| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,960.00 |
11,939.75 |
-20.25 |
-0.2% |
11,569.50 |
| High |
12,029.75 |
12,001.75 |
-28.00 |
-0.2% |
12,029.75 |
| Low |
11,820.25 |
11,906.00 |
85.75 |
0.7% |
11,512.75 |
| Close |
11,937.25 |
11,976.25 |
39.00 |
0.3% |
11,976.25 |
| Range |
209.50 |
95.75 |
-113.75 |
-54.3% |
517.00 |
| ATR |
214.35 |
205.88 |
-8.47 |
-4.0% |
0.00 |
| Volume |
1,540 |
925 |
-615 |
-39.9% |
7,007 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,248.50 |
12,208.25 |
12,029.00 |
|
| R3 |
12,152.75 |
12,112.50 |
12,002.50 |
|
| R2 |
12,057.00 |
12,057.00 |
11,993.75 |
|
| R1 |
12,016.75 |
12,016.75 |
11,985.00 |
12,037.00 |
| PP |
11,961.25 |
11,961.25 |
11,961.25 |
11,971.50 |
| S1 |
11,921.00 |
11,921.00 |
11,967.50 |
11,941.00 |
| S2 |
11,865.50 |
11,865.50 |
11,958.75 |
|
| S3 |
11,769.75 |
11,825.25 |
11,950.00 |
|
| S4 |
11,674.00 |
11,729.50 |
11,923.50 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,390.50 |
13,200.50 |
12,260.50 |
|
| R3 |
12,873.50 |
12,683.50 |
12,118.50 |
|
| R2 |
12,356.50 |
12,356.50 |
12,071.00 |
|
| R1 |
12,166.50 |
12,166.50 |
12,023.75 |
12,261.50 |
| PP |
11,839.50 |
11,839.50 |
11,839.50 |
11,887.00 |
| S1 |
11,649.50 |
11,649.50 |
11,928.75 |
11,744.50 |
| S2 |
11,322.50 |
11,322.50 |
11,881.50 |
|
| S3 |
10,805.50 |
11,132.50 |
11,834.00 |
|
| S4 |
10,288.50 |
10,615.50 |
11,692.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,029.75 |
11,512.75 |
517.00 |
4.3% |
187.50 |
1.6% |
90% |
False |
False |
1,401 |
| 10 |
12,029.75 |
11,134.75 |
895.00 |
7.5% |
180.50 |
1.5% |
94% |
False |
False |
1,088 |
| 20 |
12,029.75 |
10,830.25 |
1,199.50 |
10.0% |
189.50 |
1.6% |
96% |
False |
False |
798 |
| 40 |
12,029.75 |
10,288.00 |
1,741.75 |
14.5% |
228.25 |
1.9% |
97% |
False |
False |
723 |
| 60 |
12,029.75 |
9,390.50 |
2,639.25 |
22.0% |
233.75 |
2.0% |
98% |
False |
False |
569 |
| 80 |
12,029.75 |
8,829.25 |
3,200.50 |
26.7% |
214.50 |
1.8% |
98% |
False |
False |
427 |
| 100 |
12,029.75 |
7,960.25 |
4,069.50 |
34.0% |
214.25 |
1.8% |
99% |
False |
False |
342 |
| 120 |
12,029.75 |
6,626.75 |
5,403.00 |
45.1% |
242.25 |
2.0% |
99% |
False |
False |
285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,408.75 |
|
2.618 |
12,252.50 |
|
1.618 |
12,156.75 |
|
1.000 |
12,097.50 |
|
0.618 |
12,061.00 |
|
HIGH |
12,001.75 |
|
0.618 |
11,965.25 |
|
0.500 |
11,954.00 |
|
0.382 |
11,942.50 |
|
LOW |
11,906.00 |
|
0.618 |
11,846.75 |
|
1.000 |
11,810.25 |
|
1.618 |
11,751.00 |
|
2.618 |
11,655.25 |
|
4.250 |
11,499.00 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,968.75 |
11,941.00 |
| PP |
11,961.25 |
11,905.75 |
| S1 |
11,954.00 |
11,870.50 |
|