| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,383.50 |
3,398.75 |
15.25 |
0.5% |
3,366.00 |
| High |
3,396.25 |
3,429.50 |
33.25 |
1.0% |
3,396.25 |
| Low |
3,356.75 |
3,393.50 |
36.75 |
1.1% |
3,344.75 |
| Close |
3,392.50 |
3,427.50 |
35.00 |
1.0% |
3,392.50 |
| Range |
39.50 |
36.00 |
-3.50 |
-8.9% |
51.50 |
| ATR |
43.15 |
42.72 |
-0.44 |
-1.0% |
0.00 |
| Volume |
1,221,450 |
1,282,950 |
61,500 |
5.0% |
5,572,060 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,524.75 |
3,512.25 |
3,447.25 |
|
| R3 |
3,488.75 |
3,476.25 |
3,437.50 |
|
| R2 |
3,452.75 |
3,452.75 |
3,434.00 |
|
| R1 |
3,440.25 |
3,440.25 |
3,430.75 |
3,446.50 |
| PP |
3,416.75 |
3,416.75 |
3,416.75 |
3,420.00 |
| S1 |
3,404.25 |
3,404.25 |
3,424.25 |
3,410.50 |
| S2 |
3,380.75 |
3,380.75 |
3,421.00 |
|
| S3 |
3,344.75 |
3,368.25 |
3,417.50 |
|
| S4 |
3,308.75 |
3,332.25 |
3,407.75 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,532.25 |
3,514.00 |
3,420.75 |
|
| R3 |
3,480.75 |
3,462.50 |
3,406.75 |
|
| R2 |
3,429.25 |
3,429.25 |
3,402.00 |
|
| R1 |
3,411.00 |
3,411.00 |
3,397.25 |
3,420.00 |
| PP |
3,377.75 |
3,377.75 |
3,377.75 |
3,382.50 |
| S1 |
3,359.50 |
3,359.50 |
3,387.75 |
3,368.50 |
| S2 |
3,326.25 |
3,326.25 |
3,383.00 |
|
| S3 |
3,274.75 |
3,308.00 |
3,378.25 |
|
| S4 |
3,223.25 |
3,256.50 |
3,364.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,429.50 |
3,344.75 |
84.75 |
2.5% |
34.75 |
1.0% |
98% |
True |
False |
1,219,141 |
| 10 |
3,429.50 |
3,319.50 |
110.00 |
3.2% |
36.25 |
1.1% |
98% |
True |
False |
1,228,729 |
| 20 |
3,429.50 |
3,195.00 |
234.50 |
6.8% |
39.50 |
1.2% |
99% |
True |
False |
1,342,021 |
| 40 |
3,429.50 |
2,983.50 |
446.00 |
13.0% |
47.75 |
1.4% |
100% |
True |
False |
1,470,921 |
| 60 |
3,429.50 |
2,923.75 |
505.75 |
14.8% |
58.50 |
1.7% |
100% |
True |
False |
1,395,716 |
| 80 |
3,429.50 |
2,751.50 |
678.00 |
19.8% |
60.75 |
1.8% |
100% |
True |
False |
1,047,910 |
| 100 |
3,429.50 |
2,422.25 |
1,007.25 |
29.4% |
67.50 |
2.0% |
100% |
True |
False |
839,174 |
| 120 |
3,429.50 |
2,165.50 |
1,264.00 |
36.9% |
89.00 |
2.6% |
100% |
True |
False |
700,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,582.50 |
|
2.618 |
3,523.75 |
|
1.618 |
3,487.75 |
|
1.000 |
3,465.50 |
|
0.618 |
3,451.75 |
|
HIGH |
3,429.50 |
|
0.618 |
3,415.75 |
|
0.500 |
3,411.50 |
|
0.382 |
3,407.25 |
|
LOW |
3,393.50 |
|
0.618 |
3,371.25 |
|
1.000 |
3,357.50 |
|
1.618 |
3,335.25 |
|
2.618 |
3,299.25 |
|
4.250 |
3,240.50 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,422.25 |
3,414.00 |
| PP |
3,416.75 |
3,400.50 |
| S1 |
3,411.50 |
3,387.00 |
|