| 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 |
13,064.0 |
13,190.0 |
126.0 |
1.0% |
12,900.0 |
| High |
13,215.0 |
13,194.5 |
-20.5 |
-0.2% |
13,000.0 |
| Low |
13,001.0 |
13,025.5 |
24.5 |
0.2% |
12,662.0 |
| Close |
13,169.5 |
13,073.5 |
-96.0 |
-0.7% |
12,732.0 |
| Range |
214.0 |
169.0 |
-45.0 |
-21.0% |
338.0 |
| ATR |
210.0 |
207.0 |
-2.9 |
-1.4% |
0.0 |
| Volume |
73 |
100 |
27 |
37.0% |
400 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,604.8 |
13,508.2 |
13,166.5 |
|
| R3 |
13,435.8 |
13,339.2 |
13,120.0 |
|
| R2 |
13,266.8 |
13,266.8 |
13,104.5 |
|
| R1 |
13,170.2 |
13,170.2 |
13,089.0 |
13,134.0 |
| PP |
13,097.8 |
13,097.8 |
13,097.8 |
13,079.8 |
| S1 |
13,001.2 |
13,001.2 |
13,058.0 |
12,965.0 |
| S2 |
12,928.8 |
12,928.8 |
13,042.5 |
|
| S3 |
12,759.8 |
12,832.2 |
13,027.0 |
|
| S4 |
12,590.8 |
12,663.2 |
12,980.6 |
|
|
| 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% |
220.8 |
1.7% |
74% |
False |
False |
108 |
| 10 |
13,215.0 |
12,662.0 |
553.0 |
4.2% |
171.4 |
1.3% |
74% |
False |
False |
85 |
| 20 |
13,215.0 |
12,207.0 |
1,008.0 |
7.7% |
181.4 |
1.4% |
86% |
False |
False |
79 |
| 40 |
13,272.5 |
12,207.0 |
1,065.5 |
8.2% |
176.7 |
1.4% |
81% |
False |
False |
81 |
| 60 |
13,272.5 |
11,610.0 |
1,662.5 |
12.7% |
199.4 |
1.5% |
88% |
False |
False |
73 |
| 80 |
13,272.5 |
10,193.0 |
3,079.5 |
23.6% |
169.6 |
1.3% |
94% |
False |
False |
60 |
| 100 |
13,272.5 |
10,089.0 |
3,183.5 |
24.4% |
154.5 |
1.2% |
94% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,912.8 |
|
2.618 |
13,636.9 |
|
1.618 |
13,467.9 |
|
1.000 |
13,363.5 |
|
0.618 |
13,298.9 |
|
HIGH |
13,194.5 |
|
0.618 |
13,129.9 |
|
0.500 |
13,110.0 |
|
0.382 |
13,090.1 |
|
LOW |
13,025.5 |
|
0.618 |
12,921.1 |
|
1.000 |
12,856.5 |
|
1.618 |
12,752.1 |
|
2.618 |
12,583.1 |
|
4.250 |
12,307.3 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,110.0 |
13,108.0 |
| PP |
13,097.8 |
13,096.5 |
| S1 |
13,085.7 |
13,085.0 |
|