| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2,027.03 |
1,911.64 |
-115.39 |
-5.7% |
1,974.67 |
| High |
2,029.24 |
1,947.89 |
-81.35 |
-4.0% |
2,070.48 |
| Low |
1,907.78 |
1,869.42 |
-38.36 |
-2.0% |
1,961.22 |
| Close |
1,911.78 |
1,916.24 |
4.46 |
0.2% |
2,033.75 |
| Range |
121.46 |
78.47 |
-42.99 |
-35.4% |
109.26 |
| ATR |
36.51 |
39.51 |
3.00 |
8.2% |
0.00 |
| Volume |
6,329 |
5,406 |
-923 |
-14.6% |
32,014 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.59 |
2,109.89 |
1,959.40 |
|
| R3 |
2,068.12 |
2,031.42 |
1,937.82 |
|
| R2 |
1,989.65 |
1,989.65 |
1,930.63 |
|
| R1 |
1,952.95 |
1,952.95 |
1,923.43 |
1,971.30 |
| PP |
1,911.18 |
1,911.18 |
1,911.18 |
1,920.36 |
| S1 |
1,874.48 |
1,874.48 |
1,909.05 |
1,892.83 |
| S2 |
1,832.71 |
1,832.71 |
1,901.85 |
|
| S3 |
1,754.24 |
1,796.01 |
1,894.66 |
|
| S4 |
1,675.77 |
1,717.54 |
1,873.08 |
|
|
| 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 |
1,869.42 |
201.06 |
10.5% |
62.77 |
3.3% |
23% |
False |
True |
6,125 |
| 10 |
2,070.48 |
1,869.42 |
201.06 |
10.5% |
47.87 |
2.5% |
23% |
False |
True |
6,405 |
| 20 |
2,070.48 |
1,795.06 |
275.42 |
14.4% |
38.84 |
2.0% |
44% |
False |
False |
6,580 |
| 40 |
2,070.48 |
1,717.60 |
352.88 |
18.4% |
28.02 |
1.5% |
56% |
False |
False |
6,449 |
| 60 |
2,070.48 |
1,672.80 |
397.68 |
20.8% |
26.37 |
1.4% |
61% |
False |
False |
6,148 |
| 80 |
2,070.48 |
1,671.36 |
399.12 |
20.8% |
25.42 |
1.3% |
61% |
False |
False |
6,129 |
| 100 |
2,070.48 |
1,564.96 |
505.52 |
26.4% |
26.35 |
1.4% |
69% |
False |
False |
5,995 |
| 120 |
2,070.48 |
1,453.26 |
617.22 |
32.2% |
31.02 |
1.6% |
75% |
False |
False |
5,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,281.39 |
|
2.618 |
2,153.32 |
|
1.618 |
2,074.85 |
|
1.000 |
2,026.36 |
|
0.618 |
1,996.38 |
|
HIGH |
1,947.89 |
|
0.618 |
1,917.91 |
|
0.500 |
1,908.66 |
|
0.382 |
1,899.40 |
|
LOW |
1,869.42 |
|
0.618 |
1,820.93 |
|
1.000 |
1,790.95 |
|
1.618 |
1,742.46 |
|
2.618 |
1,663.99 |
|
4.250 |
1,535.92 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,913.71 |
1,959.10 |
| PP |
1,911.18 |
1,944.81 |
| S1 |
1,908.66 |
1,930.53 |
|