| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,939.75 |
11,987.50 |
47.75 |
0.4% |
11,569.50 |
| High |
12,001.75 |
12,149.75 |
148.00 |
1.2% |
12,029.75 |
| Low |
11,906.00 |
11,976.25 |
70.25 |
0.6% |
11,512.75 |
| Close |
11,976.25 |
12,099.50 |
123.25 |
1.0% |
11,976.25 |
| Range |
95.75 |
173.50 |
77.75 |
81.2% |
517.00 |
| ATR |
205.88 |
203.57 |
-2.31 |
-1.1% |
0.00 |
| Volume |
925 |
2,094 |
1,169 |
126.4% |
7,007 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,595.75 |
12,521.00 |
12,195.00 |
|
| R3 |
12,422.25 |
12,347.50 |
12,147.25 |
|
| R2 |
12,248.75 |
12,248.75 |
12,131.25 |
|
| R1 |
12,174.00 |
12,174.00 |
12,115.50 |
12,211.50 |
| PP |
12,075.25 |
12,075.25 |
12,075.25 |
12,093.75 |
| S1 |
12,000.50 |
12,000.50 |
12,083.50 |
12,038.00 |
| S2 |
11,901.75 |
11,901.75 |
12,067.75 |
|
| S3 |
11,728.25 |
11,827.00 |
12,051.75 |
|
| S4 |
11,554.75 |
11,653.50 |
12,004.00 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,390.50 |
13,200.50 |
12,260.50 |
|
| R3 |
12,873.50 |
12,683.50 |
12,118.50 |
|
| R2 |
12,356.50 |
12,356.50 |
12,071.00 |
|
| R1 |
12,166.50 |
12,166.50 |
12,023.75 |
12,261.50 |
| PP |
11,839.50 |
11,839.50 |
11,839.50 |
11,887.00 |
| S1 |
11,649.50 |
11,649.50 |
11,928.75 |
11,744.50 |
| S2 |
11,322.50 |
11,322.50 |
11,881.50 |
|
| S3 |
10,805.50 |
11,132.50 |
11,834.00 |
|
| S4 |
10,288.50 |
10,615.50 |
11,692.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,149.75 |
11,560.00 |
589.75 |
4.9% |
183.50 |
1.5% |
91% |
True |
False |
1,490 |
| 10 |
12,149.75 |
11,206.25 |
943.50 |
7.8% |
182.75 |
1.5% |
95% |
True |
False |
1,274 |
| 20 |
12,149.75 |
10,830.25 |
1,319.50 |
10.9% |
188.50 |
1.6% |
96% |
True |
False |
866 |
| 40 |
12,149.75 |
10,288.00 |
1,861.75 |
15.4% |
225.00 |
1.9% |
97% |
True |
False |
764 |
| 60 |
12,149.75 |
9,390.50 |
2,759.25 |
22.8% |
233.25 |
1.9% |
98% |
True |
False |
603 |
| 80 |
12,149.75 |
8,829.25 |
3,320.50 |
27.4% |
216.50 |
1.8% |
98% |
True |
False |
453 |
| 100 |
12,149.75 |
8,088.50 |
4,061.25 |
33.6% |
213.50 |
1.8% |
99% |
True |
False |
363 |
| 120 |
12,149.75 |
6,626.75 |
5,523.00 |
45.6% |
241.75 |
2.0% |
99% |
True |
False |
303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,887.00 |
|
2.618 |
12,604.00 |
|
1.618 |
12,430.50 |
|
1.000 |
12,323.25 |
|
0.618 |
12,257.00 |
|
HIGH |
12,149.75 |
|
0.618 |
12,083.50 |
|
0.500 |
12,063.00 |
|
0.382 |
12,042.50 |
|
LOW |
11,976.25 |
|
0.618 |
11,869.00 |
|
1.000 |
11,802.75 |
|
1.618 |
11,695.50 |
|
2.618 |
11,522.00 |
|
4.250 |
11,239.00 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,087.25 |
12,061.25 |
| PP |
12,075.25 |
12,023.25 |
| S1 |
12,063.00 |
11,985.00 |
|