| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,357.50 |
3,360.00 |
2.50 |
0.1% |
3,333.00 |
| High |
3,371.50 |
3,369.00 |
-2.50 |
-0.1% |
3,371.75 |
| Low |
3,347.25 |
3,339.00 |
-8.25 |
-0.2% |
3,309.50 |
| Close |
3,357.25 |
3,351.00 |
-6.25 |
-0.2% |
3,351.00 |
| Range |
24.25 |
30.00 |
5.75 |
23.7% |
62.25 |
| ATR |
48.66 |
47.33 |
-1.33 |
-2.7% |
0.00 |
| Volume |
7,815 |
936 |
-6,879 |
-88.0% |
21,134 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,443.00 |
3,427.00 |
3,367.50 |
|
| R3 |
3,413.00 |
3,397.00 |
3,359.25 |
|
| R2 |
3,383.00 |
3,383.00 |
3,356.50 |
|
| R1 |
3,367.00 |
3,367.00 |
3,353.75 |
3,360.00 |
| PP |
3,353.00 |
3,353.00 |
3,353.00 |
3,349.50 |
| S1 |
3,337.00 |
3,337.00 |
3,348.25 |
3,330.00 |
| S2 |
3,323.00 |
3,323.00 |
3,345.50 |
|
| S3 |
3,293.00 |
3,307.00 |
3,342.75 |
|
| S4 |
3,263.00 |
3,277.00 |
3,334.50 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,530.75 |
3,503.25 |
3,385.25 |
|
| R3 |
3,468.50 |
3,441.00 |
3,368.00 |
|
| R2 |
3,406.25 |
3,406.25 |
3,362.50 |
|
| R1 |
3,378.75 |
3,378.75 |
3,356.75 |
3,392.50 |
| PP |
3,344.00 |
3,344.00 |
3,344.00 |
3,351.00 |
| S1 |
3,316.50 |
3,316.50 |
3,345.25 |
3,330.25 |
| S2 |
3,281.75 |
3,281.75 |
3,339.50 |
|
| S3 |
3,219.50 |
3,254.25 |
3,334.00 |
|
| S4 |
3,157.25 |
3,192.00 |
3,316.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,371.75 |
3,309.50 |
62.25 |
1.9% |
39.25 |
1.2% |
67% |
False |
False |
4,226 |
| 10 |
3,371.75 |
3,244.50 |
127.25 |
3.8% |
36.75 |
1.1% |
84% |
False |
False |
3,971 |
| 20 |
3,371.75 |
3,179.75 |
192.00 |
5.7% |
44.25 |
1.3% |
89% |
False |
False |
2,891 |
| 40 |
3,371.75 |
2,972.00 |
399.75 |
11.9% |
56.00 |
1.7% |
95% |
False |
False |
2,459 |
| 60 |
3,371.75 |
2,891.00 |
480.75 |
14.3% |
60.25 |
1.8% |
96% |
False |
False |
1,929 |
| 80 |
3,371.75 |
2,745.50 |
626.25 |
18.7% |
62.50 |
1.9% |
97% |
False |
False |
2,114 |
| 100 |
3,371.75 |
2,381.75 |
990.00 |
29.5% |
71.75 |
2.1% |
98% |
False |
False |
1,896 |
| 120 |
3,371.75 |
2,168.25 |
1,203.50 |
35.9% |
83.00 |
2.5% |
98% |
False |
False |
1,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,496.50 |
|
2.618 |
3,447.50 |
|
1.618 |
3,417.50 |
|
1.000 |
3,399.00 |
|
0.618 |
3,387.50 |
|
HIGH |
3,369.00 |
|
0.618 |
3,357.50 |
|
0.500 |
3,354.00 |
|
0.382 |
3,350.50 |
|
LOW |
3,339.00 |
|
0.618 |
3,320.50 |
|
1.000 |
3,309.00 |
|
1.618 |
3,290.50 |
|
2.618 |
3,260.50 |
|
4.250 |
3,211.50 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,354.00 |
3,348.50 |
| PP |
3,353.00 |
3,346.25 |
| S1 |
3,352.00 |
3,344.00 |
|