| 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 |
1,937.5 |
1,973.9 |
36.4 |
1.9% |
1,947.9 |
| High |
1,983.0 |
1,985.8 |
2.8 |
0.1% |
1,987.0 |
| Low |
1,928.2 |
1,962.3 |
34.1 |
1.8% |
1,908.4 |
| Close |
1,974.9 |
1,978.6 |
3.7 |
0.2% |
1,974.9 |
| Range |
54.8 |
23.5 |
-31.3 |
-57.1% |
78.6 |
| ATR |
49.0 |
47.2 |
-1.8 |
-3.7% |
0.0 |
| Volume |
334,102 |
245,105 |
-88,997 |
-26.6% |
1,703,850 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.1 |
2,035.8 |
1,991.5 |
|
| R3 |
2,022.6 |
2,012.3 |
1,985.1 |
|
| R2 |
1,999.1 |
1,999.1 |
1,982.9 |
|
| R1 |
1,988.8 |
1,988.8 |
1,980.8 |
1,994.0 |
| PP |
1,975.6 |
1,975.6 |
1,975.6 |
1,978.1 |
| S1 |
1,965.3 |
1,965.3 |
1,976.4 |
1,970.5 |
| S2 |
1,952.1 |
1,952.1 |
1,974.3 |
|
| S3 |
1,928.6 |
1,941.8 |
1,972.1 |
|
| S4 |
1,905.1 |
1,918.3 |
1,965.7 |
|
|
| 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% |
46.1 |
2.3% |
89% |
False |
False |
332,539 |
| 10 |
2,024.6 |
1,908.4 |
116.2 |
5.9% |
47.5 |
2.4% |
60% |
False |
False |
349,208 |
| 20 |
2,089.2 |
1,874.2 |
215.0 |
10.9% |
53.2 |
2.7% |
49% |
False |
False |
350,052 |
| 40 |
2,089.2 |
1,804.8 |
284.4 |
14.4% |
41.6 |
2.1% |
61% |
False |
False |
218,943 |
| 60 |
2,089.2 |
1,700.1 |
389.1 |
19.7% |
36.4 |
1.8% |
72% |
False |
False |
148,222 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.2% |
34.5 |
1.7% |
72% |
False |
False |
112,630 |
| 100 |
2,089.2 |
1,670.3 |
418.9 |
21.2% |
35.2 |
1.8% |
74% |
False |
False |
90,966 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
31.9% |
40.0 |
2.0% |
82% |
False |
False |
76,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,085.7 |
|
2.618 |
2,047.3 |
|
1.618 |
2,023.8 |
|
1.000 |
2,009.3 |
|
0.618 |
2,000.3 |
|
HIGH |
1,985.8 |
|
0.618 |
1,976.8 |
|
0.500 |
1,974.1 |
|
0.382 |
1,971.3 |
|
LOW |
1,962.3 |
|
0.618 |
1,947.8 |
|
1.000 |
1,938.8 |
|
1.618 |
1,924.3 |
|
2.618 |
1,900.8 |
|
4.250 |
1,862.4 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,977.1 |
1,969.4 |
| PP |
1,975.6 |
1,960.1 |
| S1 |
1,974.1 |
1,950.9 |
|