| 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 |
28,384.07 |
28,601.29 |
217.22 |
0.8% |
28,077.58 |
| High |
28,634.22 |
28,733.35 |
99.13 |
0.3% |
28,733.35 |
| Low |
28,363.93 |
28,487.98 |
124.05 |
0.4% |
28,041.75 |
| Close |
28,492.27 |
28,653.87 |
161.60 |
0.6% |
28,653.87 |
| Range |
270.29 |
245.37 |
-24.92 |
-9.2% |
691.60 |
| ATR |
313.77 |
308.88 |
-4.89 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,361.18 |
29,252.89 |
28,788.82 |
|
| R3 |
29,115.81 |
29,007.52 |
28,721.35 |
|
| R2 |
28,870.44 |
28,870.44 |
28,698.85 |
|
| R1 |
28,762.15 |
28,762.15 |
28,676.36 |
28,816.30 |
| PP |
28,625.07 |
28,625.07 |
28,625.07 |
28,652.14 |
| S1 |
28,516.78 |
28,516.78 |
28,631.38 |
28,570.93 |
| S2 |
28,379.70 |
28,379.70 |
28,608.89 |
|
| S3 |
28,134.33 |
28,271.41 |
28,586.39 |
|
| S4 |
27,888.96 |
28,026.04 |
28,518.92 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,551.12 |
30,294.10 |
29,034.25 |
|
| R3 |
29,859.52 |
29,602.50 |
28,844.06 |
|
| R2 |
29,167.92 |
29,167.92 |
28,780.66 |
|
| R1 |
28,910.90 |
28,910.90 |
28,717.27 |
29,039.41 |
| PP |
28,476.32 |
28,476.32 |
28,476.32 |
28,540.58 |
| S1 |
28,219.30 |
28,219.30 |
28,590.47 |
28,347.81 |
| S2 |
27,784.72 |
27,784.72 |
28,527.08 |
|
| S3 |
27,093.12 |
27,527.70 |
28,463.68 |
|
| S4 |
26,401.52 |
26,836.10 |
28,273.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,733.35 |
28,041.75 |
691.60 |
2.4% |
258.98 |
0.9% |
89% |
True |
False |
|
| 10 |
28,733.35 |
27,526.25 |
1,207.10 |
4.2% |
250.13 |
0.9% |
93% |
True |
False |
|
| 20 |
28,733.35 |
26,534.38 |
2,198.97 |
7.7% |
257.44 |
0.9% |
96% |
True |
False |
|
| 40 |
28,733.35 |
25,526.33 |
3,207.02 |
11.2% |
301.44 |
1.1% |
98% |
True |
False |
|
| 60 |
28,733.35 |
24,843.18 |
3,890.17 |
13.6% |
384.11 |
1.3% |
98% |
True |
False |
|
| 80 |
28,733.35 |
22,789.62 |
5,943.73 |
20.7% |
389.06 |
1.4% |
99% |
True |
False |
|
| 100 |
28,733.35 |
22,682.99 |
6,050.36 |
21.1% |
397.91 |
1.4% |
99% |
True |
False |
|
| 120 |
28,733.35 |
18,213.65 |
10,519.70 |
36.7% |
525.90 |
1.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,776.17 |
|
2.618 |
29,375.73 |
|
1.618 |
29,130.36 |
|
1.000 |
28,978.72 |
|
0.618 |
28,884.99 |
|
HIGH |
28,733.35 |
|
0.618 |
28,639.62 |
|
0.500 |
28,610.67 |
|
0.382 |
28,581.71 |
|
LOW |
28,487.98 |
|
0.618 |
28,336.34 |
|
1.000 |
28,242.61 |
|
1.618 |
28,090.97 |
|
2.618 |
27,845.60 |
|
4.250 |
27,445.16 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28,639.47 |
28,583.79 |
| PP |
28,625.07 |
28,513.71 |
| S1 |
28,610.67 |
28,443.63 |
|