| 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 |
1,570.0 |
1,563.0 |
-7.0 |
-0.4% |
1,575.2 |
| High |
1,573.7 |
1,575.4 |
1.7 |
0.1% |
1,589.6 |
| Low |
1,557.2 |
1,551.7 |
-5.5 |
-0.4% |
1,541.3 |
| Close |
1,562.4 |
1,566.1 |
3.7 |
0.2% |
1,548.6 |
| Range |
16.5 |
23.7 |
7.2 |
43.6% |
48.3 |
| ATR |
28.8 |
28.4 |
-0.4 |
-1.3% |
0.0 |
| Volume |
109,201 |
137,609 |
28,408 |
26.0% |
548,993 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,635.5 |
1,624.5 |
1,579.1 |
|
| R3 |
1,611.8 |
1,600.8 |
1,572.6 |
|
| R2 |
1,588.1 |
1,588.1 |
1,570.4 |
|
| R1 |
1,577.1 |
1,577.1 |
1,568.3 |
1,582.6 |
| PP |
1,564.4 |
1,564.4 |
1,564.4 |
1,567.2 |
| S1 |
1,553.4 |
1,553.4 |
1,563.9 |
1,558.9 |
| S2 |
1,540.7 |
1,540.7 |
1,561.8 |
|
| S3 |
1,517.0 |
1,529.7 |
1,559.6 |
|
| S4 |
1,493.3 |
1,506.0 |
1,553.1 |
|
|
| 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% |
23.7 |
1.5% |
58% |
False |
False |
125,299 |
| 10 |
1,589.6 |
1,541.3 |
48.3 |
3.1% |
22.6 |
1.4% |
51% |
False |
False |
114,057 |
| 20 |
1,605.7 |
1,451.1 |
154.6 |
9.9% |
26.9 |
1.7% |
74% |
False |
False |
142,925 |
| 40 |
1,605.7 |
1,373.6 |
232.1 |
14.8% |
31.9 |
2.0% |
83% |
False |
False |
158,677 |
| 60 |
1,605.7 |
1,314.5 |
291.2 |
18.6% |
40.9 |
2.6% |
86% |
False |
False |
160,242 |
| 80 |
1,605.7 |
1,173.1 |
432.6 |
27.6% |
43.2 |
2.8% |
91% |
False |
False |
120,287 |
| 100 |
1,605.7 |
1,112.0 |
493.7 |
31.5% |
45.5 |
2.9% |
92% |
False |
False |
96,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,676.1 |
|
2.618 |
1,637.4 |
|
1.618 |
1,613.7 |
|
1.000 |
1,599.1 |
|
0.618 |
1,590.0 |
|
HIGH |
1,575.4 |
|
0.618 |
1,566.3 |
|
0.500 |
1,563.6 |
|
0.382 |
1,560.8 |
|
LOW |
1,551.7 |
|
0.618 |
1,537.1 |
|
1.000 |
1,528.0 |
|
1.618 |
1,513.4 |
|
2.618 |
1,489.7 |
|
4.250 |
1,451.0 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,565.3 |
1,567.8 |
| PP |
1,564.4 |
1,567.2 |
| S1 |
1,563.6 |
1,566.7 |
|