| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,911.64 |
1,916.35 |
4.71 |
0.2% |
1,974.67 |
| High |
1,947.89 |
1,964.61 |
16.72 |
0.9% |
2,070.48 |
| Low |
1,869.42 |
1,913.54 |
44.12 |
2.4% |
1,961.22 |
| Close |
1,916.24 |
1,952.77 |
36.53 |
1.9% |
2,033.75 |
| Range |
78.47 |
51.07 |
-27.40 |
-34.9% |
109.26 |
| ATR |
39.51 |
40.34 |
0.83 |
2.1% |
0.00 |
| Volume |
5,406 |
5,599 |
193 |
3.6% |
32,014 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,096.85 |
2,075.88 |
1,980.86 |
|
| R3 |
2,045.78 |
2,024.81 |
1,966.81 |
|
| R2 |
1,994.71 |
1,994.71 |
1,962.13 |
|
| R1 |
1,973.74 |
1,973.74 |
1,957.45 |
1,984.23 |
| PP |
1,943.64 |
1,943.64 |
1,943.64 |
1,948.88 |
| S1 |
1,922.67 |
1,922.67 |
1,948.09 |
1,933.16 |
| S2 |
1,892.57 |
1,892.57 |
1,943.41 |
|
| S3 |
1,841.50 |
1,871.60 |
1,938.73 |
|
| S4 |
1,790.43 |
1,820.53 |
1,924.68 |
|
|
| 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 |
10.3% |
66.47 |
3.4% |
41% |
False |
False |
5,988 |
| 10 |
2,070.48 |
1,869.42 |
201.06 |
10.3% |
49.97 |
2.6% |
41% |
False |
False |
6,276 |
| 20 |
2,070.48 |
1,796.06 |
274.42 |
14.1% |
40.51 |
2.1% |
57% |
False |
False |
6,515 |
| 40 |
2,070.48 |
1,721.33 |
349.15 |
17.9% |
28.87 |
1.5% |
66% |
False |
False |
6,451 |
| 60 |
2,070.48 |
1,672.80 |
397.68 |
20.4% |
26.74 |
1.4% |
70% |
False |
False |
6,152 |
| 80 |
2,070.48 |
1,671.36 |
399.12 |
20.4% |
25.69 |
1.3% |
71% |
False |
False |
6,124 |
| 100 |
2,070.48 |
1,564.96 |
505.52 |
25.9% |
26.45 |
1.4% |
77% |
False |
False |
6,006 |
| 120 |
2,070.48 |
1,453.26 |
617.22 |
31.6% |
31.27 |
1.6% |
81% |
False |
False |
5,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,181.66 |
|
2.618 |
2,098.31 |
|
1.618 |
2,047.24 |
|
1.000 |
2,015.68 |
|
0.618 |
1,996.17 |
|
HIGH |
1,964.61 |
|
0.618 |
1,945.10 |
|
0.500 |
1,939.08 |
|
0.382 |
1,933.05 |
|
LOW |
1,913.54 |
|
0.618 |
1,881.98 |
|
1.000 |
1,862.47 |
|
1.618 |
1,830.91 |
|
2.618 |
1,779.84 |
|
4.250 |
1,696.49 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,948.21 |
1,951.62 |
| PP |
1,943.64 |
1,950.48 |
| S1 |
1,939.08 |
1,949.33 |
|