| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
6,009.0 |
6,120.0 |
111.0 |
1.8% |
6,076.5 |
| High |
6,117.5 |
6,172.0 |
54.5 |
0.9% |
6,152.5 |
| Low |
6,001.0 |
6,010.5 |
9.5 |
0.2% |
5,943.0 |
| Close |
6,102.0 |
6,034.0 |
-68.0 |
-1.1% |
5,993.5 |
| Range |
116.5 |
161.5 |
45.0 |
38.6% |
209.5 |
| ATR |
115.7 |
119.0 |
3.3 |
2.8% |
0.0 |
| Volume |
78,465 |
76,424 |
-2,041 |
-2.6% |
369,613 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,556.5 |
6,457.0 |
6,123.0 |
|
| R3 |
6,395.0 |
6,295.5 |
6,078.5 |
|
| R2 |
6,233.5 |
6,233.5 |
6,063.5 |
|
| R1 |
6,134.0 |
6,134.0 |
6,049.0 |
6,103.0 |
| PP |
6,072.0 |
6,072.0 |
6,072.0 |
6,057.0 |
| S1 |
5,972.5 |
5,972.5 |
6,019.0 |
5,941.5 |
| S2 |
5,910.5 |
5,910.5 |
6,004.5 |
|
| S3 |
5,749.0 |
5,811.0 |
5,989.5 |
|
| S4 |
5,587.5 |
5,649.5 |
5,945.0 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,658.0 |
6,535.5 |
6,108.5 |
|
| R3 |
6,448.5 |
6,326.0 |
6,051.0 |
|
| R2 |
6,239.0 |
6,239.0 |
6,032.0 |
|
| R1 |
6,116.5 |
6,116.5 |
6,012.5 |
6,073.0 |
| PP |
6,029.5 |
6,029.5 |
6,029.5 |
6,008.0 |
| S1 |
5,907.0 |
5,907.0 |
5,974.5 |
5,863.5 |
| S2 |
5,820.0 |
5,820.0 |
5,955.0 |
|
| S3 |
5,610.5 |
5,697.5 |
5,936.0 |
|
| S4 |
5,401.0 |
5,488.0 |
5,878.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,172.0 |
5,943.0 |
229.0 |
3.8% |
105.0 |
1.7% |
40% |
True |
False |
76,394 |
| 10 |
6,267.5 |
5,943.0 |
324.5 |
5.4% |
114.5 |
1.9% |
28% |
False |
False |
81,672 |
| 20 |
6,267.5 |
5,815.5 |
452.0 |
7.5% |
120.0 |
2.0% |
48% |
False |
False |
85,841 |
| 40 |
6,291.0 |
5,815.5 |
475.5 |
7.9% |
114.0 |
1.9% |
46% |
False |
False |
83,797 |
| 60 |
6,464.0 |
5,815.5 |
648.5 |
10.7% |
123.5 |
2.0% |
34% |
False |
False |
86,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,858.5 |
|
2.618 |
6,595.0 |
|
1.618 |
6,433.5 |
|
1.000 |
6,333.5 |
|
0.618 |
6,272.0 |
|
HIGH |
6,172.0 |
|
0.618 |
6,110.5 |
|
0.500 |
6,091.0 |
|
0.382 |
6,072.0 |
|
LOW |
6,010.5 |
|
0.618 |
5,910.5 |
|
1.000 |
5,849.0 |
|
1.618 |
5,749.0 |
|
2.618 |
5,587.5 |
|
4.250 |
5,324.0 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
6,091.0 |
6,057.5 |
| PP |
6,072.0 |
6,049.5 |
| S1 |
6,053.0 |
6,042.0 |
|