| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,281.0 |
3,269.0 |
-12.0 |
-0.4% |
3,247.0 |
| High |
3,316.0 |
3,305.0 |
-11.0 |
-0.3% |
3,359.0 |
| Low |
3,263.0 |
3,260.0 |
-3.0 |
-0.1% |
3,225.0 |
| Close |
3,266.0 |
3,301.0 |
35.0 |
1.1% |
3,293.0 |
| Range |
53.0 |
45.0 |
-8.0 |
-15.1% |
134.0 |
| ATR |
56.8 |
56.0 |
-0.8 |
-1.5% |
0.0 |
| Volume |
95 |
1,318 |
1,223 |
1,287.4% |
11,417 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,423.7 |
3,407.3 |
3,325.8 |
|
| R3 |
3,378.7 |
3,362.3 |
3,313.4 |
|
| R2 |
3,333.7 |
3,333.7 |
3,309.3 |
|
| R1 |
3,317.3 |
3,317.3 |
3,305.1 |
3,325.5 |
| PP |
3,288.7 |
3,288.7 |
3,288.7 |
3,292.8 |
| S1 |
3,272.3 |
3,272.3 |
3,296.9 |
3,280.5 |
| S2 |
3,243.7 |
3,243.7 |
3,292.8 |
|
| S3 |
3,198.7 |
3,227.3 |
3,288.6 |
|
| S4 |
3,153.7 |
3,182.3 |
3,276.3 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,694.3 |
3,627.7 |
3,366.7 |
|
| R3 |
3,560.3 |
3,493.7 |
3,329.9 |
|
| R2 |
3,426.3 |
3,426.3 |
3,317.6 |
|
| R1 |
3,359.7 |
3,359.7 |
3,305.3 |
3,393.0 |
| PP |
3,292.3 |
3,292.3 |
3,292.3 |
3,309.0 |
| S1 |
3,225.7 |
3,225.7 |
3,280.7 |
3,259.0 |
| S2 |
3,158.3 |
3,158.3 |
3,268.4 |
|
| S3 |
3,024.3 |
3,091.7 |
3,256.2 |
|
| S4 |
2,890.3 |
2,957.7 |
3,219.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,353.0 |
3,260.0 |
93.0 |
2.8% |
45.8 |
1.4% |
44% |
False |
True |
1,717 |
| 10 |
3,359.0 |
3,205.0 |
154.0 |
4.7% |
49.7 |
1.5% |
62% |
False |
False |
2,881 |
| 20 |
3,377.0 |
3,127.0 |
250.0 |
7.6% |
51.5 |
1.6% |
70% |
False |
False |
2,428 |
| 40 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
52.5 |
1.6% |
57% |
False |
False |
2,131 |
| 60 |
3,430.0 |
3,003.0 |
427.0 |
12.9% |
50.9 |
1.5% |
70% |
False |
False |
4,373 |
| 80 |
3,430.0 |
2,665.0 |
765.0 |
23.2% |
46.4 |
1.4% |
83% |
False |
False |
6,412 |
| 100 |
3,430.0 |
2,612.0 |
818.0 |
24.8% |
40.1 |
1.2% |
84% |
False |
False |
8,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,496.3 |
|
2.618 |
3,422.8 |
|
1.618 |
3,377.8 |
|
1.000 |
3,350.0 |
|
0.618 |
3,332.8 |
|
HIGH |
3,305.0 |
|
0.618 |
3,287.8 |
|
0.500 |
3,282.5 |
|
0.382 |
3,277.2 |
|
LOW |
3,260.0 |
|
0.618 |
3,232.2 |
|
1.000 |
3,215.0 |
|
1.618 |
3,187.2 |
|
2.618 |
3,142.2 |
|
4.250 |
3,068.8 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,294.8 |
3,296.7 |
| PP |
3,288.7 |
3,292.3 |
| S1 |
3,282.5 |
3,288.0 |
|