| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2,033.81 |
2,027.03 |
-6.78 |
-0.3% |
1,974.67 |
| High |
2,048.77 |
2,029.24 |
-19.53 |
-1.0% |
2,070.48 |
| Low |
2,021.46 |
1,907.78 |
-113.68 |
-5.6% |
1,961.22 |
| Close |
2,026.94 |
1,911.78 |
-115.16 |
-5.7% |
2,033.75 |
| Range |
27.31 |
121.46 |
94.15 |
344.7% |
109.26 |
| ATR |
29.98 |
36.51 |
6.53 |
21.8% |
0.00 |
| Volume |
6,421 |
6,329 |
-92 |
-1.4% |
32,014 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.98 |
2,234.34 |
1,978.58 |
|
| R3 |
2,192.52 |
2,112.88 |
1,945.18 |
|
| R2 |
2,071.06 |
2,071.06 |
1,934.05 |
|
| R1 |
1,991.42 |
1,991.42 |
1,922.91 |
1,970.51 |
| PP |
1,949.60 |
1,949.60 |
1,949.60 |
1,939.15 |
| S1 |
1,869.96 |
1,869.96 |
1,900.65 |
1,849.05 |
| S2 |
1,828.14 |
1,828.14 |
1,889.51 |
|
| S3 |
1,706.68 |
1,748.50 |
1,878.38 |
|
| S4 |
1,585.22 |
1,627.04 |
1,844.98 |
|
|
| 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 |
1,907.78 |
162.70 |
8.5% |
55.55 |
2.9% |
2% |
False |
True |
6,292 |
| 10 |
2,070.48 |
1,907.78 |
162.70 |
8.5% |
43.09 |
2.3% |
2% |
False |
True |
6,523 |
| 20 |
2,070.48 |
1,795.06 |
275.42 |
14.4% |
35.42 |
1.9% |
42% |
False |
False |
6,640 |
| 40 |
2,070.48 |
1,713.58 |
356.90 |
18.7% |
26.44 |
1.4% |
56% |
False |
False |
6,450 |
| 60 |
2,070.48 |
1,672.80 |
397.68 |
20.8% |
25.20 |
1.3% |
60% |
False |
False |
6,148 |
| 80 |
2,070.48 |
1,671.36 |
399.12 |
20.9% |
24.89 |
1.3% |
60% |
False |
False |
6,142 |
| 100 |
2,070.48 |
1,564.96 |
505.52 |
26.4% |
25.92 |
1.4% |
69% |
False |
False |
5,983 |
| 120 |
2,070.48 |
1,453.26 |
617.22 |
32.3% |
30.59 |
1.6% |
74% |
False |
False |
5,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,545.45 |
|
2.618 |
2,347.22 |
|
1.618 |
2,225.76 |
|
1.000 |
2,150.70 |
|
0.618 |
2,104.30 |
|
HIGH |
2,029.24 |
|
0.618 |
1,982.84 |
|
0.500 |
1,968.51 |
|
0.382 |
1,954.18 |
|
LOW |
1,907.78 |
|
0.618 |
1,832.72 |
|
1.000 |
1,786.32 |
|
1.618 |
1,711.26 |
|
2.618 |
1,589.80 |
|
4.250 |
1,391.58 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,968.51 |
1,989.13 |
| PP |
1,949.60 |
1,963.35 |
| S1 |
1,930.69 |
1,937.56 |
|