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 |
28,601.29 |
28,643.66 |
42.37 |
0.1% |
28,077.58 |
High |
28,733.35 |
28,643.66 |
-89.69 |
-0.3% |
28,733.35 |
Low |
28,487.98 |
28,363.55 |
-124.43 |
-0.4% |
28,041.75 |
Close |
28,653.87 |
28,430.05 |
-223.82 |
-0.8% |
28,653.87 |
Range |
245.37 |
280.11 |
34.74 |
14.2% |
691.60 |
ATR |
308.88 |
307.56 |
-1.33 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,319.42 |
29,154.84 |
28,584.11 |
|
R3 |
29,039.31 |
28,874.73 |
28,507.08 |
|
R2 |
28,759.20 |
28,759.20 |
28,481.40 |
|
R1 |
28,594.62 |
28,594.62 |
28,455.73 |
28,536.86 |
PP |
28,479.09 |
28,479.09 |
28,479.09 |
28,450.20 |
S1 |
28,314.51 |
28,314.51 |
28,404.37 |
28,256.75 |
S2 |
28,198.98 |
28,198.98 |
28,378.70 |
|
S3 |
27,918.87 |
28,034.40 |
28,353.02 |
|
S4 |
27,638.76 |
27,754.29 |
28,275.99 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,551.12 |
30,294.10 |
29,034.25 |
|
R3 |
29,859.52 |
29,602.50 |
28,844.06 |
|
R2 |
29,167.92 |
29,167.92 |
28,780.66 |
|
R1 |
28,910.90 |
28,910.90 |
28,717.27 |
29,039.41 |
PP |
28,476.32 |
28,476.32 |
28,476.32 |
28,540.58 |
S1 |
28,219.30 |
28,219.30 |
28,590.47 |
28,347.81 |
S2 |
27,784.72 |
27,784.72 |
28,527.08 |
|
S3 |
27,093.12 |
27,527.70 |
28,463.68 |
|
S4 |
26,401.52 |
26,836.10 |
28,273.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,733.35 |
28,094.57 |
638.78 |
2.2% |
260.37 |
0.9% |
53% |
False |
False |
|
10 |
28,733.35 |
27,526.25 |
1,207.10 |
4.2% |
259.80 |
0.9% |
75% |
False |
False |
|
20 |
28,733.35 |
26,597.82 |
2,135.53 |
7.5% |
262.80 |
0.9% |
86% |
False |
False |
|
40 |
28,733.35 |
25,526.33 |
3,207.02 |
11.3% |
300.91 |
1.1% |
91% |
False |
False |
|
60 |
28,733.35 |
24,843.18 |
3,890.17 |
13.7% |
380.42 |
1.3% |
92% |
False |
False |
|
80 |
28,733.35 |
22,789.62 |
5,943.73 |
20.9% |
389.31 |
1.4% |
95% |
False |
False |
|
100 |
28,733.35 |
22,789.62 |
5,943.73 |
20.9% |
392.41 |
1.4% |
95% |
False |
False |
|
120 |
28,733.35 |
18,213.65 |
10,519.70 |
37.0% |
517.60 |
1.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,834.13 |
2.618 |
29,376.99 |
1.618 |
29,096.88 |
1.000 |
28,923.77 |
0.618 |
28,816.77 |
HIGH |
28,643.66 |
0.618 |
28,536.66 |
0.500 |
28,503.61 |
0.382 |
28,470.55 |
LOW |
28,363.55 |
0.618 |
28,190.44 |
1.000 |
28,083.44 |
1.618 |
27,910.33 |
2.618 |
27,630.22 |
4.250 |
27,173.08 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
28,503.61 |
28,548.45 |
PP |
28,479.09 |
28,508.98 |
S1 |
28,454.57 |
28,469.52 |
|