| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,333.0 |
3,323.0 |
-10.0 |
-0.3% |
3,288.0 |
| High |
3,358.0 |
3,350.0 |
-8.0 |
-0.2% |
3,316.0 |
| Low |
3,303.0 |
3,301.0 |
-2.0 |
-0.1% |
3,204.0 |
| Close |
3,318.0 |
3,341.0 |
23.0 |
0.7% |
3,239.0 |
| Range |
55.0 |
49.0 |
-6.0 |
-10.9% |
112.0 |
| ATR |
58.9 |
58.2 |
-0.7 |
-1.2% |
0.0 |
| Volume |
1,267 |
281 |
-986 |
-77.8% |
14,221 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,477.7 |
3,458.3 |
3,368.0 |
|
| R3 |
3,428.7 |
3,409.3 |
3,354.5 |
|
| R2 |
3,379.7 |
3,379.7 |
3,350.0 |
|
| R1 |
3,360.3 |
3,360.3 |
3,345.5 |
3,370.0 |
| PP |
3,330.7 |
3,330.7 |
3,330.7 |
3,335.5 |
| S1 |
3,311.3 |
3,311.3 |
3,336.5 |
3,321.0 |
| S2 |
3,281.7 |
3,281.7 |
3,332.0 |
|
| S3 |
3,232.7 |
3,262.3 |
3,327.5 |
|
| S4 |
3,183.7 |
3,213.3 |
3,314.1 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,589.0 |
3,526.0 |
3,300.6 |
|
| R3 |
3,477.0 |
3,414.0 |
3,269.8 |
|
| R2 |
3,365.0 |
3,365.0 |
3,259.5 |
|
| R1 |
3,302.0 |
3,302.0 |
3,249.3 |
3,277.5 |
| PP |
3,253.0 |
3,253.0 |
3,253.0 |
3,240.8 |
| S1 |
3,190.0 |
3,190.0 |
3,228.7 |
3,165.5 |
| S2 |
3,141.0 |
3,141.0 |
3,218.5 |
|
| S3 |
3,029.0 |
3,078.0 |
3,208.2 |
|
| S4 |
2,917.0 |
2,966.0 |
3,177.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,358.0 |
3,204.0 |
154.0 |
4.6% |
54.4 |
1.6% |
89% |
False |
False |
3,161 |
| 10 |
3,358.0 |
3,204.0 |
154.0 |
4.6% |
50.1 |
1.5% |
89% |
False |
False |
2,439 |
| 20 |
3,359.0 |
3,127.0 |
232.0 |
6.9% |
58.0 |
1.7% |
92% |
False |
False |
2,710 |
| 40 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
51.8 |
1.6% |
71% |
False |
False |
2,123 |
| 60 |
3,430.0 |
3,026.0 |
404.0 |
12.1% |
53.5 |
1.6% |
78% |
False |
False |
4,153 |
| 80 |
3,430.0 |
2,665.0 |
765.0 |
22.9% |
47.6 |
1.4% |
88% |
False |
False |
5,113 |
| 100 |
3,430.0 |
2,665.0 |
765.0 |
22.9% |
42.9 |
1.3% |
88% |
False |
False |
7,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,558.3 |
|
2.618 |
3,478.3 |
|
1.618 |
3,429.3 |
|
1.000 |
3,399.0 |
|
0.618 |
3,380.3 |
|
HIGH |
3,350.0 |
|
0.618 |
3,331.3 |
|
0.500 |
3,325.5 |
|
0.382 |
3,319.7 |
|
LOW |
3,301.0 |
|
0.618 |
3,270.7 |
|
1.000 |
3,252.0 |
|
1.618 |
3,221.7 |
|
2.618 |
3,172.7 |
|
4.250 |
3,092.8 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,335.8 |
3,329.5 |
| PP |
3,330.7 |
3,318.0 |
| S1 |
3,325.5 |
3,306.5 |
|