| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,779.35 |
11,997.89 |
218.54 |
1.9% |
11,231.97 |
| High |
11,979.65 |
12,047.99 |
68.34 |
0.6% |
11,574.79 |
| Low |
11,768.00 |
11,842.84 |
74.84 |
0.6% |
11,228.14 |
| Close |
11,971.94 |
11,926.16 |
-45.78 |
-0.4% |
11,555.16 |
| Range |
211.65 |
205.15 |
-6.50 |
-3.1% |
346.65 |
| ATR |
187.49 |
188.76 |
1.26 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,554.45 |
12,445.45 |
12,038.99 |
|
| R3 |
12,349.30 |
12,240.30 |
11,982.58 |
|
| R2 |
12,144.15 |
12,144.15 |
11,963.77 |
|
| R1 |
12,035.15 |
12,035.15 |
11,944.97 |
11,987.08 |
| PP |
11,939.00 |
11,939.00 |
11,939.00 |
11,914.96 |
| S1 |
11,830.00 |
11,830.00 |
11,907.35 |
11,781.93 |
| S2 |
11,733.85 |
11,733.85 |
11,888.55 |
|
| S3 |
11,528.70 |
11,624.85 |
11,869.74 |
|
| S4 |
11,323.55 |
11,419.70 |
11,813.33 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,492.65 |
12,370.55 |
11,745.82 |
|
| R3 |
12,146.00 |
12,023.90 |
11,650.49 |
|
| R2 |
11,799.35 |
11,799.35 |
11,618.71 |
|
| R1 |
11,677.25 |
11,677.25 |
11,586.94 |
11,738.30 |
| PP |
11,452.70 |
11,452.70 |
11,452.70 |
11,483.22 |
| S1 |
11,330.60 |
11,330.60 |
11,523.38 |
11,391.65 |
| S2 |
11,106.05 |
11,106.05 |
11,491.61 |
|
| S3 |
10,759.40 |
10,983.95 |
11,459.83 |
|
| S4 |
10,412.75 |
10,637.30 |
11,364.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,047.99 |
11,461.53 |
586.46 |
4.9% |
173.13 |
1.5% |
79% |
True |
False |
|
| 10 |
12,047.99 |
11,106.93 |
941.06 |
7.9% |
155.79 |
1.3% |
87% |
True |
False |
|
| 20 |
12,047.99 |
10,707.40 |
1,340.59 |
11.2% |
161.69 |
1.4% |
91% |
True |
False |
|
| 40 |
12,047.99 |
10,313.94 |
1,734.05 |
14.5% |
185.85 |
1.6% |
93% |
True |
False |
|
| 60 |
12,047.99 |
9,489.58 |
2,558.41 |
21.5% |
191.81 |
1.6% |
95% |
True |
False |
|
| 80 |
12,047.99 |
8,860.77 |
3,187.22 |
26.7% |
184.10 |
1.5% |
96% |
True |
False |
|
| 100 |
12,047.99 |
8,043.07 |
4,004.92 |
33.6% |
183.87 |
1.5% |
97% |
True |
False |
|
| 120 |
12,047.99 |
6,771.91 |
5,276.08 |
44.2% |
218.52 |
1.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,919.88 |
|
2.618 |
12,585.07 |
|
1.618 |
12,379.92 |
|
1.000 |
12,253.14 |
|
0.618 |
12,174.77 |
|
HIGH |
12,047.99 |
|
0.618 |
11,969.62 |
|
0.500 |
11,945.42 |
|
0.382 |
11,921.21 |
|
LOW |
11,842.84 |
|
0.618 |
11,716.06 |
|
1.000 |
11,637.69 |
|
1.618 |
11,510.91 |
|
2.618 |
11,305.76 |
|
4.250 |
10,970.95 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,945.42 |
11,888.92 |
| PP |
11,939.00 |
11,851.68 |
| S1 |
11,932.58 |
11,814.44 |
|