 |
300.9 |
15.6% |
40.8 |
2.1% |
48% |
False |
False |
205,013 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
20.7% |
36.5 |
1.9% |
61% |
False |
False |
138,829 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.7% |
34.5 |
1.8% |
61% |
False |
False |
105,566 |
| 100 |
2,089.2 |
1,670.3 |
418.9 |
21.7% |
35.3 |
1.8% |
63% |
False |
False |
85,278 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
32.6% |
39.8 |
2.1% |
75% |
False |
False |
71,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,294.3 |
|
2.618 |
2,176.3 |
|
1.618 |
2,104.0 |
|
1.000 |
2,059.3 |
|
0.618 |
2,031.7 |
|
HIGH |
1,987.0 |
|
0.618 |
1,959.4 |
|
0.500 |
1,950.9 |
|
0.382 |
1,942.3 |
|
LOW |
1,914.7 |
|
0.618 |
1,870.0 |
|
1.000 |
1,842.4 |
|
1.618 |
1,797.7 |
|
2.618 |
1,725.4 |
|
4.250 |
1,607.4 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,950.9 |
1,947.7 |
| PP |
1,944.8 |
1,942.7 |
| S1 |
1,938.7 |
1,937.6 |
|