| 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 |
1,930.1 |
1,933.2 |
3.1 |
0.2% |
2,005.9 |
| High |
1,969.2 |
1,983.1 |
13.9 |
0.7% |
2,099.2 |
| Low |
1,884.0 |
1,932.0 |
48.0 |
2.5% |
1,985.1 |
| Close |
1,957.5 |
1,979.3 |
21.8 |
1.1% |
2,038.5 |
| Range |
85.2 |
51.1 |
-34.1 |
-40.0% |
114.1 |
| ATR |
45.0 |
45.4 |
0.4 |
1.0% |
0.0 |
| Volume |
6,044 |
4,531 |
-1,513 |
-25.0% |
19,960 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.1 |
2,099.8 |
2,007.4 |
|
| R3 |
2,067.0 |
2,048.7 |
1,993.4 |
|
| R2 |
2,015.9 |
2,015.9 |
1,988.7 |
|
| R1 |
1,997.6 |
1,997.6 |
1,984.0 |
2,006.8 |
| PP |
1,964.8 |
1,964.8 |
1,964.8 |
1,969.4 |
| S1 |
1,946.5 |
1,946.5 |
1,974.6 |
1,955.7 |
| S2 |
1,913.7 |
1,913.7 |
1,969.9 |
|
| S3 |
1,862.6 |
1,895.4 |
1,965.2 |
|
| S4 |
1,811.5 |
1,844.3 |
1,951.2 |
|
|
| 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 |
1,884.0 |
215.2 |
10.9% |
71.8 |
3.6% |
44% |
False |
False |
6,137 |
| 10 |
2,099.2 |
1,884.0 |
215.2 |
10.9% |
54.9 |
2.8% |
44% |
False |
False |
4,758 |
| 20 |
2,099.2 |
1,829.7 |
269.5 |
13.6% |
44.2 |
2.2% |
56% |
False |
False |
4,504 |
| 40 |
2,099.2 |
1,749.0 |
350.2 |
17.7% |
33.5 |
1.7% |
66% |
False |
False |
3,081 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
20.2% |
30.8 |
1.6% |
70% |
False |
False |
2,643 |
| 80 |
2,099.2 |
1,689.2 |
410.0 |
20.7% |
28.1 |
1.4% |
71% |
False |
False |
2,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,200.3 |
|
2.618 |
2,116.9 |
|
1.618 |
2,065.8 |
|
1.000 |
2,034.2 |
|
0.618 |
2,014.7 |
|
HIGH |
1,983.1 |
|
0.618 |
1,963.6 |
|
0.500 |
1,957.6 |
|
0.382 |
1,951.5 |
|
LOW |
1,932.0 |
|
0.618 |
1,900.4 |
|
1.000 |
1,880.9 |
|
1.618 |
1,849.3 |
|
2.618 |
1,798.2 |
|
4.250 |
1,714.8 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,972.1 |
1,975.3 |
| PP |
1,964.8 |
1,971.2 |
| S1 |
1,957.6 |
1,967.2 |
|