| 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 |
1,970.9 |
1,942.4 |
-28.5 |
-1.4% |
1,948.7 |
| High |
1,993.7 |
1,989.3 |
-4.4 |
-0.2% |
1,993.7 |
| Low |
1,922.8 |
1,935.5 |
12.7 |
0.7% |
1,916.8 |
| Close |
1,940.0 |
1,981.8 |
41.8 |
2.2% |
1,981.8 |
| Range |
70.9 |
53.8 |
-17.1 |
-24.1% |
76.9 |
| ATR |
47.6 |
48.0 |
0.4 |
0.9% |
0.0 |
| Volume |
3,467 |
3,493 |
26 |
0.7% |
13,318 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.3 |
2,109.8 |
2,011.4 |
|
| R3 |
2,076.5 |
2,056.0 |
1,996.6 |
|
| R2 |
2,022.7 |
2,022.7 |
1,991.7 |
|
| R1 |
2,002.2 |
2,002.2 |
1,986.7 |
2,012.5 |
| PP |
1,968.9 |
1,968.9 |
1,968.9 |
1,974.0 |
| S1 |
1,948.4 |
1,948.4 |
1,976.9 |
1,958.7 |
| S2 |
1,915.1 |
1,915.1 |
1,971.9 |
|
| S3 |
1,861.3 |
1,894.6 |
1,967.0 |
|
| S4 |
1,807.5 |
1,840.8 |
1,952.2 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.8 |
2,165.2 |
2,024.1 |
|
| R3 |
2,117.9 |
2,088.3 |
2,002.9 |
|
| R2 |
2,041.0 |
2,041.0 |
1,995.9 |
|
| R1 |
2,011.4 |
2,011.4 |
1,988.8 |
2,026.2 |
| PP |
1,964.1 |
1,964.1 |
1,964.1 |
1,971.5 |
| S1 |
1,934.5 |
1,934.5 |
1,974.8 |
1,949.3 |
| S2 |
1,887.2 |
1,887.2 |
1,967.7 |
|
| S3 |
1,810.3 |
1,857.6 |
1,960.7 |
|
| S4 |
1,733.4 |
1,780.7 |
1,939.5 |
|
|
| 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 |
3.9% |
48.3 |
2.4% |
85% |
False |
False |
2,663 |
| 10 |
2,032.5 |
1,916.8 |
115.7 |
5.8% |
50.7 |
2.6% |
56% |
False |
False |
3,039 |
| 20 |
2,099.2 |
1,884.0 |
215.2 |
10.9% |
52.7 |
2.7% |
45% |
False |
False |
3,855 |
| 40 |
2,099.2 |
1,809.3 |
289.9 |
14.6% |
40.3 |
2.0% |
60% |
False |
False |
3,536 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
20.2% |
35.3 |
1.8% |
71% |
False |
False |
2,897 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.2% |
31.8 |
1.6% |
71% |
False |
False |
2,473 |
| 100 |
2,099.2 |
1,677.6 |
421.6 |
21.3% |
29.8 |
1.5% |
72% |
False |
False |
2,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,218.0 |
|
2.618 |
2,130.1 |
|
1.618 |
2,076.3 |
|
1.000 |
2,043.1 |
|
0.618 |
2,022.5 |
|
HIGH |
1,989.3 |
|
0.618 |
1,968.7 |
|
0.500 |
1,962.4 |
|
0.382 |
1,956.1 |
|
LOW |
1,935.5 |
|
0.618 |
1,902.3 |
|
1.000 |
1,881.7 |
|
1.618 |
1,848.5 |
|
2.618 |
1,794.7 |
|
4.250 |
1,706.9 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,975.3 |
1,973.0 |
| PP |
1,968.9 |
1,964.1 |
| S1 |
1,962.4 |
1,955.3 |
|