| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,366.00 |
3,379.25 |
13.25 |
0.4% |
3,347.00 |
| High |
3,382.75 |
3,390.75 |
8.00 |
0.2% |
3,382.50 |
| Low |
3,364.75 |
3,365.25 |
0.50 |
0.0% |
3,319.50 |
| Close |
3,379.75 |
3,387.00 |
7.25 |
0.2% |
3,361.50 |
| Range |
18.00 |
25.50 |
7.50 |
41.7% |
63.00 |
| ATR |
46.01 |
44.55 |
-1.47 |
-3.2% |
0.00 |
| Volume |
759,304 |
1,019,552 |
260,248 |
34.3% |
6,634,038 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,457.50 |
3,447.75 |
3,401.00 |
|
| R3 |
3,432.00 |
3,422.25 |
3,394.00 |
|
| R2 |
3,406.50 |
3,406.50 |
3,391.75 |
|
| R1 |
3,396.75 |
3,396.75 |
3,389.25 |
3,401.50 |
| PP |
3,381.00 |
3,381.00 |
3,381.00 |
3,383.50 |
| S1 |
3,371.25 |
3,371.25 |
3,384.75 |
3,376.00 |
| S2 |
3,355.50 |
3,355.50 |
3,382.25 |
|
| S3 |
3,330.00 |
3,345.75 |
3,380.00 |
|
| S4 |
3,304.50 |
3,320.25 |
3,373.00 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,543.50 |
3,515.50 |
3,396.25 |
|
| R3 |
3,480.50 |
3,452.50 |
3,378.75 |
|
| R2 |
3,417.50 |
3,417.50 |
3,373.00 |
|
| R1 |
3,389.50 |
3,389.50 |
3,367.25 |
3,403.50 |
| PP |
3,354.50 |
3,354.50 |
3,354.50 |
3,361.50 |
| S1 |
3,326.50 |
3,326.50 |
3,355.75 |
3,340.50 |
| S2 |
3,291.50 |
3,291.50 |
3,350.00 |
|
| S3 |
3,228.50 |
3,263.50 |
3,344.25 |
|
| S4 |
3,165.50 |
3,200.50 |
3,326.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,390.75 |
3,326.25 |
64.50 |
1.9% |
31.00 |
0.9% |
94% |
True |
False |
1,095,620 |
| 10 |
3,390.75 |
3,292.00 |
98.75 |
2.9% |
34.50 |
1.0% |
96% |
True |
False |
1,249,171 |
| 20 |
3,390.75 |
3,191.50 |
199.25 |
5.9% |
42.25 |
1.2% |
98% |
True |
False |
1,394,191 |
| 40 |
3,390.75 |
2,983.50 |
407.25 |
12.0% |
53.00 |
1.6% |
99% |
True |
False |
1,546,319 |
| 60 |
3,390.75 |
2,923.75 |
467.00 |
13.8% |
60.50 |
1.8% |
99% |
True |
False |
1,311,694 |
| 80 |
3,390.75 |
2,751.50 |
639.25 |
18.9% |
63.00 |
1.9% |
99% |
True |
False |
984,579 |
| 100 |
3,390.75 |
2,422.25 |
968.50 |
28.6% |
71.00 |
2.1% |
100% |
True |
False |
788,904 |
| 120 |
3,390.75 |
2,165.50 |
1,225.25 |
36.2% |
93.25 |
2.8% |
100% |
True |
False |
658,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,499.00 |
|
2.618 |
3,457.50 |
|
1.618 |
3,432.00 |
|
1.000 |
3,416.25 |
|
0.618 |
3,406.50 |
|
HIGH |
3,390.75 |
|
0.618 |
3,381.00 |
|
0.500 |
3,378.00 |
|
0.382 |
3,375.00 |
|
LOW |
3,365.25 |
|
0.618 |
3,349.50 |
|
1.000 |
3,339.75 |
|
1.618 |
3,324.00 |
|
2.618 |
3,298.50 |
|
4.250 |
3,257.00 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,384.00 |
3,381.50 |
| PP |
3,381.00 |
3,376.00 |
| S1 |
3,378.00 |
3,370.50 |
|