| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,360.00 |
3,354.25 |
-5.75 |
-0.2% |
3,333.00 |
| High |
3,369.00 |
3,372.00 |
3.00 |
0.1% |
3,371.75 |
| Low |
3,339.00 |
3,354.25 |
15.25 |
0.5% |
3,309.50 |
| Close |
3,351.00 |
3,369.25 |
18.25 |
0.5% |
3,351.00 |
| Range |
30.00 |
17.75 |
-12.25 |
-40.8% |
62.25 |
| ATR |
47.33 |
45.45 |
-1.88 |
-4.0% |
0.00 |
| Volume |
936 |
1,629 |
693 |
74.0% |
21,134 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,418.50 |
3,411.50 |
3,379.00 |
|
| R3 |
3,400.75 |
3,393.75 |
3,374.25 |
|
| R2 |
3,383.00 |
3,383.00 |
3,372.50 |
|
| R1 |
3,376.00 |
3,376.00 |
3,371.00 |
3,379.50 |
| PP |
3,365.25 |
3,365.25 |
3,365.25 |
3,367.00 |
| S1 |
3,358.25 |
3,358.25 |
3,367.50 |
3,361.75 |
| S2 |
3,347.50 |
3,347.50 |
3,366.00 |
|
| S3 |
3,329.75 |
3,340.50 |
3,364.25 |
|
| S4 |
3,312.00 |
3,322.75 |
3,359.50 |
|
|
| 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 |
3,372.00 |
3,309.50 |
62.50 |
1.9% |
37.25 |
1.1% |
96% |
True |
False |
3,740 |
| 10 |
3,372.00 |
3,260.75 |
111.25 |
3.3% |
34.50 |
1.0% |
98% |
True |
False |
3,793 |
| 20 |
3,372.00 |
3,181.25 |
190.75 |
5.7% |
42.25 |
1.3% |
99% |
True |
False |
2,921 |
| 40 |
3,372.00 |
2,972.00 |
400.00 |
11.9% |
54.25 |
1.6% |
99% |
True |
False |
2,460 |
| 60 |
3,372.00 |
2,891.00 |
481.00 |
14.3% |
60.00 |
1.8% |
99% |
True |
False |
1,953 |
| 80 |
3,372.00 |
2,745.50 |
626.50 |
18.6% |
62.00 |
1.8% |
100% |
True |
False |
2,132 |
| 100 |
3,372.00 |
2,393.25 |
978.75 |
29.0% |
70.25 |
2.1% |
100% |
True |
False |
1,896 |
| 120 |
3,372.00 |
2,168.25 |
1,203.75 |
35.7% |
82.50 |
2.4% |
100% |
True |
False |
1,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,447.50 |
|
2.618 |
3,418.50 |
|
1.618 |
3,400.75 |
|
1.000 |
3,389.75 |
|
0.618 |
3,383.00 |
|
HIGH |
3,372.00 |
|
0.618 |
3,365.25 |
|
0.500 |
3,363.00 |
|
0.382 |
3,361.00 |
|
LOW |
3,354.25 |
|
0.618 |
3,343.25 |
|
1.000 |
3,336.50 |
|
1.618 |
3,325.50 |
|
2.618 |
3,307.75 |
|
4.250 |
3,278.75 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,367.25 |
3,364.75 |
| PP |
3,365.25 |
3,360.00 |
| S1 |
3,363.00 |
3,355.50 |
|