| 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 |
11,997.89 |
11,992.68 |
-5.21 |
0.0% |
11,703.34 |
| High |
12,047.99 |
12,018.14 |
-29.85 |
-0.2% |
12,047.99 |
| Low |
11,842.84 |
11,928.69 |
85.85 |
0.7% |
11,535.55 |
| Close |
11,926.16 |
11,995.85 |
69.69 |
0.6% |
11,995.85 |
| Range |
205.15 |
89.45 |
-115.70 |
-56.4% |
512.44 |
| ATR |
188.76 |
181.84 |
-6.91 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,249.24 |
12,212.00 |
12,045.05 |
|
| R3 |
12,159.79 |
12,122.55 |
12,020.45 |
|
| R2 |
12,070.34 |
12,070.34 |
12,012.25 |
|
| R1 |
12,033.10 |
12,033.10 |
12,004.05 |
12,051.72 |
| PP |
11,980.89 |
11,980.89 |
11,980.89 |
11,990.21 |
| S1 |
11,943.65 |
11,943.65 |
11,987.65 |
11,962.27 |
| S2 |
11,891.44 |
11,891.44 |
11,979.45 |
|
| S3 |
11,801.99 |
11,854.20 |
11,971.25 |
|
| S4 |
11,712.54 |
11,764.75 |
11,946.65 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,397.12 |
13,208.92 |
12,277.69 |
|
| R3 |
12,884.68 |
12,696.48 |
12,136.77 |
|
| R2 |
12,372.24 |
12,372.24 |
12,089.80 |
|
| R1 |
12,184.04 |
12,184.04 |
12,042.82 |
12,278.14 |
| PP |
11,859.80 |
11,859.80 |
11,859.80 |
11,906.85 |
| S1 |
11,671.60 |
11,671.60 |
11,948.88 |
11,765.70 |
| S2 |
11,347.36 |
11,347.36 |
11,901.90 |
|
| S3 |
10,834.92 |
11,159.16 |
11,854.93 |
|
| S4 |
10,322.48 |
10,646.72 |
11,714.01 |
|
|
| 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 |
11,535.55 |
512.44 |
4.3% |
168.37 |
1.4% |
90% |
False |
False |
|
| 10 |
12,047.99 |
11,228.14 |
819.85 |
6.8% |
154.10 |
1.3% |
94% |
False |
False |
|
| 20 |
12,047.99 |
10,855.06 |
1,192.93 |
9.9% |
156.11 |
1.3% |
96% |
False |
False |
|
| 40 |
12,047.99 |
10,313.94 |
1,734.05 |
14.5% |
185.49 |
1.5% |
97% |
False |
False |
|
| 60 |
12,047.99 |
9,489.58 |
2,558.41 |
21.3% |
190.56 |
1.6% |
98% |
False |
False |
|
| 80 |
12,047.99 |
8,860.77 |
3,187.22 |
26.6% |
183.78 |
1.5% |
98% |
False |
False |
|
| 100 |
12,047.99 |
8,058.41 |
3,989.58 |
33.3% |
182.14 |
1.5% |
99% |
False |
False |
|
| 120 |
12,047.99 |
6,771.91 |
5,276.08 |
44.0% |
215.64 |
1.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,398.30 |
|
2.618 |
12,252.32 |
|
1.618 |
12,162.87 |
|
1.000 |
12,107.59 |
|
0.618 |
12,073.42 |
|
HIGH |
12,018.14 |
|
0.618 |
11,983.97 |
|
0.500 |
11,973.42 |
|
0.382 |
11,962.86 |
|
LOW |
11,928.69 |
|
0.618 |
11,873.41 |
|
1.000 |
11,839.24 |
|
1.618 |
11,783.96 |
|
2.618 |
11,694.51 |
|
4.250 |
11,548.53 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,988.37 |
11,966.57 |
| PP |
11,980.89 |
11,937.28 |
| S1 |
11,973.42 |
11,908.00 |
|