| 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 |
1,575.2 |
1,583.0 |
7.8 |
0.5% |
1,568.6 |
| High |
1,586.5 |
1,589.6 |
3.1 |
0.2% |
1,605.7 |
| Low |
1,572.0 |
1,563.1 |
-8.9 |
-0.6% |
1,560.9 |
| Close |
1,583.9 |
1,569.3 |
-14.6 |
-0.9% |
1,573.2 |
| Range |
14.5 |
26.5 |
12.0 |
82.8% |
44.8 |
| ATR |
32.8 |
32.3 |
-0.4 |
-1.4% |
0.0 |
| Volume |
76,811 |
97,438 |
20,627 |
26.9% |
782,674 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,653.5 |
1,637.9 |
1,583.9 |
|
| R3 |
1,627.0 |
1,611.4 |
1,576.6 |
|
| R2 |
1,600.5 |
1,600.5 |
1,574.2 |
|
| R1 |
1,584.9 |
1,584.9 |
1,571.7 |
1,579.5 |
| PP |
1,574.0 |
1,574.0 |
1,574.0 |
1,571.3 |
| S1 |
1,558.4 |
1,558.4 |
1,566.9 |
1,553.0 |
| S2 |
1,547.5 |
1,547.5 |
1,564.4 |
|
| S3 |
1,521.0 |
1,531.9 |
1,562.0 |
|
| S4 |
1,494.5 |
1,505.4 |
1,554.7 |
|
|
| 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 |
1,596.9 |
1,560.9 |
36.0 |
2.3% |
22.5 |
1.4% |
23% |
False |
False |
114,935 |
| 10 |
1,605.7 |
1,509.3 |
96.4 |
6.1% |
27.5 |
1.8% |
62% |
False |
False |
146,361 |
| 20 |
1,605.7 |
1,451.1 |
154.6 |
9.9% |
29.8 |
1.9% |
76% |
False |
False |
151,357 |
| 40 |
1,605.7 |
1,359.6 |
246.1 |
15.7% |
37.0 |
2.4% |
85% |
False |
False |
173,869 |
| 60 |
1,605.7 |
1,314.5 |
291.2 |
18.6% |
44.1 |
2.8% |
88% |
False |
False |
146,023 |
| 80 |
1,605.7 |
1,173.1 |
432.6 |
27.6% |
46.3 |
2.9% |
92% |
False |
False |
109,554 |
| 100 |
1,605.7 |
1,030.4 |
575.3 |
36.7% |
47.8 |
3.0% |
94% |
False |
False |
87,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,702.2 |
|
2.618 |
1,659.0 |
|
1.618 |
1,632.5 |
|
1.000 |
1,616.1 |
|
0.618 |
1,606.0 |
|
HIGH |
1,589.6 |
|
0.618 |
1,579.5 |
|
0.500 |
1,576.4 |
|
0.382 |
1,573.2 |
|
LOW |
1,563.1 |
|
0.618 |
1,546.7 |
|
1.000 |
1,536.6 |
|
1.618 |
1,520.2 |
|
2.618 |
1,493.7 |
|
4.250 |
1,450.5 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,576.4 |
1,575.3 |
| PP |
1,574.0 |
1,573.3 |
| S1 |
1,571.7 |
1,571.3 |
|