| 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 |
11,717.25 |
11,960.00 |
242.75 |
2.1% |
11,135.75 |
| High |
11,985.50 |
12,029.75 |
44.25 |
0.4% |
11,555.75 |
| Low |
11,711.25 |
11,820.25 |
109.00 |
0.9% |
11,134.75 |
| Close |
11,975.50 |
11,937.25 |
-38.25 |
-0.3% |
11,545.50 |
| Range |
274.25 |
209.50 |
-64.75 |
-23.6% |
421.00 |
| ATR |
214.73 |
214.35 |
-0.37 |
-0.2% |
0.00 |
| Volume |
1,640 |
1,540 |
-100 |
-6.1% |
3,880 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,557.50 |
12,457.00 |
12,052.50 |
|
| R3 |
12,348.00 |
12,247.50 |
11,994.75 |
|
| R2 |
12,138.50 |
12,138.50 |
11,975.75 |
|
| R1 |
12,038.00 |
12,038.00 |
11,956.50 |
11,983.50 |
| PP |
11,929.00 |
11,929.00 |
11,929.00 |
11,902.00 |
| S1 |
11,828.50 |
11,828.50 |
11,918.00 |
11,774.00 |
| S2 |
11,719.50 |
11,719.50 |
11,898.75 |
|
| S3 |
11,510.00 |
11,619.00 |
11,879.75 |
|
| S4 |
11,300.50 |
11,409.50 |
11,822.00 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,675.00 |
12,531.25 |
11,777.00 |
|
| R3 |
12,254.00 |
12,110.25 |
11,661.25 |
|
| R2 |
11,833.00 |
11,833.00 |
11,622.75 |
|
| R1 |
11,689.25 |
11,689.25 |
11,584.00 |
11,761.00 |
| PP |
11,412.00 |
11,412.00 |
11,412.00 |
11,448.00 |
| S1 |
11,268.25 |
11,268.25 |
11,507.00 |
11,340.00 |
| S2 |
10,991.00 |
10,991.00 |
11,468.25 |
|
| S3 |
10,570.00 |
10,847.25 |
11,429.75 |
|
| S4 |
10,149.00 |
10,426.25 |
11,314.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,029.75 |
11,392.25 |
637.50 |
5.3% |
201.00 |
1.7% |
85% |
True |
False |
1,493 |
| 10 |
12,029.75 |
11,080.00 |
949.75 |
8.0% |
184.75 |
1.5% |
90% |
True |
False |
1,035 |
| 20 |
12,029.75 |
10,676.25 |
1,353.50 |
11.3% |
197.00 |
1.6% |
93% |
True |
False |
805 |
| 40 |
12,029.75 |
10,240.00 |
1,789.75 |
15.0% |
230.00 |
1.9% |
95% |
True |
False |
710 |
| 60 |
12,029.75 |
9,390.50 |
2,639.25 |
22.1% |
234.25 |
2.0% |
96% |
True |
False |
553 |
| 80 |
12,029.75 |
8,829.25 |
3,200.50 |
26.8% |
215.25 |
1.8% |
97% |
True |
False |
416 |
| 100 |
12,029.75 |
7,960.25 |
4,069.50 |
34.1% |
216.50 |
1.8% |
98% |
True |
False |
333 |
| 120 |
12,029.75 |
6,626.75 |
5,403.00 |
45.3% |
242.00 |
2.0% |
98% |
True |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,920.00 |
|
2.618 |
12,578.25 |
|
1.618 |
12,368.75 |
|
1.000 |
12,239.25 |
|
0.618 |
12,159.25 |
|
HIGH |
12,029.75 |
|
0.618 |
11,949.75 |
|
0.500 |
11,925.00 |
|
0.382 |
11,900.25 |
|
LOW |
11,820.25 |
|
0.618 |
11,690.75 |
|
1.000 |
11,610.75 |
|
1.618 |
11,481.25 |
|
2.618 |
11,271.75 |
|
4.250 |
10,930.00 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,933.25 |
11,889.75 |
| PP |
11,929.00 |
11,842.25 |
| S1 |
11,925.00 |
11,795.00 |
|