| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,354.25 |
3,367.25 |
13.00 |
0.4% |
3,333.00 |
| High |
3,372.00 |
3,379.75 |
7.75 |
0.2% |
3,371.75 |
| Low |
3,354.25 |
3,355.00 |
0.75 |
0.0% |
3,309.50 |
| Close |
3,369.25 |
3,376.25 |
7.00 |
0.2% |
3,351.00 |
| Range |
17.75 |
24.75 |
7.00 |
39.4% |
62.25 |
| ATR |
45.45 |
43.97 |
-1.48 |
-3.3% |
0.00 |
| Volume |
1,629 |
3,360 |
1,731 |
106.3% |
21,134 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,444.50 |
3,435.25 |
3,389.75 |
|
| R3 |
3,419.75 |
3,410.50 |
3,383.00 |
|
| R2 |
3,395.00 |
3,395.00 |
3,380.75 |
|
| R1 |
3,385.75 |
3,385.75 |
3,378.50 |
3,390.50 |
| PP |
3,370.25 |
3,370.25 |
3,370.25 |
3,372.75 |
| S1 |
3,361.00 |
3,361.00 |
3,374.00 |
3,365.50 |
| S2 |
3,345.50 |
3,345.50 |
3,371.75 |
|
| S3 |
3,320.75 |
3,336.25 |
3,369.50 |
|
| S4 |
3,296.00 |
3,311.50 |
3,362.75 |
|
|
| 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 |
3,379.75 |
3,316.00 |
63.75 |
1.9% |
30.50 |
0.9% |
95% |
True |
False |
3,423 |
| 10 |
3,379.75 |
3,282.25 |
97.50 |
2.9% |
34.00 |
1.0% |
96% |
True |
False |
3,888 |
| 20 |
3,379.75 |
3,181.25 |
198.50 |
5.9% |
41.75 |
1.2% |
98% |
True |
False |
3,040 |
| 40 |
3,379.75 |
2,972.00 |
407.75 |
12.1% |
52.75 |
1.6% |
99% |
True |
False |
2,466 |
| 60 |
3,379.75 |
2,916.50 |
463.25 |
13.7% |
59.50 |
1.8% |
99% |
True |
False |
2,007 |
| 80 |
3,379.75 |
2,745.75 |
634.00 |
18.8% |
61.50 |
1.8% |
99% |
True |
False |
2,164 |
| 100 |
3,379.75 |
2,422.50 |
957.25 |
28.4% |
68.25 |
2.0% |
100% |
True |
False |
1,923 |
| 120 |
3,379.75 |
2,168.25 |
1,211.50 |
35.9% |
81.50 |
2.4% |
100% |
True |
False |
1,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,485.00 |
|
2.618 |
3,444.50 |
|
1.618 |
3,419.75 |
|
1.000 |
3,404.50 |
|
0.618 |
3,395.00 |
|
HIGH |
3,379.75 |
|
0.618 |
3,370.25 |
|
0.500 |
3,367.50 |
|
0.382 |
3,364.50 |
|
LOW |
3,355.00 |
|
0.618 |
3,339.75 |
|
1.000 |
3,330.25 |
|
1.618 |
3,315.00 |
|
2.618 |
3,290.25 |
|
4.250 |
3,249.75 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,373.25 |
3,370.50 |
| PP |
3,370.25 |
3,365.00 |
| S1 |
3,367.50 |
3,359.50 |
|