| 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 |
3,434.00 |
3,467.75 |
33.75 |
1.0% |
3,354.25 |
| High |
3,472.75 |
3,487.75 |
15.00 |
0.4% |
3,385.75 |
| Low |
3,426.75 |
3,454.50 |
27.75 |
0.8% |
3,334.00 |
| Close |
3,469.75 |
3,474.75 |
5.00 |
0.1% |
3,382.00 |
| Range |
46.00 |
33.25 |
-12.75 |
-27.7% |
51.75 |
| ATR |
41.45 |
40.87 |
-0.59 |
-1.4% |
0.00 |
| Volume |
4,147 |
5,435 |
1,288 |
31.1% |
19,677 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,572.00 |
3,556.75 |
3,493.00 |
|
| R3 |
3,538.75 |
3,523.50 |
3,484.00 |
|
| R2 |
3,505.50 |
3,505.50 |
3,480.75 |
|
| R1 |
3,490.25 |
3,490.25 |
3,477.75 |
3,498.00 |
| PP |
3,472.25 |
3,472.25 |
3,472.25 |
3,476.25 |
| S1 |
3,457.00 |
3,457.00 |
3,471.75 |
3,464.50 |
| S2 |
3,439.00 |
3,439.00 |
3,468.75 |
|
| S3 |
3,405.75 |
3,423.75 |
3,465.50 |
|
| S4 |
3,372.50 |
3,390.50 |
3,456.50 |
|
|
| 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 |
3,487.75 |
3,346.25 |
141.50 |
4.1% |
36.25 |
1.0% |
91% |
True |
False |
4,408 |
| 10 |
3,487.75 |
3,334.00 |
153.75 |
4.4% |
32.50 |
0.9% |
92% |
True |
False |
3,973 |
| 20 |
3,487.75 |
3,202.25 |
285.50 |
8.2% |
36.00 |
1.0% |
95% |
True |
False |
4,212 |
| 40 |
3,487.75 |
3,085.50 |
402.25 |
11.6% |
45.00 |
1.3% |
97% |
True |
False |
2,801 |
| 60 |
3,487.75 |
2,916.50 |
571.25 |
16.4% |
57.25 |
1.6% |
98% |
True |
False |
2,526 |
| 80 |
3,487.75 |
2,745.75 |
742.00 |
21.4% |
58.50 |
1.7% |
98% |
True |
False |
2,301 |
| 100 |
3,487.75 |
2,615.25 |
872.50 |
25.1% |
63.00 |
1.8% |
99% |
True |
False |
2,171 |
| 120 |
3,487.75 |
2,168.25 |
1,319.50 |
38.0% |
78.00 |
2.2% |
99% |
True |
False |
1,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,629.00 |
|
2.618 |
3,574.75 |
|
1.618 |
3,541.50 |
|
1.000 |
3,521.00 |
|
0.618 |
3,508.25 |
|
HIGH |
3,487.75 |
|
0.618 |
3,475.00 |
|
0.500 |
3,471.00 |
|
0.382 |
3,467.25 |
|
LOW |
3,454.50 |
|
0.618 |
3,434.00 |
|
1.000 |
3,421.25 |
|
1.618 |
3,400.75 |
|
2.618 |
3,367.50 |
|
4.250 |
3,313.25 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,473.50 |
3,466.25 |
| PP |
3,472.25 |
3,458.00 |
| S1 |
3,471.00 |
3,449.50 |
|