| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2,044.8 |
2,038.4 |
-6.4 |
-0.3% |
1,997.4 |
| High |
2,060.8 |
2,040.5 |
-20.3 |
-1.0% |
2,089.2 |
| Low |
2,027.8 |
1,911.3 |
-116.5 |
-5.7% |
1,975.2 |
| Close |
2,039.7 |
1,946.3 |
-93.4 |
-4.6% |
2,028.0 |
| Range |
33.0 |
129.2 |
96.2 |
291.5% |
114.0 |
| ATR |
36.6 |
43.3 |
6.6 |
18.0% |
0.0 |
| Volume |
251,306 |
565,001 |
313,695 |
124.8% |
1,530,438 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,353.6 |
2,279.2 |
2,017.4 |
|
| R3 |
2,224.4 |
2,150.0 |
1,981.8 |
|
| R2 |
2,095.2 |
2,095.2 |
1,970.0 |
|
| R1 |
2,020.8 |
2,020.8 |
1,958.1 |
1,993.4 |
| PP |
1,966.0 |
1,966.0 |
1,966.0 |
1,952.4 |
| S1 |
1,891.6 |
1,891.6 |
1,934.5 |
1,864.2 |
| S2 |
1,836.8 |
1,836.8 |
1,922.6 |
|
| S3 |
1,707.6 |
1,762.4 |
1,910.8 |
|
| S4 |
1,578.4 |
1,633.2 |
1,875.2 |
|
|
| 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 |
1,911.3 |
177.9 |
9.1% |
60.4 |
3.1% |
20% |
False |
True |
378,714 |
| 10 |
2,089.2 |
1,911.3 |
177.9 |
9.1% |
50.3 |
2.6% |
20% |
False |
True |
309,526 |
| 20 |
2,089.2 |
1,819.9 |
269.3 |
13.8% |
40.8 |
2.1% |
47% |
False |
False |
184,109 |
| 40 |
2,089.2 |
1,735.6 |
353.6 |
18.2% |
32.6 |
1.7% |
60% |
False |
False |
100,647 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
20.5% |
31.7 |
1.6% |
64% |
False |
False |
69,021 |
| 80 |
2,089.2 |
1,670.3 |
418.9 |
21.5% |
31.7 |
1.6% |
66% |
False |
False |
52,886 |
| 100 |
2,089.2 |
1,468.0 |
621.2 |
31.9% |
36.1 |
1.9% |
77% |
False |
False |
43,301 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
32.4% |
38.5 |
2.0% |
77% |
False |
False |
36,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,589.6 |
|
2.618 |
2,378.7 |
|
1.618 |
2,249.5 |
|
1.000 |
2,169.7 |
|
0.618 |
2,120.3 |
|
HIGH |
2,040.5 |
|
0.618 |
1,991.1 |
|
0.500 |
1,975.9 |
|
0.382 |
1,960.7 |
|
LOW |
1,911.3 |
|
0.618 |
1,831.5 |
|
1.000 |
1,782.1 |
|
1.618 |
1,702.3 |
|
2.618 |
1,573.1 |
|
4.250 |
1,362.2 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,975.9 |
2,000.3 |
| PP |
1,966.0 |
1,982.3 |
| S1 |
1,956.2 |
1,964.3 |
|