| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,331.50 |
3,333.00 |
1.50 |
0.0% |
3,259.50 |
| High |
3,337.00 |
3,346.75 |
9.75 |
0.3% |
3,337.00 |
| Low |
3,312.50 |
3,318.75 |
6.25 |
0.2% |
3,244.50 |
| Close |
3,334.50 |
3,342.50 |
8.00 |
0.2% |
3,334.50 |
| Range |
24.50 |
28.00 |
3.50 |
14.3% |
92.50 |
| ATR |
51.12 |
49.47 |
-1.65 |
-3.2% |
0.00 |
| Volume |
2,385 |
4,061 |
1,676 |
70.3% |
18,580 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,420.00 |
3,409.25 |
3,358.00 |
|
| R3 |
3,392.00 |
3,381.25 |
3,350.25 |
|
| R2 |
3,364.00 |
3,364.00 |
3,347.75 |
|
| R1 |
3,353.25 |
3,353.25 |
3,345.00 |
3,358.50 |
| PP |
3,336.00 |
3,336.00 |
3,336.00 |
3,338.75 |
| S1 |
3,325.25 |
3,325.25 |
3,340.00 |
3,330.50 |
| S2 |
3,308.00 |
3,308.00 |
3,337.25 |
|
| S3 |
3,280.00 |
3,297.25 |
3,334.75 |
|
| S4 |
3,252.00 |
3,269.25 |
3,327.00 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,582.75 |
3,551.25 |
3,385.50 |
|
| R3 |
3,490.25 |
3,458.75 |
3,360.00 |
|
| R2 |
3,397.75 |
3,397.75 |
3,351.50 |
|
| R1 |
3,366.25 |
3,366.25 |
3,343.00 |
3,382.00 |
| PP |
3,305.25 |
3,305.25 |
3,305.25 |
3,313.25 |
| S1 |
3,273.75 |
3,273.75 |
3,326.00 |
3,289.50 |
| S2 |
3,212.75 |
3,212.75 |
3,317.50 |
|
| S3 |
3,120.25 |
3,181.25 |
3,309.00 |
|
| S4 |
3,027.75 |
3,088.75 |
3,283.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,346.75 |
3,260.75 |
86.00 |
2.6% |
31.50 |
0.9% |
95% |
True |
False |
3,846 |
| 10 |
3,346.75 |
3,184.75 |
162.00 |
4.8% |
42.25 |
1.3% |
97% |
True |
False |
3,304 |
| 20 |
3,346.75 |
3,108.50 |
238.25 |
7.1% |
45.00 |
1.3% |
98% |
True |
False |
2,360 |
| 40 |
3,346.75 |
2,916.50 |
430.25 |
12.9% |
60.25 |
1.8% |
99% |
True |
False |
2,202 |
| 60 |
3,346.75 |
2,797.25 |
549.50 |
16.4% |
62.25 |
1.9% |
99% |
True |
False |
1,772 |
| 80 |
3,346.75 |
2,707.25 |
639.50 |
19.1% |
64.50 |
1.9% |
99% |
True |
False |
1,904 |
| 100 |
3,346.75 |
2,168.25 |
1,178.50 |
35.3% |
77.25 |
2.3% |
100% |
True |
False |
1,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,465.75 |
|
2.618 |
3,420.00 |
|
1.618 |
3,392.00 |
|
1.000 |
3,374.75 |
|
0.618 |
3,364.00 |
|
HIGH |
3,346.75 |
|
0.618 |
3,336.00 |
|
0.500 |
3,332.75 |
|
0.382 |
3,329.50 |
|
LOW |
3,318.75 |
|
0.618 |
3,301.50 |
|
1.000 |
3,290.75 |
|
1.618 |
3,273.50 |
|
2.618 |
3,245.50 |
|
4.250 |
3,199.75 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,339.25 |
3,334.50 |
| PP |
3,336.00 |
3,326.75 |
| S1 |
3,332.75 |
3,318.75 |
|