| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,333.00 |
3,340.50 |
7.50 |
0.2% |
3,259.50 |
| High |
3,346.75 |
3,368.25 |
21.50 |
0.6% |
3,337.00 |
| Low |
3,318.75 |
3,309.50 |
-9.25 |
-0.3% |
3,244.50 |
| Close |
3,342.50 |
3,319.50 |
-23.00 |
-0.7% |
3,334.50 |
| Range |
28.00 |
58.75 |
30.75 |
109.8% |
92.50 |
| ATR |
49.47 |
50.13 |
0.66 |
1.3% |
0.00 |
| Volume |
4,061 |
4,947 |
886 |
21.8% |
18,580 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,508.75 |
3,472.75 |
3,351.75 |
|
| R3 |
3,450.00 |
3,414.00 |
3,335.75 |
|
| R2 |
3,391.25 |
3,391.25 |
3,330.25 |
|
| R1 |
3,355.25 |
3,355.25 |
3,325.00 |
3,344.00 |
| PP |
3,332.50 |
3,332.50 |
3,332.50 |
3,326.75 |
| S1 |
3,296.50 |
3,296.50 |
3,314.00 |
3,285.00 |
| S2 |
3,273.75 |
3,273.75 |
3,308.75 |
|
| S3 |
3,215.00 |
3,237.75 |
3,303.25 |
|
| S4 |
3,156.25 |
3,179.00 |
3,287.25 |
|
|
| 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 |
3,368.25 |
3,282.25 |
86.00 |
2.6% |
37.25 |
1.1% |
43% |
True |
False |
4,354 |
| 10 |
3,368.25 |
3,184.75 |
183.50 |
5.5% |
44.25 |
1.3% |
73% |
True |
False |
3,725 |
| 20 |
3,368.25 |
3,178.00 |
190.25 |
5.7% |
44.25 |
1.3% |
74% |
True |
False |
2,470 |
| 40 |
3,368.25 |
2,972.00 |
396.25 |
11.9% |
58.00 |
1.7% |
88% |
True |
False |
2,310 |
| 60 |
3,368.25 |
2,838.00 |
530.25 |
16.0% |
62.25 |
1.9% |
91% |
True |
False |
1,845 |
| 80 |
3,368.25 |
2,707.25 |
661.00 |
19.9% |
64.50 |
1.9% |
93% |
True |
False |
1,964 |
| 100 |
3,368.25 |
2,168.25 |
1,200.00 |
36.2% |
76.50 |
2.3% |
96% |
True |
False |
1,785 |
| 120 |
3,368.25 |
2,168.25 |
1,200.00 |
36.2% |
83.75 |
2.5% |
96% |
True |
False |
1,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,618.00 |
|
2.618 |
3,522.00 |
|
1.618 |
3,463.25 |
|
1.000 |
3,427.00 |
|
0.618 |
3,404.50 |
|
HIGH |
3,368.25 |
|
0.618 |
3,345.75 |
|
0.500 |
3,339.00 |
|
0.382 |
3,332.00 |
|
LOW |
3,309.50 |
|
0.618 |
3,273.25 |
|
1.000 |
3,250.75 |
|
1.618 |
3,214.50 |
|
2.618 |
3,155.75 |
|
4.250 |
3,059.75 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,339.00 |
3,339.00 |
| PP |
3,332.50 |
3,332.50 |
| S1 |
3,326.00 |
3,326.00 |
|