| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,927.3 |
1,963.8 |
36.5 |
1.9% |
2,044.8 |
| High |
1,974.8 |
1,970.0 |
-4.8 |
-0.2% |
2,060.8 |
| Low |
1,923.0 |
1,939.1 |
16.1 |
0.8% |
1,874.2 |
| Close |
1,970.4 |
1,949.8 |
-20.6 |
-1.0% |
1,949.8 |
| Range |
51.8 |
30.9 |
-20.9 |
-40.3% |
186.6 |
| ATR |
46.8 |
45.7 |
-1.1 |
-2.4% |
0.0 |
| Volume |
349,891 |
241,798 |
-108,093 |
-30.9% |
1,867,838 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,045.7 |
2,028.6 |
1,966.8 |
|
| R3 |
2,014.8 |
1,997.7 |
1,958.3 |
|
| R2 |
1,983.9 |
1,983.9 |
1,955.5 |
|
| R1 |
1,966.8 |
1,966.8 |
1,952.6 |
1,959.9 |
| PP |
1,953.0 |
1,953.0 |
1,953.0 |
1,949.5 |
| S1 |
1,935.9 |
1,935.9 |
1,947.0 |
1,929.0 |
| S2 |
1,922.1 |
1,922.1 |
1,944.1 |
|
| S3 |
1,891.2 |
1,905.0 |
1,941.3 |
|
| S4 |
1,860.3 |
1,874.1 |
1,932.8 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.4 |
2,422.2 |
2,052.4 |
|
| R3 |
2,334.8 |
2,235.6 |
2,001.1 |
|
| R2 |
2,148.2 |
2,148.2 |
1,984.0 |
|
| R1 |
2,049.0 |
2,049.0 |
1,966.9 |
2,005.3 |
| PP |
1,961.6 |
1,961.6 |
1,961.6 |
1,939.8 |
| S1 |
1,862.4 |
1,862.4 |
1,932.7 |
1,818.7 |
| S2 |
1,775.0 |
1,775.0 |
1,915.6 |
|
| S3 |
1,588.4 |
1,675.8 |
1,898.5 |
|
| S4 |
1,401.8 |
1,489.2 |
1,847.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,060.8 |
1,874.2 |
186.6 |
9.6% |
66.3 |
3.4% |
41% |
False |
False |
373,567 |
| 10 |
2,089.2 |
1,874.2 |
215.0 |
11.0% |
56.1 |
2.9% |
35% |
False |
False |
339,827 |
| 20 |
2,089.2 |
1,830.7 |
258.5 |
13.3% |
46.5 |
2.4% |
46% |
False |
False |
234,288 |
| 40 |
2,089.2 |
1,745.5 |
343.7 |
17.6% |
35.2 |
1.8% |
59% |
False |
False |
126,615 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
20.5% |
33.2 |
1.7% |
65% |
False |
False |
86,337 |
| 80 |
2,089.2 |
1,687.8 |
401.4 |
20.6% |
32.2 |
1.7% |
65% |
False |
False |
65,934 |
| 100 |
2,089.2 |
1,577.7 |
511.5 |
26.2% |
35.2 |
1.8% |
73% |
False |
False |
53,647 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
32.3% |
39.1 |
2.0% |
78% |
False |
False |
45,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.3 |
|
2.618 |
2,050.9 |
|
1.618 |
2,020.0 |
|
1.000 |
2,000.9 |
|
0.618 |
1,989.1 |
|
HIGH |
1,970.0 |
|
0.618 |
1,958.2 |
|
0.500 |
1,954.6 |
|
0.382 |
1,950.9 |
|
LOW |
1,939.1 |
|
0.618 |
1,920.0 |
|
1.000 |
1,908.2 |
|
1.618 |
1,889.1 |
|
2.618 |
1,858.2 |
|
4.250 |
1,807.8 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,954.6 |
1,941.4 |
| PP |
1,953.0 |
1,932.9 |
| S1 |
1,951.4 |
1,924.5 |
|