| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,377.50 |
3,359.25 |
-18.25 |
-0.5% |
3,333.00 |
| High |
3,384.75 |
3,376.25 |
-8.50 |
-0.3% |
3,371.75 |
| Low |
3,355.50 |
3,334.00 |
-21.50 |
-0.6% |
3,309.50 |
| Close |
3,362.25 |
3,370.25 |
8.00 |
0.2% |
3,351.00 |
| Range |
29.25 |
42.25 |
13.00 |
44.4% |
62.25 |
| ATR |
42.92 |
42.87 |
-0.05 |
-0.1% |
0.00 |
| Volume |
7,738 |
4,033 |
-3,705 |
-47.9% |
21,134 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,487.00 |
3,470.75 |
3,393.50 |
|
| R3 |
3,444.75 |
3,428.50 |
3,381.75 |
|
| R2 |
3,402.50 |
3,402.50 |
3,378.00 |
|
| R1 |
3,386.25 |
3,386.25 |
3,374.00 |
3,394.50 |
| PP |
3,360.25 |
3,360.25 |
3,360.25 |
3,364.25 |
| S1 |
3,344.00 |
3,344.00 |
3,366.50 |
3,352.00 |
| S2 |
3,318.00 |
3,318.00 |
3,362.50 |
|
| S3 |
3,275.75 |
3,301.75 |
3,358.75 |
|
| S4 |
3,233.50 |
3,259.50 |
3,347.00 |
|
|
| 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 |
3,384.75 |
3,334.00 |
50.75 |
1.5% |
28.75 |
0.9% |
71% |
False |
True |
3,539 |
| 10 |
3,384.75 |
3,309.50 |
75.25 |
2.2% |
33.50 |
1.0% |
81% |
False |
False |
4,027 |
| 20 |
3,384.75 |
3,181.25 |
203.50 |
6.0% |
39.75 |
1.2% |
93% |
False |
False |
3,520 |
| 40 |
3,384.75 |
2,972.00 |
412.75 |
12.2% |
49.75 |
1.5% |
96% |
False |
False |
2,612 |
| 60 |
3,384.75 |
2,916.50 |
468.25 |
13.9% |
58.25 |
1.7% |
97% |
False |
False |
2,194 |
| 80 |
3,384.75 |
2,745.75 |
639.00 |
19.0% |
60.75 |
1.8% |
98% |
False |
False |
2,298 |
| 100 |
3,384.75 |
2,422.50 |
962.25 |
28.6% |
66.00 |
2.0% |
98% |
False |
False |
2,037 |
| 120 |
3,384.75 |
2,168.25 |
1,216.50 |
36.1% |
80.25 |
2.4% |
99% |
False |
False |
1,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,555.75 |
|
2.618 |
3,486.75 |
|
1.618 |
3,444.50 |
|
1.000 |
3,418.50 |
|
0.618 |
3,402.25 |
|
HIGH |
3,376.25 |
|
0.618 |
3,360.00 |
|
0.500 |
3,355.00 |
|
0.382 |
3,350.25 |
|
LOW |
3,334.00 |
|
0.618 |
3,308.00 |
|
1.000 |
3,291.75 |
|
1.618 |
3,265.75 |
|
2.618 |
3,223.50 |
|
4.250 |
3,154.50 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,365.25 |
3,366.50 |
| PP |
3,360.25 |
3,363.00 |
| S1 |
3,355.00 |
3,359.50 |
|