| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,955.6 |
1,947.9 |
-7.7 |
-0.4% |
1,956.4 |
| High |
1,963.1 |
1,970.3 |
7.2 |
0.4% |
2,024.6 |
| Low |
1,916.6 |
1,930.8 |
14.2 |
0.7% |
1,916.6 |
| Close |
1,947.0 |
1,939.2 |
-7.8 |
-0.4% |
1,947.0 |
| Range |
46.5 |
39.5 |
-7.0 |
-15.1% |
108.0 |
| ATR |
48.4 |
47.7 |
-0.6 |
-1.3% |
0.0 |
| Volume |
355,065 |
286,258 |
-68,807 |
-19.4% |
1,832,571 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,065.3 |
2,041.7 |
1,960.9 |
|
| R3 |
2,025.8 |
2,002.2 |
1,950.1 |
|
| R2 |
1,986.3 |
1,986.3 |
1,946.4 |
|
| R1 |
1,962.7 |
1,962.7 |
1,942.8 |
1,954.8 |
| PP |
1,946.8 |
1,946.8 |
1,946.8 |
1,942.8 |
| S1 |
1,923.2 |
1,923.2 |
1,935.6 |
1,915.3 |
| S2 |
1,907.3 |
1,907.3 |
1,932.0 |
|
| S3 |
1,867.8 |
1,883.7 |
1,928.3 |
|
| S4 |
1,828.3 |
1,844.2 |
1,917.5 |
|
|
| 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 |
5.6% |
48.9 |
2.5% |
21% |
False |
False |
365,878 |
| 10 |
2,040.5 |
1,874.2 |
166.3 |
8.6% |
60.5 |
3.1% |
39% |
False |
False |
373,536 |
| 20 |
2,089.2 |
1,874.2 |
215.0 |
11.1% |
52.6 |
2.7% |
30% |
False |
False |
321,360 |
| 40 |
2,089.2 |
1,788.3 |
300.9 |
15.5% |
39.0 |
2.0% |
50% |
False |
False |
178,633 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
20.6% |
35.5 |
1.8% |
62% |
False |
False |
121,035 |
| 80 |
2,089.2 |
1,687.8 |
401.4 |
20.7% |
33.6 |
1.7% |
63% |
False |
False |
92,198 |
| 100 |
2,089.2 |
1,596.7 |
492.5 |
25.4% |
35.3 |
1.8% |
70% |
False |
False |
74,548 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
32.5% |
39.6 |
2.0% |
76% |
False |
False |
62,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.2 |
|
2.618 |
2,073.7 |
|
1.618 |
2,034.2 |
|
1.000 |
2,009.8 |
|
0.618 |
1,994.7 |
|
HIGH |
1,970.3 |
|
0.618 |
1,955.2 |
|
0.500 |
1,950.6 |
|
0.382 |
1,945.9 |
|
LOW |
1,930.8 |
|
0.618 |
1,906.4 |
|
1.000 |
1,891.3 |
|
1.618 |
1,866.9 |
|
2.618 |
1,827.4 |
|
4.250 |
1,762.9 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,950.6 |
1,943.5 |
| PP |
1,946.8 |
1,942.0 |
| S1 |
1,943.0 |
1,940.6 |
|