| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,963.8 |
1,956.4 |
-7.4 |
-0.4% |
2,044.8 |
| High |
1,970.0 |
2,000.8 |
30.8 |
1.6% |
2,060.8 |
| Low |
1,939.1 |
1,939.1 |
0.0 |
0.0% |
1,874.2 |
| Close |
1,949.8 |
1,998.7 |
48.9 |
2.5% |
1,949.8 |
| Range |
30.9 |
61.7 |
30.8 |
99.7% |
186.6 |
| ATR |
45.7 |
46.8 |
1.1 |
2.5% |
0.0 |
| Volume |
241,798 |
289,437 |
47,639 |
19.7% |
1,867,838 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.6 |
2,143.4 |
2,032.6 |
|
| R3 |
2,102.9 |
2,081.7 |
2,015.7 |
|
| R2 |
2,041.2 |
2,041.2 |
2,010.0 |
|
| R1 |
2,020.0 |
2,020.0 |
2,004.4 |
2,030.6 |
| PP |
1,979.5 |
1,979.5 |
1,979.5 |
1,984.9 |
| S1 |
1,958.3 |
1,958.3 |
1,993.0 |
1,968.9 |
| S2 |
1,917.8 |
1,917.8 |
1,987.4 |
|
| S3 |
1,856.1 |
1,896.6 |
1,981.7 |
|
| S4 |
1,794.4 |
1,834.9 |
1,964.8 |
|
|
| 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 |
2,040.5 |
1,874.2 |
166.3 |
8.3% |
72.1 |
3.6% |
75% |
False |
False |
381,193 |
| 10 |
2,089.2 |
1,874.2 |
215.0 |
10.8% |
58.9 |
2.9% |
58% |
False |
False |
350,895 |
| 20 |
2,089.2 |
1,839.9 |
249.3 |
12.5% |
48.8 |
2.4% |
64% |
False |
False |
247,801 |
| 40 |
2,089.2 |
1,769.0 |
320.2 |
16.0% |
36.0 |
1.8% |
72% |
False |
False |
133,642 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
20.0% |
33.6 |
1.7% |
77% |
False |
False |
91,063 |
| 80 |
2,089.2 |
1,687.8 |
401.4 |
20.1% |
32.5 |
1.6% |
77% |
False |
False |
69,504 |
| 100 |
2,089.2 |
1,577.7 |
511.5 |
25.6% |
34.9 |
1.7% |
82% |
False |
False |
56,488 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
31.5% |
39.4 |
2.0% |
86% |
False |
False |
47,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,263.0 |
|
2.618 |
2,162.3 |
|
1.618 |
2,100.6 |
|
1.000 |
2,062.5 |
|
0.618 |
2,038.9 |
|
HIGH |
2,000.8 |
|
0.618 |
1,977.2 |
|
0.500 |
1,970.0 |
|
0.382 |
1,962.7 |
|
LOW |
1,939.1 |
|
0.618 |
1,901.0 |
|
1.000 |
1,877.4 |
|
1.618 |
1,839.3 |
|
2.618 |
1,777.6 |
|
4.250 |
1,676.9 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,989.1 |
1,986.4 |
| PP |
1,979.5 |
1,974.2 |
| S1 |
1,970.0 |
1,961.9 |
|