| 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 |
28,515 |
28,679 |
164 |
0.6% |
27,900 |
| High |
28,718 |
28,783 |
65 |
0.2% |
28,718 |
| Low |
28,442 |
28,333 |
-109 |
-0.4% |
27,877 |
| Close |
28,611 |
28,416 |
-195 |
-0.7% |
28,611 |
| Range |
276 |
450 |
174 |
63.0% |
841 |
| ATR |
384 |
389 |
5 |
1.2% |
0 |
| Volume |
147,833 |
187,254 |
39,421 |
26.7% |
843,405 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,861 |
29,588 |
28,664 |
|
| R3 |
29,411 |
29,138 |
28,540 |
|
| R2 |
28,961 |
28,961 |
28,499 |
|
| R1 |
28,688 |
28,688 |
28,457 |
28,600 |
| PP |
28,511 |
28,511 |
28,511 |
28,466 |
| S1 |
28,238 |
28,238 |
28,375 |
28,150 |
| S2 |
28,061 |
28,061 |
28,334 |
|
| S3 |
27,611 |
27,788 |
28,292 |
|
| S4 |
27,161 |
27,338 |
28,169 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,925 |
30,609 |
29,074 |
|
| R3 |
30,084 |
29,768 |
28,842 |
|
| R2 |
29,243 |
29,243 |
28,765 |
|
| R1 |
28,927 |
28,927 |
28,688 |
29,085 |
| PP |
28,402 |
28,402 |
28,402 |
28,481 |
| S1 |
28,086 |
28,086 |
28,534 |
28,244 |
| S2 |
27,561 |
27,561 |
28,457 |
|
| S3 |
26,720 |
27,245 |
28,380 |
|
| S4 |
25,879 |
26,404 |
28,149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,783 |
28,042 |
741 |
2.6% |
364 |
1.3% |
50% |
True |
False |
174,692 |
| 10 |
28,783 |
27,392 |
1,391 |
4.9% |
357 |
1.3% |
74% |
True |
False |
167,014 |
| 20 |
28,783 |
26,439 |
2,344 |
8.2% |
352 |
1.2% |
84% |
True |
False |
165,389 |
| 40 |
28,783 |
25,293 |
3,490 |
12.3% |
405 |
1.4% |
89% |
True |
False |
180,736 |
| 60 |
28,783 |
24,409 |
4,374 |
15.4% |
532 |
1.9% |
92% |
True |
False |
184,254 |
| 80 |
28,783 |
22,629 |
6,154 |
21.7% |
546 |
1.9% |
94% |
True |
False |
138,273 |
| 100 |
28,783 |
22,629 |
6,154 |
21.7% |
562 |
2.0% |
94% |
True |
False |
110,649 |
| 120 |
28,783 |
17,992 |
10,791 |
38.0% |
724 |
2.5% |
97% |
True |
False |
92,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30,696 |
|
2.618 |
29,961 |
|
1.618 |
29,511 |
|
1.000 |
29,233 |
|
0.618 |
29,061 |
|
HIGH |
28,783 |
|
0.618 |
28,611 |
|
0.500 |
28,558 |
|
0.382 |
28,505 |
|
LOW |
28,333 |
|
0.618 |
28,055 |
|
1.000 |
27,883 |
|
1.618 |
27,605 |
|
2.618 |
27,155 |
|
4.250 |
26,421 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28,558 |
28,482 |
| PP |
28,511 |
28,460 |
| S1 |
28,463 |
28,438 |
|