| 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 |
2,086.9 |
2,046.9 |
-40.0 |
-1.9% |
2,005.9 |
| High |
2,099.2 |
2,069.6 |
-29.6 |
-1.4% |
2,099.2 |
| Low |
2,036.1 |
2,039.3 |
3.2 |
0.2% |
1,985.1 |
| Close |
2,038.5 |
2,050.1 |
11.6 |
0.6% |
2,038.5 |
| Range |
63.1 |
30.3 |
-32.8 |
-52.0% |
114.1 |
| ATR |
35.5 |
35.2 |
-0.3 |
-0.9% |
0.0 |
| Volume |
6,399 |
3,648 |
-2,751 |
-43.0% |
19,960 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.9 |
2,127.3 |
2,066.8 |
|
| R3 |
2,113.6 |
2,097.0 |
2,058.4 |
|
| R2 |
2,083.3 |
2,083.3 |
2,055.7 |
|
| R1 |
2,066.7 |
2,066.7 |
2,052.9 |
2,075.0 |
| PP |
2,053.0 |
2,053.0 |
2,053.0 |
2,057.2 |
| S1 |
2,036.4 |
2,036.4 |
2,047.3 |
2,044.7 |
| S2 |
2,022.7 |
2,022.7 |
2,044.5 |
|
| S3 |
1,992.4 |
2,006.1 |
2,041.8 |
|
| S4 |
1,962.1 |
1,975.8 |
2,033.4 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,383.2 |
2,325.0 |
2,101.3 |
|
| R3 |
2,269.1 |
2,210.9 |
2,069.9 |
|
| R2 |
2,155.0 |
2,155.0 |
2,059.4 |
|
| R1 |
2,096.8 |
2,096.8 |
2,049.0 |
2,125.9 |
| PP |
2,040.9 |
2,040.9 |
2,040.9 |
2,055.5 |
| S1 |
1,982.7 |
1,982.7 |
2,028.0 |
2,011.8 |
| S2 |
1,926.8 |
1,926.8 |
2,017.6 |
|
| S3 |
1,812.7 |
1,868.6 |
2,007.1 |
|
| S4 |
1,698.6 |
1,754.5 |
1,975.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,099.2 |
1,992.7 |
106.5 |
5.2% |
43.9 |
2.1% |
54% |
False |
False |
4,278 |
| 10 |
2,099.2 |
1,939.9 |
159.3 |
7.8% |
42.8 |
2.1% |
69% |
False |
False |
3,864 |
| 20 |
2,099.2 |
1,828.8 |
270.4 |
13.2% |
33.9 |
1.7% |
82% |
False |
False |
3,807 |
| 40 |
2,099.2 |
1,732.9 |
366.3 |
17.9% |
28.7 |
1.4% |
87% |
False |
False |
2,640 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
19.6% |
27.2 |
1.3% |
88% |
False |
False |
2,339 |
| 80 |
2,099.2 |
1,684.7 |
414.5 |
20.2% |
25.7 |
1.3% |
88% |
False |
False |
1,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,198.4 |
|
2.618 |
2,148.9 |
|
1.618 |
2,118.6 |
|
1.000 |
2,099.9 |
|
0.618 |
2,088.3 |
|
HIGH |
2,069.6 |
|
0.618 |
2,058.0 |
|
0.500 |
2,054.5 |
|
0.382 |
2,050.9 |
|
LOW |
2,039.3 |
|
0.618 |
2,020.6 |
|
1.000 |
2,009.0 |
|
1.618 |
1,990.3 |
|
2.618 |
1,960.0 |
|
4.250 |
1,910.5 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.5 |
2,067.7 |
| PP |
2,053.0 |
2,061.8 |
| S1 |
2,051.6 |
2,056.0 |
|