| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,944.5 |
1,945.9 |
1.4 |
0.1% |
1,966.7 |
| High |
1,951.9 |
1,970.9 |
19.0 |
1.0% |
2,032.5 |
| Low |
1,927.3 |
1,916.8 |
-10.5 |
-0.5% |
1,925.4 |
| Close |
1,931.1 |
1,960.3 |
29.2 |
1.5% |
1,955.1 |
| Range |
24.6 |
54.1 |
29.5 |
119.9% |
107.1 |
| ATR |
45.2 |
45.8 |
0.6 |
1.4% |
0.0 |
| Volume |
1,418 |
2,615 |
1,197 |
84.4% |
17,078 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.6 |
2,090.1 |
1,990.1 |
|
| R3 |
2,057.5 |
2,036.0 |
1,975.2 |
|
| R2 |
2,003.4 |
2,003.4 |
1,970.2 |
|
| R1 |
1,981.9 |
1,981.9 |
1,965.3 |
1,992.7 |
| PP |
1,949.3 |
1,949.3 |
1,949.3 |
1,954.7 |
| S1 |
1,927.8 |
1,927.8 |
1,955.3 |
1,938.6 |
| S2 |
1,895.2 |
1,895.2 |
1,950.4 |
|
| S3 |
1,841.1 |
1,873.7 |
1,945.4 |
|
| S4 |
1,787.0 |
1,819.6 |
1,930.5 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.3 |
2,230.8 |
2,014.0 |
|
| R3 |
2,185.2 |
2,123.7 |
1,984.6 |
|
| R2 |
2,078.1 |
2,078.1 |
1,974.7 |
|
| R1 |
2,016.6 |
2,016.6 |
1,964.9 |
1,993.8 |
| PP |
1,971.0 |
1,971.0 |
1,971.0 |
1,959.6 |
| S1 |
1,909.5 |
1,909.5 |
1,945.3 |
1,886.7 |
| S2 |
1,863.9 |
1,863.9 |
1,935.5 |
|
| S3 |
1,756.8 |
1,802.4 |
1,925.6 |
|
| S4 |
1,649.7 |
1,695.3 |
1,896.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,978.0 |
1,916.8 |
61.2 |
3.1% |
39.4 |
2.0% |
71% |
False |
True |
2,270 |
| 10 |
2,032.5 |
1,916.8 |
115.7 |
5.9% |
46.3 |
2.4% |
38% |
False |
True |
3,043 |
| 20 |
2,099.2 |
1,884.0 |
215.2 |
11.0% |
49.7 |
2.5% |
35% |
False |
False |
3,786 |
| 40 |
2,099.2 |
1,795.6 |
303.6 |
15.5% |
38.6 |
2.0% |
54% |
False |
False |
3,441 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
20.4% |
34.4 |
1.8% |
65% |
False |
False |
2,864 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.4% |
30.8 |
1.6% |
65% |
False |
False |
2,405 |
| 100 |
2,099.2 |
1,642.1 |
457.1 |
23.3% |
29.7 |
1.5% |
70% |
False |
False |
2,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,200.8 |
|
2.618 |
2,112.5 |
|
1.618 |
2,058.4 |
|
1.000 |
2,025.0 |
|
0.618 |
2,004.3 |
|
HIGH |
1,970.9 |
|
0.618 |
1,950.2 |
|
0.500 |
1,943.9 |
|
0.382 |
1,937.5 |
|
LOW |
1,916.8 |
|
0.618 |
1,883.4 |
|
1.000 |
1,862.7 |
|
1.618 |
1,829.3 |
|
2.618 |
1,775.2 |
|
4.250 |
1,686.9 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,954.8 |
1,956.0 |
| PP |
1,949.3 |
1,951.7 |
| S1 |
1,943.9 |
1,947.4 |
|