| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2,076.4 |
2,044.8 |
-31.6 |
-1.5% |
1,997.4 |
| High |
2,089.2 |
2,060.8 |
-28.4 |
-1.4% |
2,089.2 |
| Low |
2,024.8 |
2,027.8 |
3.0 |
0.1% |
1,975.2 |
| Close |
2,028.0 |
2,039.7 |
11.7 |
0.6% |
2,028.0 |
| Range |
64.4 |
33.0 |
-31.4 |
-48.8% |
114.0 |
| ATR |
36.9 |
36.6 |
-0.3 |
-0.8% |
0.0 |
| Volume |
398,127 |
251,306 |
-146,821 |
-36.9% |
1,530,438 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.8 |
2,123.7 |
2,057.9 |
|
| R3 |
2,108.8 |
2,090.7 |
2,048.8 |
|
| R2 |
2,075.8 |
2,075.8 |
2,045.8 |
|
| R1 |
2,057.7 |
2,057.7 |
2,042.7 |
2,050.3 |
| PP |
2,042.8 |
2,042.8 |
2,042.8 |
2,039.0 |
| S1 |
2,024.7 |
2,024.7 |
2,036.7 |
2,017.3 |
| S2 |
2,009.8 |
2,009.8 |
2,033.7 |
|
| S3 |
1,976.8 |
1,991.7 |
2,030.6 |
|
| S4 |
1,943.8 |
1,958.7 |
2,021.6 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,372.8 |
2,314.4 |
2,090.7 |
|
| R3 |
2,258.8 |
2,200.4 |
2,059.4 |
|
| R2 |
2,144.8 |
2,144.8 |
2,048.9 |
|
| R1 |
2,086.4 |
2,086.4 |
2,038.5 |
2,115.6 |
| PP |
2,030.8 |
2,030.8 |
2,030.8 |
2,045.4 |
| S1 |
1,972.4 |
1,972.4 |
2,017.6 |
2,001.6 |
| S2 |
1,916.8 |
1,916.8 |
2,007.1 |
|
| S3 |
1,802.8 |
1,858.4 |
1,996.7 |
|
| S4 |
1,688.8 |
1,744.4 |
1,965.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,089.2 |
1,982.6 |
106.6 |
5.2% |
45.6 |
2.2% |
54% |
False |
False |
320,598 |
| 10 |
2,089.2 |
1,927.5 |
161.7 |
7.9% |
44.7 |
2.2% |
69% |
False |
False |
269,184 |
| 20 |
2,089.2 |
1,819.3 |
269.9 |
13.2% |
35.5 |
1.7% |
82% |
False |
False |
157,890 |
| 40 |
2,089.2 |
1,724.6 |
364.6 |
17.9% |
30.2 |
1.5% |
86% |
False |
False |
86,633 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
19.6% |
30.0 |
1.5% |
88% |
False |
False |
59,697 |
| 80 |
2,089.2 |
1,670.3 |
418.9 |
20.5% |
30.7 |
1.5% |
88% |
False |
False |
45,879 |
| 100 |
2,089.2 |
1,468.0 |
621.2 |
30.5% |
35.1 |
1.7% |
92% |
False |
False |
37,673 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
30.9% |
37.6 |
1.8% |
92% |
False |
False |
31,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.1 |
|
2.618 |
2,147.2 |
|
1.618 |
2,114.2 |
|
1.000 |
2,093.8 |
|
0.618 |
2,081.2 |
|
HIGH |
2,060.8 |
|
0.618 |
2,048.2 |
|
0.500 |
2,044.3 |
|
0.382 |
2,040.4 |
|
LOW |
2,027.8 |
|
0.618 |
2,007.4 |
|
1.000 |
1,994.8 |
|
1.618 |
1,974.4 |
|
2.618 |
1,941.4 |
|
4.250 |
1,887.6 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.3 |
2,057.0 |
| PP |
2,042.8 |
2,051.2 |
| S1 |
2,041.2 |
2,045.5 |
|