| 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 |
1,953.19 |
1,928.72 |
-24.47 |
-1.3% |
1,939.46 |
| High |
1,966.50 |
1,972.73 |
6.23 |
0.3% |
1,972.73 |
| Low |
1,916.95 |
1,924.37 |
7.42 |
0.4% |
1,903.83 |
| Close |
1,928.63 |
1,964.05 |
35.42 |
1.8% |
1,964.05 |
| Range |
49.55 |
48.36 |
-1.19 |
-2.4% |
68.90 |
| ATR |
41.27 |
41.78 |
0.51 |
1.2% |
0.00 |
| Volume |
6,308 |
7,216 |
908 |
14.4% |
34,132 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,098.80 |
2,079.78 |
1,990.65 |
|
| R3 |
2,050.44 |
2,031.42 |
1,977.35 |
|
| R2 |
2,002.08 |
2,002.08 |
1,972.92 |
|
| R1 |
1,983.06 |
1,983.06 |
1,968.48 |
1,992.57 |
| PP |
1,953.72 |
1,953.72 |
1,953.72 |
1,958.47 |
| S1 |
1,934.70 |
1,934.70 |
1,959.62 |
1,944.21 |
| S2 |
1,905.36 |
1,905.36 |
1,955.18 |
|
| S3 |
1,857.00 |
1,886.34 |
1,950.75 |
|
| S4 |
1,808.64 |
1,837.98 |
1,937.45 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.57 |
2,127.71 |
2,001.95 |
|
| R3 |
2,084.67 |
2,058.81 |
1,983.00 |
|
| R2 |
2,015.77 |
2,015.77 |
1,976.68 |
|
| R1 |
1,989.91 |
1,989.91 |
1,970.37 |
2,002.84 |
| PP |
1,946.87 |
1,946.87 |
1,946.87 |
1,953.34 |
| S1 |
1,921.01 |
1,921.01 |
1,957.73 |
1,933.94 |
| S2 |
1,877.97 |
1,877.97 |
1,951.42 |
|
| S3 |
1,809.07 |
1,852.11 |
1,945.10 |
|
| S4 |
1,740.17 |
1,783.21 |
1,926.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,972.73 |
1,903.83 |
68.90 |
3.5% |
41.01 |
2.1% |
87% |
True |
False |
6,826 |
| 10 |
2,014.05 |
1,903.83 |
110.22 |
5.6% |
44.42 |
2.3% |
55% |
False |
False |
6,374 |
| 20 |
2,070.48 |
1,869.42 |
201.06 |
10.2% |
47.42 |
2.4% |
47% |
False |
False |
6,266 |
| 40 |
2,070.48 |
1,770.76 |
299.72 |
15.3% |
35.82 |
1.8% |
64% |
False |
False |
6,539 |
| 60 |
2,070.48 |
1,678.27 |
392.21 |
20.0% |
30.38 |
1.5% |
73% |
False |
False |
6,282 |
| 80 |
2,070.48 |
1,672.80 |
397.68 |
20.2% |
28.26 |
1.4% |
73% |
False |
False |
6,151 |
| 100 |
2,070.48 |
1,663.76 |
406.72 |
20.7% |
28.11 |
1.4% |
74% |
False |
False |
6,128 |
| 120 |
2,070.48 |
1,453.26 |
617.22 |
31.4% |
30.70 |
1.6% |
83% |
False |
False |
6,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.26 |
|
2.618 |
2,099.34 |
|
1.618 |
2,050.98 |
|
1.000 |
2,021.09 |
|
0.618 |
2,002.62 |
|
HIGH |
1,972.73 |
|
0.618 |
1,954.26 |
|
0.500 |
1,948.55 |
|
0.382 |
1,942.84 |
|
LOW |
1,924.37 |
|
0.618 |
1,894.48 |
|
1.000 |
1,876.01 |
|
1.618 |
1,846.12 |
|
2.618 |
1,797.76 |
|
4.250 |
1,718.84 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,958.88 |
1,955.46 |
| PP |
1,953.72 |
1,946.87 |
| S1 |
1,948.55 |
1,938.28 |
|