| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,359.25 |
3,373.50 |
14.25 |
0.4% |
3,354.25 |
| High |
3,376.25 |
3,385.75 |
9.50 |
0.3% |
3,385.75 |
| Low |
3,334.00 |
3,346.25 |
12.25 |
0.4% |
3,334.00 |
| Close |
3,370.25 |
3,382.00 |
11.75 |
0.3% |
3,382.00 |
| Range |
42.25 |
39.50 |
-2.75 |
-6.5% |
51.75 |
| ATR |
42.87 |
42.63 |
-0.24 |
-0.6% |
0.00 |
| Volume |
4,033 |
2,917 |
-1,116 |
-27.7% |
19,677 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,489.75 |
3,475.50 |
3,403.75 |
|
| R3 |
3,450.25 |
3,436.00 |
3,392.75 |
|
| R2 |
3,410.75 |
3,410.75 |
3,389.25 |
|
| R1 |
3,396.50 |
3,396.50 |
3,385.50 |
3,403.50 |
| PP |
3,371.25 |
3,371.25 |
3,371.25 |
3,375.00 |
| S1 |
3,357.00 |
3,357.00 |
3,378.50 |
3,364.00 |
| S2 |
3,331.75 |
3,331.75 |
3,374.75 |
|
| S3 |
3,292.25 |
3,317.50 |
3,371.25 |
|
| S4 |
3,252.75 |
3,278.00 |
3,360.25 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,522.50 |
3,504.00 |
3,410.50 |
|
| R3 |
3,470.75 |
3,452.25 |
3,396.25 |
|
| R2 |
3,419.00 |
3,419.00 |
3,391.50 |
|
| R1 |
3,400.50 |
3,400.50 |
3,386.75 |
3,409.75 |
| PP |
3,367.25 |
3,367.25 |
3,367.25 |
3,372.00 |
| S1 |
3,348.75 |
3,348.75 |
3,377.25 |
3,358.00 |
| S2 |
3,315.50 |
3,315.50 |
3,372.50 |
|
| S3 |
3,263.75 |
3,297.00 |
3,367.75 |
|
| S4 |
3,212.00 |
3,245.25 |
3,353.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,385.75 |
3,334.00 |
51.75 |
1.5% |
30.75 |
0.9% |
93% |
True |
False |
3,935 |
| 10 |
3,385.75 |
3,309.50 |
76.25 |
2.3% |
35.00 |
1.0% |
95% |
True |
False |
4,081 |
| 20 |
3,385.75 |
3,182.00 |
203.75 |
6.0% |
39.25 |
1.2% |
98% |
True |
False |
3,532 |
| 40 |
3,385.75 |
2,972.00 |
413.75 |
12.2% |
48.50 |
1.4% |
99% |
True |
False |
2,614 |
| 60 |
3,385.75 |
2,916.50 |
469.25 |
13.9% |
58.25 |
1.7% |
99% |
True |
False |
2,237 |
| 80 |
3,385.75 |
2,745.75 |
640.00 |
18.9% |
60.00 |
1.8% |
99% |
True |
False |
2,329 |
| 100 |
3,385.75 |
2,422.50 |
963.25 |
28.5% |
65.75 |
1.9% |
100% |
True |
False |
2,057 |
| 120 |
3,385.75 |
2,168.25 |
1,217.50 |
36.0% |
79.50 |
2.3% |
100% |
True |
False |
1,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,553.50 |
|
2.618 |
3,489.25 |
|
1.618 |
3,449.75 |
|
1.000 |
3,425.25 |
|
0.618 |
3,410.25 |
|
HIGH |
3,385.75 |
|
0.618 |
3,370.75 |
|
0.500 |
3,366.00 |
|
0.382 |
3,361.25 |
|
LOW |
3,346.25 |
|
0.618 |
3,321.75 |
|
1.000 |
3,306.75 |
|
1.618 |
3,282.25 |
|
2.618 |
3,242.75 |
|
4.250 |
3,178.50 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,376.75 |
3,374.50 |
| PP |
3,371.25 |
3,367.25 |
| S1 |
3,366.00 |
3,360.00 |
|