| 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 |
1,945.9 |
1,970.9 |
25.0 |
1.3% |
1,966.7 |
| High |
1,970.9 |
1,993.7 |
22.8 |
1.2% |
2,032.5 |
| Low |
1,916.8 |
1,922.8 |
6.0 |
0.3% |
1,925.4 |
| Close |
1,960.3 |
1,940.0 |
-20.3 |
-1.0% |
1,955.1 |
| Range |
54.1 |
70.9 |
16.8 |
31.1% |
107.1 |
| ATR |
45.8 |
47.6 |
1.8 |
3.9% |
0.0 |
| Volume |
2,615 |
3,467 |
852 |
32.6% |
17,078 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.9 |
2,123.3 |
1,979.0 |
|
| R3 |
2,094.0 |
2,052.4 |
1,959.5 |
|
| R2 |
2,023.1 |
2,023.1 |
1,953.0 |
|
| R1 |
1,981.5 |
1,981.5 |
1,946.5 |
1,966.9 |
| PP |
1,952.2 |
1,952.2 |
1,952.2 |
1,944.8 |
| S1 |
1,910.6 |
1,910.6 |
1,933.5 |
1,896.0 |
| S2 |
1,881.3 |
1,881.3 |
1,927.0 |
|
| S3 |
1,810.4 |
1,839.7 |
1,920.5 |
|
| S4 |
1,739.5 |
1,768.8 |
1,901.0 |
|
|
| 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 |
1,993.7 |
1,916.8 |
76.9 |
4.0% |
46.8 |
2.4% |
30% |
True |
False |
2,260 |
| 10 |
2,032.5 |
1,916.8 |
115.7 |
6.0% |
48.3 |
2.5% |
20% |
False |
False |
2,937 |
| 20 |
2,099.2 |
1,884.0 |
215.2 |
11.1% |
51.6 |
2.7% |
26% |
False |
False |
3,848 |
| 40 |
2,099.2 |
1,795.6 |
303.6 |
15.6% |
39.5 |
2.0% |
48% |
False |
False |
3,481 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
20.7% |
34.9 |
1.8% |
60% |
False |
False |
2,866 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.7% |
31.5 |
1.6% |
60% |
False |
False |
2,439 |
| 100 |
2,099.2 |
1,675.7 |
423.5 |
21.8% |
29.7 |
1.5% |
62% |
False |
False |
2,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,295.0 |
|
2.618 |
2,179.3 |
|
1.618 |
2,108.4 |
|
1.000 |
2,064.6 |
|
0.618 |
2,037.5 |
|
HIGH |
1,993.7 |
|
0.618 |
1,966.6 |
|
0.500 |
1,958.3 |
|
0.382 |
1,949.9 |
|
LOW |
1,922.8 |
|
0.618 |
1,879.0 |
|
1.000 |
1,851.9 |
|
1.618 |
1,808.1 |
|
2.618 |
1,737.2 |
|
4.250 |
1,621.5 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,958.3 |
1,955.3 |
| PP |
1,952.2 |
1,950.2 |
| S1 |
1,946.1 |
1,945.1 |
|