| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,921.6 |
1,927.3 |
5.7 |
0.3% |
1,997.4 |
| High |
1,961.0 |
1,974.8 |
13.8 |
0.7% |
2,089.2 |
| Low |
1,874.2 |
1,923.0 |
48.8 |
2.6% |
1,975.2 |
| Close |
1,949.0 |
1,970.4 |
21.4 |
1.1% |
2,028.0 |
| Range |
86.8 |
51.8 |
-35.0 |
-40.3% |
114.0 |
| ATR |
46.4 |
46.8 |
0.4 |
0.8% |
0.0 |
| Volume |
459,842 |
349,891 |
-109,951 |
-23.9% |
1,530,438 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.5 |
2,092.7 |
1,998.9 |
|
| R3 |
2,059.7 |
2,040.9 |
1,984.6 |
|
| R2 |
2,007.9 |
2,007.9 |
1,979.9 |
|
| R1 |
1,989.1 |
1,989.1 |
1,975.1 |
1,998.5 |
| PP |
1,956.1 |
1,956.1 |
1,956.1 |
1,960.8 |
| S1 |
1,937.3 |
1,937.3 |
1,965.7 |
1,946.7 |
| S2 |
1,904.3 |
1,904.3 |
1,960.9 |
|
| S3 |
1,852.5 |
1,885.5 |
1,956.2 |
|
| S4 |
1,800.7 |
1,833.7 |
1,941.9 |
|
|
| 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 |
1,874.2 |
215.0 |
10.9% |
73.0 |
3.7% |
45% |
False |
False |
404,833 |
| 10 |
2,089.2 |
1,874.2 |
215.0 |
10.9% |
56.4 |
2.9% |
45% |
False |
False |
343,579 |
| 20 |
2,089.2 |
1,821.0 |
268.2 |
13.6% |
45.8 |
2.3% |
56% |
False |
False |
223,018 |
| 40 |
2,089.2 |
1,739.6 |
349.6 |
17.7% |
35.0 |
1.8% |
66% |
False |
False |
120,689 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
20.3% |
32.9 |
1.7% |
70% |
False |
False |
82,377 |
| 80 |
2,089.2 |
1,687.8 |
401.4 |
20.4% |
32.4 |
1.6% |
70% |
False |
False |
62,942 |
| 100 |
2,089.2 |
1,577.7 |
511.5 |
26.0% |
36.0 |
1.8% |
77% |
False |
False |
51,325 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
32.0% |
39.1 |
2.0% |
81% |
False |
False |
43,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,195.0 |
|
2.618 |
2,110.4 |
|
1.618 |
2,058.6 |
|
1.000 |
2,026.6 |
|
0.618 |
2,006.8 |
|
HIGH |
1,974.8 |
|
0.618 |
1,955.0 |
|
0.500 |
1,948.9 |
|
0.382 |
1,942.8 |
|
LOW |
1,923.0 |
|
0.618 |
1,891.0 |
|
1.000 |
1,871.2 |
|
1.618 |
1,839.2 |
|
2.618 |
1,787.4 |
|
4.250 |
1,702.9 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,963.2 |
1,966.1 |
| PP |
1,956.1 |
1,961.7 |
| S1 |
1,948.9 |
1,957.4 |
|