| 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 |
6,040.5 |
6,006.0 |
-34.5 |
-0.6% |
6,009.0 |
| High |
6,059.5 |
6,040.0 |
-19.5 |
-0.3% |
6,172.0 |
| Low |
5,983.5 |
5,948.5 |
-35.0 |
-0.6% |
5,948.5 |
| Close |
6,007.0 |
5,961.5 |
-45.5 |
-0.8% |
5,961.5 |
| Range |
76.0 |
91.5 |
15.5 |
20.4% |
223.5 |
| ATR |
112.7 |
111.2 |
-1.5 |
-1.3% |
0.0 |
| Volume |
73,169 |
97,173 |
24,004 |
32.8% |
387,427 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,258.0 |
6,201.0 |
6,012.0 |
|
| R3 |
6,166.5 |
6,109.5 |
5,986.5 |
|
| R2 |
6,075.0 |
6,075.0 |
5,978.5 |
|
| R1 |
6,018.0 |
6,018.0 |
5,970.0 |
6,001.0 |
| PP |
5,983.5 |
5,983.5 |
5,983.5 |
5,974.5 |
| S1 |
5,926.5 |
5,926.5 |
5,953.0 |
5,909.0 |
| S2 |
5,892.0 |
5,892.0 |
5,944.5 |
|
| S3 |
5,800.5 |
5,835.0 |
5,936.5 |
|
| S4 |
5,709.0 |
5,743.5 |
5,911.0 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,698.0 |
6,553.0 |
6,084.5 |
|
| R3 |
6,474.5 |
6,329.5 |
6,023.0 |
|
| R2 |
6,251.0 |
6,251.0 |
6,002.5 |
|
| R1 |
6,106.0 |
6,106.0 |
5,982.0 |
6,067.0 |
| PP |
6,027.5 |
6,027.5 |
6,027.5 |
6,007.5 |
| S1 |
5,882.5 |
5,882.5 |
5,941.0 |
5,843.0 |
| S2 |
5,804.0 |
5,804.0 |
5,920.5 |
|
| S3 |
5,580.5 |
5,659.0 |
5,900.0 |
|
| S4 |
5,357.0 |
5,435.5 |
5,838.5 |
|
|
| 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 |
5,948.5 |
223.5 |
3.7% |
103.0 |
1.7% |
6% |
False |
True |
77,485 |
| 10 |
6,172.0 |
5,943.0 |
229.0 |
3.8% |
95.0 |
1.6% |
8% |
False |
False |
75,704 |
| 20 |
6,267.5 |
5,819.0 |
448.5 |
7.5% |
106.5 |
1.8% |
32% |
False |
False |
82,557 |
| 40 |
6,291.0 |
5,815.5 |
475.5 |
8.0% |
111.0 |
1.9% |
31% |
False |
False |
83,512 |
| 60 |
6,464.0 |
5,815.5 |
648.5 |
10.9% |
123.5 |
2.1% |
23% |
False |
False |
90,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,429.0 |
|
2.618 |
6,279.5 |
|
1.618 |
6,188.0 |
|
1.000 |
6,131.5 |
|
0.618 |
6,096.5 |
|
HIGH |
6,040.0 |
|
0.618 |
6,005.0 |
|
0.500 |
5,994.0 |
|
0.382 |
5,983.5 |
|
LOW |
5,948.5 |
|
0.618 |
5,892.0 |
|
1.000 |
5,857.0 |
|
1.618 |
5,800.5 |
|
2.618 |
5,709.0 |
|
4.250 |
5,559.5 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
5,994.0 |
6,004.0 |
| PP |
5,983.5 |
5,990.0 |
| S1 |
5,972.5 |
5,975.5 |
|