| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,947.9 |
1,935.9 |
-12.0 |
-0.6% |
1,956.4 |
| High |
1,970.3 |
1,944.1 |
-26.2 |
-1.3% |
2,024.6 |
| Low |
1,930.8 |
1,919.1 |
-11.7 |
-0.6% |
1,916.6 |
| Close |
1,939.2 |
1,923.1 |
-16.1 |
-0.8% |
1,947.0 |
| Range |
39.5 |
25.0 |
-14.5 |
-36.7% |
108.0 |
| ATR |
47.7 |
46.1 |
-1.6 |
-3.4% |
0.0 |
| Volume |
286,258 |
274,113 |
-12,145 |
-4.2% |
1,832,571 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,003.8 |
1,988.4 |
1,936.9 |
|
| R3 |
1,978.8 |
1,963.4 |
1,930.0 |
|
| R2 |
1,953.8 |
1,953.8 |
1,927.7 |
|
| R1 |
1,938.4 |
1,938.4 |
1,925.4 |
1,933.6 |
| PP |
1,928.8 |
1,928.8 |
1,928.8 |
1,926.4 |
| S1 |
1,913.4 |
1,913.4 |
1,920.8 |
1,908.6 |
| S2 |
1,903.8 |
1,903.8 |
1,918.5 |
|
| S3 |
1,878.8 |
1,888.4 |
1,916.2 |
|
| S4 |
1,853.8 |
1,863.4 |
1,909.4 |
|
|
| 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 |
2,015.6 |
1,916.6 |
99.0 |
5.1% |
46.1 |
2.4% |
7% |
False |
False |
348,406 |
| 10 |
2,024.6 |
1,874.2 |
150.4 |
7.8% |
50.1 |
2.6% |
33% |
False |
False |
344,447 |
| 20 |
2,089.2 |
1,874.2 |
215.0 |
11.2% |
50.2 |
2.6% |
23% |
False |
False |
326,987 |
| 40 |
2,089.2 |
1,788.3 |
300.9 |
15.6% |
39.3 |
2.0% |
45% |
False |
False |
185,382 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
20.8% |
35.6 |
1.9% |
58% |
False |
False |
125,549 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.8% |
33.5 |
1.7% |
58% |
False |
False |
95,595 |
| 100 |
2,089.2 |
1,625.3 |
463.9 |
24.1% |
35.0 |
1.8% |
64% |
False |
False |
77,255 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
32.8% |
39.5 |
2.1% |
74% |
False |
False |
65,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,050.4 |
|
2.618 |
2,009.6 |
|
1.618 |
1,984.6 |
|
1.000 |
1,969.1 |
|
0.618 |
1,959.6 |
|
HIGH |
1,944.1 |
|
0.618 |
1,934.6 |
|
0.500 |
1,931.6 |
|
0.382 |
1,928.7 |
|
LOW |
1,919.1 |
|
0.618 |
1,903.7 |
|
1.000 |
1,894.1 |
|
1.618 |
1,878.7 |
|
2.618 |
1,853.7 |
|
4.250 |
1,812.9 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,931.6 |
1,943.5 |
| PP |
1,928.8 |
1,936.7 |
| S1 |
1,925.9 |
1,929.9 |
|