| 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 |
1,963.0 |
1,937.5 |
-25.5 |
-1.3% |
1,947.9 |
| High |
1,987.0 |
1,983.0 |
-4.0 |
-0.2% |
1,987.0 |
| Low |
1,914.7 |
1,928.2 |
13.5 |
0.7% |
1,908.4 |
| Close |
1,932.6 |
1,974.9 |
42.3 |
2.2% |
1,974.9 |
| Range |
72.3 |
54.8 |
-17.5 |
-24.2% |
78.6 |
| ATR |
48.6 |
49.0 |
0.4 |
0.9% |
0.0 |
| Volume |
467,170 |
334,102 |
-133,068 |
-28.5% |
1,703,850 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.4 |
2,105.5 |
2,005.0 |
|
| R3 |
2,071.6 |
2,050.7 |
1,990.0 |
|
| R2 |
2,016.8 |
2,016.8 |
1,984.9 |
|
| R1 |
1,995.9 |
1,995.9 |
1,979.9 |
2,006.4 |
| PP |
1,962.0 |
1,962.0 |
1,962.0 |
1,967.3 |
| S1 |
1,941.1 |
1,941.1 |
1,969.9 |
1,951.6 |
| S2 |
1,907.2 |
1,907.2 |
1,964.9 |
|
| S3 |
1,852.4 |
1,886.3 |
1,959.8 |
|
| S4 |
1,797.6 |
1,831.5 |
1,944.8 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.6 |
2,162.3 |
2,018.1 |
|
| R3 |
2,114.0 |
2,083.7 |
1,996.5 |
|
| R2 |
2,035.4 |
2,035.4 |
1,989.3 |
|
| R1 |
2,005.1 |
2,005.1 |
1,982.1 |
2,020.3 |
| PP |
1,956.8 |
1,956.8 |
1,956.8 |
1,964.3 |
| S1 |
1,926.5 |
1,926.5 |
1,967.7 |
1,941.7 |
| S2 |
1,878.2 |
1,878.2 |
1,960.5 |
|
| S3 |
1,799.6 |
1,847.9 |
1,953.3 |
|
| S4 |
1,721.0 |
1,769.3 |
1,931.7 |
|
|
| 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 |
4.0% |
49.3 |
2.5% |
85% |
False |
False |
340,770 |
| 10 |
2,024.6 |
1,908.4 |
116.2 |
5.9% |
51.4 |
2.6% |
57% |
False |
False |
353,642 |
| 20 |
2,089.2 |
1,874.2 |
215.0 |
10.9% |
53.7 |
2.7% |
47% |
False |
False |
346,734 |
| 40 |
2,089.2 |
1,801.6 |
287.6 |
14.6% |
41.6 |
2.1% |
60% |
False |
False |
213,078 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
20.2% |
36.9 |
1.9% |
71% |
False |
False |
144,301 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.2% |
34.7 |
1.8% |
71% |
False |
False |
109,669 |
| 100 |
2,089.2 |
1,670.3 |
418.9 |
21.2% |
35.2 |
1.8% |
73% |
False |
False |
88,548 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
31.9% |
40.1 |
2.0% |
82% |
False |
False |
74,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,215.9 |
|
2.618 |
2,126.5 |
|
1.618 |
2,071.7 |
|
1.000 |
2,037.8 |
|
0.618 |
2,016.9 |
|
HIGH |
1,983.0 |
|
0.618 |
1,962.1 |
|
0.500 |
1,955.6 |
|
0.382 |
1,949.1 |
|
LOW |
1,928.2 |
|
0.618 |
1,894.3 |
|
1.000 |
1,873.4 |
|
1.618 |
1,839.5 |
|
2.618 |
1,784.7 |
|
4.250 |
1,695.3 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,968.5 |
1,965.8 |
| PP |
1,962.0 |
1,956.8 |
| S1 |
1,955.6 |
1,947.7 |
|