| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,569.7 |
1,568.1 |
-1.6 |
-0.1% |
1,568.6 |
| High |
1,586.5 |
1,570.8 |
-15.7 |
-1.0% |
1,605.7 |
| Low |
1,566.0 |
1,551.3 |
-14.7 |
-0.9% |
1,560.9 |
| Close |
1,569.5 |
1,560.3 |
-9.2 |
-0.6% |
1,573.2 |
| Range |
20.5 |
19.5 |
-1.0 |
-4.9% |
44.8 |
| ATR |
31.5 |
30.6 |
-0.9 |
-2.7% |
0.0 |
| Volume |
113,080 |
120,160 |
7,080 |
6.3% |
782,674 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,619.3 |
1,609.3 |
1,571.0 |
|
| R3 |
1,599.8 |
1,589.8 |
1,565.7 |
|
| R2 |
1,580.3 |
1,580.3 |
1,563.9 |
|
| R1 |
1,570.3 |
1,570.3 |
1,562.1 |
1,565.6 |
| PP |
1,560.8 |
1,560.8 |
1,560.8 |
1,558.4 |
| S1 |
1,550.8 |
1,550.8 |
1,558.5 |
1,546.1 |
| S2 |
1,541.3 |
1,541.3 |
1,556.7 |
|
| S3 |
1,521.8 |
1,531.3 |
1,554.9 |
|
| S4 |
1,502.3 |
1,511.8 |
1,549.6 |
|
|
| 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 |
1,589.6 |
1,551.3 |
38.3 |
2.5% |
21.5 |
1.4% |
23% |
False |
True |
102,816 |
| 10 |
1,605.7 |
1,531.3 |
74.4 |
4.8% |
26.1 |
1.7% |
39% |
False |
False |
138,093 |
| 20 |
1,605.7 |
1,451.1 |
154.6 |
9.9% |
28.6 |
1.8% |
71% |
False |
False |
147,437 |
| 40 |
1,605.7 |
1,359.6 |
246.1 |
15.8% |
34.7 |
2.2% |
82% |
False |
False |
170,681 |
| 60 |
1,605.7 |
1,314.5 |
291.2 |
18.7% |
42.7 |
2.7% |
84% |
False |
False |
149,897 |
| 80 |
1,605.7 |
1,173.1 |
432.6 |
27.7% |
45.2 |
2.9% |
90% |
False |
False |
112,469 |
| 100 |
1,605.7 |
1,030.4 |
575.3 |
36.9% |
47.0 |
3.0% |
92% |
False |
False |
90,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,653.7 |
|
2.618 |
1,621.9 |
|
1.618 |
1,602.4 |
|
1.000 |
1,590.3 |
|
0.618 |
1,582.9 |
|
HIGH |
1,570.8 |
|
0.618 |
1,563.4 |
|
0.500 |
1,561.1 |
|
0.382 |
1,558.7 |
|
LOW |
1,551.3 |
|
0.618 |
1,539.2 |
|
1.000 |
1,531.8 |
|
1.618 |
1,519.7 |
|
2.618 |
1,500.2 |
|
4.250 |
1,468.4 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,561.1 |
1,570.5 |
| PP |
1,560.8 |
1,567.1 |
| S1 |
1,560.6 |
1,563.7 |
|