| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2,062.96 |
2,033.81 |
-29.15 |
-1.4% |
1,974.67 |
| High |
2,070.48 |
2,048.77 |
-21.71 |
-1.0% |
2,070.48 |
| Low |
2,016.43 |
2,021.46 |
5.03 |
0.2% |
1,961.22 |
| Close |
2,033.75 |
2,026.94 |
-6.81 |
-0.3% |
2,033.75 |
| Range |
54.05 |
27.31 |
-26.74 |
-49.5% |
109.26 |
| ATR |
30.18 |
29.98 |
-0.21 |
-0.7% |
0.00 |
| Volume |
6,188 |
6,421 |
233 |
3.8% |
32,014 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.32 |
2,097.94 |
2,041.96 |
|
| R3 |
2,087.01 |
2,070.63 |
2,034.45 |
|
| R2 |
2,059.70 |
2,059.70 |
2,031.95 |
|
| R1 |
2,043.32 |
2,043.32 |
2,029.44 |
2,037.86 |
| PP |
2,032.39 |
2,032.39 |
2,032.39 |
2,029.66 |
| S1 |
2,016.01 |
2,016.01 |
2,024.44 |
2,010.55 |
| S2 |
2,005.08 |
2,005.08 |
2,021.93 |
|
| S3 |
1,977.77 |
1,988.70 |
2,019.43 |
|
| S4 |
1,950.46 |
1,961.39 |
2,011.92 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,349.60 |
2,300.93 |
2,093.84 |
|
| R3 |
2,240.34 |
2,191.67 |
2,063.80 |
|
| R2 |
2,131.08 |
2,131.08 |
2,053.78 |
|
| R1 |
2,082.41 |
2,082.41 |
2,043.77 |
2,106.75 |
| PP |
2,021.82 |
2,021.82 |
2,021.82 |
2,033.98 |
| S1 |
1,973.15 |
1,973.15 |
2,023.73 |
1,997.49 |
| S2 |
1,912.56 |
1,912.56 |
2,013.72 |
|
| S3 |
1,803.30 |
1,863.89 |
2,003.70 |
|
| S4 |
1,694.04 |
1,754.63 |
1,973.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,070.48 |
1,970.02 |
100.46 |
5.0% |
40.88 |
2.0% |
57% |
False |
False |
6,344 |
| 10 |
2,070.48 |
1,911.71 |
158.77 |
7.8% |
37.45 |
1.8% |
73% |
False |
False |
6,543 |
| 20 |
2,070.48 |
1,792.78 |
277.70 |
13.7% |
30.21 |
1.5% |
84% |
False |
False |
6,660 |
| 40 |
2,070.48 |
1,708.37 |
362.11 |
17.9% |
23.99 |
1.2% |
88% |
False |
False |
6,426 |
| 60 |
2,070.48 |
1,672.80 |
397.68 |
19.6% |
23.51 |
1.2% |
89% |
False |
False |
6,140 |
| 80 |
2,070.48 |
1,663.76 |
406.72 |
20.1% |
23.77 |
1.2% |
89% |
False |
False |
6,136 |
| 100 |
2,070.48 |
1,549.70 |
520.78 |
25.7% |
25.48 |
1.3% |
92% |
False |
False |
5,959 |
| 120 |
2,070.48 |
1,453.26 |
617.22 |
30.5% |
29.78 |
1.5% |
93% |
False |
False |
5,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.84 |
|
2.618 |
2,120.27 |
|
1.618 |
2,092.96 |
|
1.000 |
2,076.08 |
|
0.618 |
2,065.65 |
|
HIGH |
2,048.77 |
|
0.618 |
2,038.34 |
|
0.500 |
2,035.12 |
|
0.382 |
2,031.89 |
|
LOW |
2,021.46 |
|
0.618 |
2,004.58 |
|
1.000 |
1,994.15 |
|
1.618 |
1,977.27 |
|
2.618 |
1,949.96 |
|
4.250 |
1,905.39 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,035.12 |
2,043.46 |
| PP |
2,032.39 |
2,037.95 |
| S1 |
2,029.67 |
2,032.45 |
|