| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,567.5 |
1,570.0 |
2.5 |
0.2% |
1,575.2 |
| High |
1,583.9 |
1,573.7 |
-10.2 |
-0.6% |
1,589.6 |
| Low |
1,553.4 |
1,557.2 |
3.8 |
0.2% |
1,541.3 |
| Close |
1,569.6 |
1,562.4 |
-7.2 |
-0.5% |
1,548.6 |
| Range |
30.5 |
16.5 |
-14.0 |
-45.9% |
48.3 |
| ATR |
29.7 |
28.8 |
-0.9 |
-3.2% |
0.0 |
| Volume |
127,587 |
109,201 |
-18,386 |
-14.4% |
548,993 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,613.9 |
1,604.7 |
1,571.5 |
|
| R3 |
1,597.4 |
1,588.2 |
1,566.9 |
|
| R2 |
1,580.9 |
1,580.9 |
1,565.4 |
|
| R1 |
1,571.7 |
1,571.7 |
1,563.9 |
1,568.1 |
| PP |
1,564.4 |
1,564.4 |
1,564.4 |
1,562.6 |
| S1 |
1,555.2 |
1,555.2 |
1,560.9 |
1,551.6 |
| S2 |
1,547.9 |
1,547.9 |
1,559.4 |
|
| S3 |
1,531.4 |
1,538.7 |
1,557.9 |
|
| S4 |
1,514.9 |
1,522.2 |
1,553.3 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,704.7 |
1,675.0 |
1,575.2 |
|
| R3 |
1,656.4 |
1,626.7 |
1,561.9 |
|
| R2 |
1,608.1 |
1,608.1 |
1,557.5 |
|
| R1 |
1,578.4 |
1,578.4 |
1,553.0 |
1,569.1 |
| PP |
1,559.8 |
1,559.8 |
1,559.8 |
1,555.2 |
| S1 |
1,530.1 |
1,530.1 |
1,544.2 |
1,520.8 |
| S2 |
1,511.5 |
1,511.5 |
1,539.7 |
|
| S3 |
1,463.2 |
1,481.8 |
1,535.3 |
|
| S4 |
1,414.9 |
1,433.5 |
1,522.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,583.9 |
1,541.3 |
42.6 |
2.7% |
22.9 |
1.5% |
50% |
False |
False |
121,809 |
| 10 |
1,591.4 |
1,541.3 |
50.1 |
3.2% |
22.2 |
1.4% |
42% |
False |
False |
112,867 |
| 20 |
1,605.7 |
1,451.1 |
154.6 |
9.9% |
27.3 |
1.7% |
72% |
False |
False |
144,592 |
| 40 |
1,605.7 |
1,373.6 |
232.1 |
14.9% |
32.2 |
2.1% |
81% |
False |
False |
160,813 |
| 60 |
1,605.7 |
1,314.5 |
291.2 |
18.6% |
41.3 |
2.6% |
85% |
False |
False |
158,010 |
| 80 |
1,605.7 |
1,173.1 |
432.6 |
27.7% |
43.4 |
2.8% |
90% |
False |
False |
118,569 |
| 100 |
1,605.7 |
1,076.0 |
529.7 |
33.9% |
45.9 |
2.9% |
92% |
False |
False |
94,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,643.8 |
|
2.618 |
1,616.9 |
|
1.618 |
1,600.4 |
|
1.000 |
1,590.2 |
|
0.618 |
1,583.9 |
|
HIGH |
1,573.7 |
|
0.618 |
1,567.4 |
|
0.500 |
1,565.5 |
|
0.382 |
1,563.5 |
|
LOW |
1,557.2 |
|
0.618 |
1,547.0 |
|
1.000 |
1,540.7 |
|
1.618 |
1,530.5 |
|
2.618 |
1,514.0 |
|
4.250 |
1,487.1 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,565.5 |
1,566.3 |
| PP |
1,564.4 |
1,565.0 |
| S1 |
1,563.4 |
1,563.7 |
|