| 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 |
3,417.00 |
3,434.00 |
17.00 |
0.5% |
3,354.25 |
| High |
3,437.75 |
3,472.75 |
35.00 |
1.0% |
3,385.75 |
| Low |
3,411.25 |
3,426.75 |
15.50 |
0.5% |
3,334.00 |
| Close |
3,432.50 |
3,469.75 |
37.25 |
1.1% |
3,382.00 |
| Range |
26.50 |
46.00 |
19.50 |
73.6% |
51.75 |
| ATR |
41.10 |
41.45 |
0.35 |
0.9% |
0.00 |
| Volume |
5,812 |
4,147 |
-1,665 |
-28.6% |
19,677 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,594.50 |
3,578.00 |
3,495.00 |
|
| R3 |
3,548.50 |
3,532.00 |
3,482.50 |
|
| R2 |
3,502.50 |
3,502.50 |
3,478.25 |
|
| R1 |
3,486.00 |
3,486.00 |
3,474.00 |
3,494.25 |
| PP |
3,456.50 |
3,456.50 |
3,456.50 |
3,460.50 |
| S1 |
3,440.00 |
3,440.00 |
3,465.50 |
3,448.25 |
| S2 |
3,410.50 |
3,410.50 |
3,461.25 |
|
| S3 |
3,364.50 |
3,394.00 |
3,457.00 |
|
| S4 |
3,318.50 |
3,348.00 |
3,444.50 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,522.50 |
3,504.00 |
3,410.50 |
|
| R3 |
3,470.75 |
3,452.25 |
3,396.25 |
|
| R2 |
3,419.00 |
3,419.00 |
3,391.50 |
|
| R1 |
3,400.50 |
3,400.50 |
3,386.75 |
3,409.75 |
| PP |
3,367.25 |
3,367.25 |
3,367.25 |
3,372.00 |
| S1 |
3,348.75 |
3,348.75 |
3,377.25 |
3,358.00 |
| S2 |
3,315.50 |
3,315.50 |
3,372.50 |
|
| S3 |
3,263.75 |
3,297.00 |
3,367.75 |
|
| S4 |
3,212.00 |
3,245.25 |
3,353.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,472.75 |
3,334.00 |
138.75 |
4.0% |
38.00 |
1.1% |
98% |
True |
False |
4,128 |
| 10 |
3,472.75 |
3,334.00 |
138.75 |
4.0% |
31.50 |
0.9% |
98% |
True |
False |
4,211 |
| 20 |
3,472.75 |
3,184.75 |
288.00 |
8.3% |
38.00 |
1.1% |
99% |
True |
False |
4,077 |
| 40 |
3,472.75 |
3,053.00 |
419.75 |
12.1% |
45.50 |
1.3% |
99% |
True |
False |
2,727 |
| 60 |
3,472.75 |
2,916.50 |
556.25 |
16.0% |
57.50 |
1.7% |
99% |
True |
False |
2,447 |
| 80 |
3,472.75 |
2,745.75 |
727.00 |
21.0% |
58.75 |
1.7% |
100% |
True |
False |
2,237 |
| 100 |
3,472.75 |
2,539.25 |
933.50 |
26.9% |
64.00 |
1.8% |
100% |
True |
False |
2,123 |
| 120 |
3,472.75 |
2,168.25 |
1,304.50 |
37.6% |
78.25 |
2.3% |
100% |
True |
False |
1,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,668.25 |
|
2.618 |
3,593.25 |
|
1.618 |
3,547.25 |
|
1.000 |
3,518.75 |
|
0.618 |
3,501.25 |
|
HIGH |
3,472.75 |
|
0.618 |
3,455.25 |
|
0.500 |
3,449.75 |
|
0.382 |
3,444.25 |
|
LOW |
3,426.75 |
|
0.618 |
3,398.25 |
|
1.000 |
3,380.75 |
|
1.618 |
3,352.25 |
|
2.618 |
3,306.25 |
|
4.250 |
3,231.25 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,463.00 |
3,456.00 |
| PP |
3,456.50 |
3,442.00 |
| S1 |
3,449.75 |
3,428.00 |
|