| 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 |
13,141.0 |
13,064.0 |
-77.0 |
-0.6% |
12,900.0 |
| High |
13,188.5 |
13,215.0 |
26.5 |
0.2% |
13,000.0 |
| Low |
13,017.5 |
13,001.0 |
-16.5 |
-0.1% |
12,662.0 |
| Close |
13,056.5 |
13,169.5 |
113.0 |
0.9% |
12,732.0 |
| Range |
171.0 |
214.0 |
43.0 |
25.1% |
338.0 |
| ATR |
209.6 |
210.0 |
0.3 |
0.1% |
0.0 |
| Volume |
111 |
73 |
-38 |
-34.2% |
400 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,770.5 |
13,684.0 |
13,287.2 |
|
| R3 |
13,556.5 |
13,470.0 |
13,228.4 |
|
| R2 |
13,342.5 |
13,342.5 |
13,208.7 |
|
| R1 |
13,256.0 |
13,256.0 |
13,189.1 |
13,299.3 |
| PP |
13,128.5 |
13,128.5 |
13,128.5 |
13,150.1 |
| S1 |
13,042.0 |
13,042.0 |
13,149.9 |
13,085.3 |
| S2 |
12,914.5 |
12,914.5 |
13,130.3 |
|
| S3 |
12,700.5 |
12,828.0 |
13,110.7 |
|
| S4 |
12,486.5 |
12,614.0 |
13,051.8 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,812.0 |
13,610.0 |
12,917.9 |
|
| R3 |
13,474.0 |
13,272.0 |
12,825.0 |
|
| R2 |
13,136.0 |
13,136.0 |
12,794.0 |
|
| R1 |
12,934.0 |
12,934.0 |
12,763.0 |
12,866.0 |
| PP |
12,798.0 |
12,798.0 |
12,798.0 |
12,764.0 |
| S1 |
12,596.0 |
12,596.0 |
12,701.0 |
12,528.0 |
| S2 |
12,460.0 |
12,460.0 |
12,670.0 |
|
| S3 |
12,122.0 |
12,258.0 |
12,639.1 |
|
| S4 |
11,784.0 |
11,920.0 |
12,546.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,215.0 |
12,662.0 |
553.0 |
4.2% |
205.0 |
1.6% |
92% |
True |
False |
108 |
| 10 |
13,215.0 |
12,662.0 |
553.0 |
4.2% |
162.6 |
1.2% |
92% |
True |
False |
80 |
| 20 |
13,215.0 |
12,207.0 |
1,008.0 |
7.7% |
201.3 |
1.5% |
95% |
True |
False |
84 |
| 40 |
13,272.5 |
12,207.0 |
1,065.5 |
8.1% |
178.8 |
1.4% |
90% |
False |
False |
80 |
| 60 |
13,272.5 |
11,610.0 |
1,662.5 |
12.6% |
198.2 |
1.5% |
94% |
False |
False |
71 |
| 80 |
13,272.5 |
10,193.0 |
3,079.5 |
23.4% |
167.5 |
1.3% |
97% |
False |
False |
59 |
| 100 |
13,272.5 |
9,788.5 |
3,484.0 |
26.5% |
155.1 |
1.2% |
97% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,124.5 |
|
2.618 |
13,775.3 |
|
1.618 |
13,561.3 |
|
1.000 |
13,429.0 |
|
0.618 |
13,347.3 |
|
HIGH |
13,215.0 |
|
0.618 |
13,133.3 |
|
0.500 |
13,108.0 |
|
0.382 |
13,082.7 |
|
LOW |
13,001.0 |
|
0.618 |
12,868.7 |
|
1.000 |
12,787.0 |
|
1.618 |
12,654.7 |
|
2.618 |
12,440.7 |
|
4.250 |
12,091.5 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,149.0 |
13,110.5 |
| PP |
13,128.5 |
13,051.5 |
| S1 |
13,108.0 |
12,992.5 |
|