| 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 |
1,942.4 |
1,980.2 |
37.8 |
1.9% |
1,948.7 |
| High |
1,989.3 |
1,992.1 |
2.8 |
0.1% |
1,993.7 |
| Low |
1,935.5 |
1,970.1 |
34.6 |
1.8% |
1,916.8 |
| Close |
1,981.8 |
1,986.5 |
4.7 |
0.2% |
1,981.8 |
| Range |
53.8 |
22.0 |
-31.8 |
-59.1% |
76.9 |
| ATR |
48.0 |
46.2 |
-1.9 |
-3.9% |
0.0 |
| Volume |
3,493 |
2,203 |
-1,290 |
-36.9% |
13,318 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.9 |
2,039.7 |
1,998.6 |
|
| R3 |
2,026.9 |
2,017.7 |
1,992.6 |
|
| R2 |
2,004.9 |
2,004.9 |
1,990.5 |
|
| R1 |
1,995.7 |
1,995.7 |
1,988.5 |
2,000.3 |
| PP |
1,982.9 |
1,982.9 |
1,982.9 |
1,985.2 |
| S1 |
1,973.7 |
1,973.7 |
1,984.5 |
1,978.3 |
| S2 |
1,960.9 |
1,960.9 |
1,982.5 |
|
| S3 |
1,938.9 |
1,951.7 |
1,980.5 |
|
| S4 |
1,916.9 |
1,929.7 |
1,974.4 |
|
|
| 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% |
45.1 |
2.3% |
91% |
False |
False |
2,639 |
| 10 |
2,032.5 |
1,916.8 |
115.7 |
5.8% |
46.8 |
2.4% |
60% |
False |
False |
2,728 |
| 20 |
2,099.2 |
1,884.0 |
215.2 |
10.8% |
52.2 |
2.6% |
48% |
False |
False |
3,855 |
| 40 |
2,099.2 |
1,813.5 |
285.7 |
14.4% |
40.3 |
2.0% |
61% |
False |
False |
3,551 |
| 60 |
2,099.2 |
1,717.6 |
381.6 |
19.2% |
35.0 |
1.8% |
70% |
False |
False |
2,871 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.2% |
31.6 |
1.6% |
72% |
False |
False |
2,486 |
| 100 |
2,099.2 |
1,683.5 |
415.7 |
20.9% |
29.9 |
1.5% |
73% |
False |
False |
2,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,085.6 |
|
2.618 |
2,049.7 |
|
1.618 |
2,027.7 |
|
1.000 |
2,014.1 |
|
0.618 |
2,005.7 |
|
HIGH |
1,992.1 |
|
0.618 |
1,983.7 |
|
0.500 |
1,981.1 |
|
0.382 |
1,978.5 |
|
LOW |
1,970.1 |
|
0.618 |
1,956.5 |
|
1.000 |
1,948.1 |
|
1.618 |
1,934.5 |
|
2.618 |
1,912.5 |
|
4.250 |
1,876.6 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,984.7 |
1,977.1 |
| PP |
1,982.9 |
1,967.7 |
| S1 |
1,981.1 |
1,958.3 |
|