| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,934.4 |
1,955.6 |
21.2 |
1.1% |
1,956.4 |
| High |
1,963.1 |
1,963.1 |
0.0 |
0.0% |
2,024.6 |
| Low |
1,928.9 |
1,916.6 |
-12.3 |
-0.6% |
1,916.6 |
| Close |
1,946.5 |
1,947.0 |
0.5 |
0.0% |
1,947.0 |
| Range |
34.2 |
46.5 |
12.3 |
36.0% |
108.0 |
| ATR |
48.5 |
48.4 |
-0.1 |
-0.3% |
0.0 |
| Volume |
383,338 |
355,065 |
-28,273 |
-7.4% |
1,832,571 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.7 |
2,060.9 |
1,972.6 |
|
| R3 |
2,035.2 |
2,014.4 |
1,959.8 |
|
| R2 |
1,988.7 |
1,988.7 |
1,955.5 |
|
| R1 |
1,967.9 |
1,967.9 |
1,951.3 |
1,955.1 |
| PP |
1,942.2 |
1,942.2 |
1,942.2 |
1,935.8 |
| S1 |
1,921.4 |
1,921.4 |
1,942.7 |
1,908.6 |
| S2 |
1,895.7 |
1,895.7 |
1,938.5 |
|
| S3 |
1,849.2 |
1,874.9 |
1,934.2 |
|
| S4 |
1,802.7 |
1,828.4 |
1,921.4 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,286.7 |
2,224.9 |
2,006.4 |
|
| R3 |
2,178.7 |
2,116.9 |
1,976.7 |
|
| R2 |
2,070.7 |
2,070.7 |
1,966.8 |
|
| R1 |
2,008.9 |
2,008.9 |
1,956.9 |
1,985.8 |
| PP |
1,962.7 |
1,962.7 |
1,962.7 |
1,951.2 |
| S1 |
1,900.9 |
1,900.9 |
1,937.1 |
1,877.8 |
| S2 |
1,854.7 |
1,854.7 |
1,927.2 |
|
| S3 |
1,746.7 |
1,792.9 |
1,917.3 |
|
| S4 |
1,638.7 |
1,684.9 |
1,887.6 |
|
|
| 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 |
1,916.6 |
108.0 |
5.5% |
53.4 |
2.7% |
28% |
False |
True |
366,514 |
| 10 |
2,060.8 |
1,874.2 |
186.6 |
9.6% |
59.9 |
3.1% |
39% |
False |
False |
370,040 |
| 20 |
2,089.2 |
1,874.2 |
215.0 |
11.0% |
52.8 |
2.7% |
34% |
False |
False |
313,939 |
| 40 |
2,089.2 |
1,772.0 |
317.2 |
16.3% |
38.8 |
2.0% |
55% |
False |
False |
171,596 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
20.5% |
35.3 |
1.8% |
64% |
False |
False |
116,371 |
| 80 |
2,089.2 |
1,687.8 |
401.4 |
20.6% |
33.7 |
1.7% |
65% |
False |
False |
88,667 |
| 100 |
2,089.2 |
1,577.7 |
511.5 |
26.3% |
35.2 |
1.8% |
72% |
False |
False |
71,718 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
32.4% |
39.4 |
2.0% |
77% |
False |
False |
60,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.7 |
|
2.618 |
2,084.8 |
|
1.618 |
2,038.3 |
|
1.000 |
2,009.6 |
|
0.618 |
1,991.8 |
|
HIGH |
1,963.1 |
|
0.618 |
1,945.3 |
|
0.500 |
1,939.9 |
|
0.382 |
1,934.4 |
|
LOW |
1,916.6 |
|
0.618 |
1,887.9 |
|
1.000 |
1,870.1 |
|
1.618 |
1,841.4 |
|
2.618 |
1,794.9 |
|
4.250 |
1,719.0 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,944.6 |
1,966.1 |
| PP |
1,942.2 |
1,959.7 |
| S1 |
1,939.9 |
1,953.4 |
|