| 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 |
11,625.00 |
11,717.25 |
92.25 |
0.8% |
11,135.75 |
| High |
11,725.00 |
11,985.50 |
260.50 |
2.2% |
11,555.75 |
| Low |
11,560.00 |
11,711.25 |
151.25 |
1.3% |
11,134.75 |
| Close |
11,710.25 |
11,975.50 |
265.25 |
2.3% |
11,545.50 |
| Range |
165.00 |
274.25 |
109.25 |
66.2% |
421.00 |
| ATR |
210.07 |
214.73 |
4.66 |
2.2% |
0.00 |
| Volume |
1,251 |
1,640 |
389 |
31.1% |
3,880 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,713.50 |
12,618.75 |
12,126.25 |
|
| R3 |
12,439.25 |
12,344.50 |
12,051.00 |
|
| R2 |
12,165.00 |
12,165.00 |
12,025.75 |
|
| R1 |
12,070.25 |
12,070.25 |
12,000.75 |
12,117.50 |
| PP |
11,890.75 |
11,890.75 |
11,890.75 |
11,914.50 |
| S1 |
11,796.00 |
11,796.00 |
11,950.25 |
11,843.50 |
| S2 |
11,616.50 |
11,616.50 |
11,925.25 |
|
| S3 |
11,342.25 |
11,521.75 |
11,900.00 |
|
| S4 |
11,068.00 |
11,247.50 |
11,824.75 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,675.00 |
12,531.25 |
11,777.00 |
|
| R3 |
12,254.00 |
12,110.25 |
11,661.25 |
|
| R2 |
11,833.00 |
11,833.00 |
11,622.75 |
|
| R1 |
11,689.25 |
11,689.25 |
11,584.00 |
11,761.00 |
| PP |
11,412.00 |
11,412.00 |
11,412.00 |
11,448.00 |
| S1 |
11,268.25 |
11,268.25 |
11,507.00 |
11,340.00 |
| S2 |
10,991.00 |
10,991.00 |
11,468.25 |
|
| S3 |
10,570.00 |
10,847.25 |
11,429.75 |
|
| S4 |
10,149.00 |
10,426.25 |
11,314.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,985.50 |
11,206.25 |
779.25 |
6.5% |
213.75 |
1.8% |
99% |
True |
False |
1,324 |
| 10 |
11,985.50 |
11,080.00 |
905.50 |
7.6% |
180.75 |
1.5% |
99% |
True |
False |
948 |
| 20 |
11,985.50 |
10,489.00 |
1,496.50 |
12.5% |
206.00 |
1.7% |
99% |
True |
False |
765 |
| 40 |
11,985.50 |
10,067.00 |
1,918.50 |
16.0% |
230.50 |
1.9% |
99% |
True |
False |
681 |
| 60 |
11,985.50 |
9,390.50 |
2,595.00 |
21.7% |
231.75 |
1.9% |
100% |
True |
False |
528 |
| 80 |
11,985.50 |
8,829.25 |
3,156.25 |
26.4% |
213.75 |
1.8% |
100% |
True |
False |
396 |
| 100 |
11,985.50 |
7,918.75 |
4,066.75 |
34.0% |
216.00 |
1.8% |
100% |
True |
False |
317 |
| 120 |
11,985.50 |
6,626.75 |
5,358.75 |
44.7% |
240.25 |
2.0% |
100% |
True |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,151.00 |
|
2.618 |
12,703.50 |
|
1.618 |
12,429.25 |
|
1.000 |
12,259.75 |
|
0.618 |
12,155.00 |
|
HIGH |
11,985.50 |
|
0.618 |
11,880.75 |
|
0.500 |
11,848.50 |
|
0.382 |
11,816.00 |
|
LOW |
11,711.25 |
|
0.618 |
11,541.75 |
|
1.000 |
11,437.00 |
|
1.618 |
11,267.50 |
|
2.618 |
10,993.25 |
|
4.250 |
10,545.75 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,933.00 |
11,900.00 |
| PP |
11,890.75 |
11,824.50 |
| S1 |
11,848.50 |
11,749.00 |
|