| 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 |
1,578.3 |
1,575.2 |
-3.1 |
-0.2% |
1,568.6 |
| High |
1,587.5 |
1,586.5 |
-1.0 |
-0.1% |
1,605.7 |
| Low |
1,560.9 |
1,572.0 |
11.1 |
0.7% |
1,560.9 |
| Close |
1,573.2 |
1,583.9 |
10.7 |
0.7% |
1,573.2 |
| Range |
26.6 |
14.5 |
-12.1 |
-45.5% |
44.8 |
| ATR |
34.2 |
32.8 |
-1.4 |
-4.1% |
0.0 |
| Volume |
106,594 |
76,811 |
-29,783 |
-27.9% |
782,674 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,624.3 |
1,618.6 |
1,591.9 |
|
| R3 |
1,609.8 |
1,604.1 |
1,587.9 |
|
| R2 |
1,595.3 |
1,595.3 |
1,586.6 |
|
| R1 |
1,589.6 |
1,589.6 |
1,585.2 |
1,592.5 |
| PP |
1,580.8 |
1,580.8 |
1,580.8 |
1,582.2 |
| S1 |
1,575.1 |
1,575.1 |
1,582.6 |
1,578.0 |
| S2 |
1,566.3 |
1,566.3 |
1,581.2 |
|
| S3 |
1,551.8 |
1,560.6 |
1,579.9 |
|
| S4 |
1,537.3 |
1,546.1 |
1,575.9 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,714.3 |
1,688.6 |
1,597.8 |
|
| R3 |
1,669.5 |
1,643.8 |
1,585.5 |
|
| R2 |
1,624.7 |
1,624.7 |
1,581.4 |
|
| R1 |
1,599.0 |
1,599.0 |
1,577.3 |
1,611.9 |
| PP |
1,579.9 |
1,579.9 |
1,579.9 |
1,586.4 |
| S1 |
1,554.2 |
1,554.2 |
1,569.1 |
1,567.1 |
| S2 |
1,535.1 |
1,535.1 |
1,565.0 |
|
| S3 |
1,490.3 |
1,509.4 |
1,560.9 |
|
| S4 |
1,445.5 |
1,464.6 |
1,548.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,605.7 |
1,560.9 |
44.8 |
2.8% |
24.9 |
1.6% |
51% |
False |
False |
138,587 |
| 10 |
1,605.7 |
1,493.7 |
112.0 |
7.1% |
27.0 |
1.7% |
81% |
False |
False |
151,301 |
| 20 |
1,605.7 |
1,451.1 |
154.6 |
9.8% |
30.2 |
1.9% |
86% |
False |
False |
155,307 |
| 40 |
1,605.7 |
1,359.6 |
246.1 |
15.5% |
37.6 |
2.4% |
91% |
False |
False |
175,006 |
| 60 |
1,605.7 |
1,314.5 |
291.2 |
18.4% |
44.3 |
2.8% |
93% |
False |
False |
144,401 |
| 80 |
1,605.7 |
1,173.1 |
432.6 |
27.3% |
46.5 |
2.9% |
95% |
False |
False |
108,351 |
| 100 |
1,605.7 |
1,030.4 |
575.3 |
36.3% |
48.6 |
3.1% |
96% |
False |
False |
86,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,648.1 |
|
2.618 |
1,624.5 |
|
1.618 |
1,610.0 |
|
1.000 |
1,601.0 |
|
0.618 |
1,595.5 |
|
HIGH |
1,586.5 |
|
0.618 |
1,581.0 |
|
0.500 |
1,579.3 |
|
0.382 |
1,577.5 |
|
LOW |
1,572.0 |
|
0.618 |
1,563.0 |
|
1.000 |
1,557.5 |
|
1.618 |
1,548.5 |
|
2.618 |
1,534.0 |
|
4.250 |
1,510.4 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,582.4 |
1,581.3 |
| PP |
1,580.8 |
1,578.7 |
| S1 |
1,579.3 |
1,576.2 |
|