| 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 |
3,467.75 |
3,478.25 |
10.50 |
0.3% |
3,388.50 |
| High |
3,487.75 |
3,498.75 |
11.00 |
0.3% |
3,498.75 |
| Low |
3,454.50 |
3,470.50 |
16.00 |
0.5% |
3,383.50 |
| Close |
3,474.75 |
3,494.00 |
19.25 |
0.6% |
3,494.00 |
| Range |
33.25 |
28.25 |
-5.00 |
-15.0% |
115.25 |
| ATR |
40.87 |
39.97 |
-0.90 |
-2.2% |
0.00 |
| Volume |
5,435 |
3,699 |
-1,736 |
-31.9% |
22,824 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,572.50 |
3,561.50 |
3,509.50 |
|
| R3 |
3,544.25 |
3,533.25 |
3,501.75 |
|
| R2 |
3,516.00 |
3,516.00 |
3,499.25 |
|
| R1 |
3,505.00 |
3,505.00 |
3,496.50 |
3,510.50 |
| PP |
3,487.75 |
3,487.75 |
3,487.75 |
3,490.50 |
| S1 |
3,476.75 |
3,476.75 |
3,491.50 |
3,482.25 |
| S2 |
3,459.50 |
3,459.50 |
3,488.75 |
|
| S3 |
3,431.25 |
3,448.50 |
3,486.25 |
|
| S4 |
3,403.00 |
3,420.25 |
3,478.50 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,804.50 |
3,764.50 |
3,557.50 |
|
| R3 |
3,689.25 |
3,649.25 |
3,525.75 |
|
| R2 |
3,574.00 |
3,574.00 |
3,515.25 |
|
| R1 |
3,534.00 |
3,534.00 |
3,504.50 |
3,554.00 |
| PP |
3,458.75 |
3,458.75 |
3,458.75 |
3,468.75 |
| S1 |
3,418.75 |
3,418.75 |
3,483.50 |
3,438.75 |
| S2 |
3,343.50 |
3,343.50 |
3,472.75 |
|
| S3 |
3,228.25 |
3,303.50 |
3,462.25 |
|
| S4 |
3,113.00 |
3,188.25 |
3,430.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,498.75 |
3,383.50 |
115.25 |
3.3% |
34.00 |
1.0% |
96% |
True |
False |
4,564 |
| 10 |
3,498.75 |
3,334.00 |
164.75 |
4.7% |
32.25 |
0.9% |
97% |
True |
False |
4,250 |
| 20 |
3,498.75 |
3,244.50 |
254.25 |
7.3% |
34.50 |
1.0% |
98% |
True |
False |
4,110 |
| 40 |
3,498.75 |
3,095.00 |
403.75 |
11.6% |
44.25 |
1.3% |
99% |
True |
False |
2,842 |
| 60 |
3,498.75 |
2,916.50 |
582.25 |
16.7% |
57.25 |
1.6% |
99% |
True |
False |
2,582 |
| 80 |
3,498.75 |
2,745.75 |
753.00 |
21.6% |
58.25 |
1.7% |
99% |
True |
False |
2,347 |
| 100 |
3,498.75 |
2,615.25 |
883.50 |
25.3% |
62.25 |
1.8% |
99% |
True |
False |
2,198 |
| 120 |
3,498.75 |
2,168.25 |
1,330.50 |
38.1% |
77.00 |
2.2% |
100% |
True |
False |
1,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,618.75 |
|
2.618 |
3,572.75 |
|
1.618 |
3,544.50 |
|
1.000 |
3,527.00 |
|
0.618 |
3,516.25 |
|
HIGH |
3,498.75 |
|
0.618 |
3,488.00 |
|
0.500 |
3,484.50 |
|
0.382 |
3,481.25 |
|
LOW |
3,470.50 |
|
0.618 |
3,453.00 |
|
1.000 |
3,442.25 |
|
1.618 |
3,424.75 |
|
2.618 |
3,396.50 |
|
4.250 |
3,350.50 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,491.00 |
3,483.50 |
| PP |
3,487.75 |
3,473.25 |
| S1 |
3,484.50 |
3,462.75 |
|