| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,956.4 |
1,993.6 |
37.2 |
1.9% |
2,044.8 |
| High |
2,000.8 |
2,024.6 |
23.8 |
1.2% |
2,060.8 |
| Low |
1,939.1 |
1,985.2 |
46.1 |
2.4% |
1,874.2 |
| Close |
1,998.7 |
2,013.1 |
14.4 |
0.7% |
1,949.8 |
| Range |
61.7 |
39.4 |
-22.3 |
-36.1% |
186.6 |
| ATR |
46.8 |
46.3 |
-0.5 |
-1.1% |
0.0 |
| Volume |
289,437 |
361,475 |
72,038 |
24.9% |
1,867,838 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.8 |
2,108.9 |
2,034.8 |
|
| R3 |
2,086.4 |
2,069.5 |
2,023.9 |
|
| R2 |
2,047.0 |
2,047.0 |
2,020.3 |
|
| R1 |
2,030.1 |
2,030.1 |
2,016.7 |
2,038.6 |
| PP |
2,007.6 |
2,007.6 |
2,007.6 |
2,011.9 |
| S1 |
1,990.7 |
1,990.7 |
2,009.5 |
1,999.2 |
| S2 |
1,968.2 |
1,968.2 |
2,005.9 |
|
| S3 |
1,928.8 |
1,951.3 |
2,002.3 |
|
| S4 |
1,889.4 |
1,911.9 |
1,991.4 |
|
|
| 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 |
2,024.6 |
1,874.2 |
150.4 |
7.5% |
54.1 |
2.7% |
92% |
True |
False |
340,488 |
| 10 |
2,089.2 |
1,874.2 |
215.0 |
10.7% |
57.3 |
2.8% |
65% |
False |
False |
359,601 |
| 20 |
2,089.2 |
1,867.8 |
221.4 |
11.0% |
49.2 |
2.4% |
66% |
False |
False |
264,290 |
| 40 |
2,089.2 |
1,772.0 |
317.2 |
15.8% |
36.3 |
1.8% |
76% |
False |
False |
142,532 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
19.8% |
34.0 |
1.7% |
81% |
False |
False |
96,948 |
| 80 |
2,089.2 |
1,687.8 |
401.4 |
19.9% |
32.6 |
1.6% |
81% |
False |
False |
73,994 |
| 100 |
2,089.2 |
1,577.7 |
511.5 |
25.4% |
34.7 |
1.7% |
85% |
False |
False |
60,027 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
31.3% |
39.5 |
2.0% |
88% |
False |
False |
50,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,192.1 |
|
2.618 |
2,127.7 |
|
1.618 |
2,088.3 |
|
1.000 |
2,064.0 |
|
0.618 |
2,048.9 |
|
HIGH |
2,024.6 |
|
0.618 |
2,009.5 |
|
0.500 |
2,004.9 |
|
0.382 |
2,000.3 |
|
LOW |
1,985.2 |
|
0.618 |
1,960.9 |
|
1.000 |
1,945.8 |
|
1.618 |
1,921.5 |
|
2.618 |
1,882.1 |
|
4.250 |
1,817.8 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,010.4 |
2,002.7 |
| PP |
2,007.6 |
1,992.3 |
| S1 |
2,004.9 |
1,981.9 |
|