| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,933.2 |
1,968.3 |
35.1 |
1.8% |
2,046.9 |
| High |
1,983.1 |
1,978.4 |
-4.7 |
-0.2% |
2,069.6 |
| Low |
1,932.0 |
1,948.4 |
16.4 |
0.8% |
1,884.0 |
| Close |
1,979.3 |
1,958.7 |
-20.6 |
-1.0% |
1,958.7 |
| Range |
51.1 |
30.0 |
-21.1 |
-41.3% |
185.6 |
| ATR |
45.4 |
44.4 |
-1.0 |
-2.3% |
0.0 |
| Volume |
4,531 |
2,470 |
-2,061 |
-45.5% |
26,760 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,051.8 |
2,035.3 |
1,975.2 |
|
| R3 |
2,021.8 |
2,005.3 |
1,967.0 |
|
| R2 |
1,991.8 |
1,991.8 |
1,964.2 |
|
| R1 |
1,975.3 |
1,975.3 |
1,961.5 |
1,968.6 |
| PP |
1,961.8 |
1,961.8 |
1,961.8 |
1,958.5 |
| S1 |
1,945.3 |
1,945.3 |
1,956.0 |
1,938.6 |
| S2 |
1,931.8 |
1,931.8 |
1,953.2 |
|
| S3 |
1,901.8 |
1,915.3 |
1,950.5 |
|
| S4 |
1,871.8 |
1,885.3 |
1,942.2 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,527.6 |
2,428.7 |
2,060.8 |
|
| R3 |
2,342.0 |
2,243.1 |
2,009.7 |
|
| R2 |
2,156.4 |
2,156.4 |
1,992.7 |
|
| R1 |
2,057.5 |
2,057.5 |
1,975.7 |
2,014.2 |
| PP |
1,970.8 |
1,970.8 |
1,970.8 |
1,949.1 |
| S1 |
1,871.9 |
1,871.9 |
1,941.7 |
1,828.6 |
| S2 |
1,785.2 |
1,785.2 |
1,924.7 |
|
| S3 |
1,599.6 |
1,686.3 |
1,907.7 |
|
| S4 |
1,414.0 |
1,500.7 |
1,856.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,069.6 |
1,884.0 |
185.6 |
9.5% |
65.2 |
3.3% |
40% |
False |
False |
5,352 |
| 10 |
2,099.2 |
1,884.0 |
215.2 |
11.0% |
54.7 |
2.8% |
35% |
False |
False |
4,672 |
| 20 |
2,099.2 |
1,840.0 |
259.2 |
13.2% |
44.9 |
2.3% |
46% |
False |
False |
4,577 |
| 40 |
2,099.2 |
1,755.2 |
344.0 |
17.6% |
33.7 |
1.7% |
59% |
False |
False |
3,123 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
20.5% |
31.2 |
1.6% |
65% |
False |
False |
2,677 |
| 80 |
2,099.2 |
1,689.2 |
410.0 |
20.9% |
28.1 |
1.4% |
66% |
False |
False |
2,180 |
| 100 |
2,099.2 |
1,587.6 |
511.6 |
26.1% |
28.2 |
1.4% |
73% |
False |
False |
1,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.9 |
|
2.618 |
2,056.9 |
|
1.618 |
2,026.9 |
|
1.000 |
2,008.4 |
|
0.618 |
1,996.9 |
|
HIGH |
1,978.4 |
|
0.618 |
1,966.9 |
|
0.500 |
1,963.4 |
|
0.382 |
1,959.9 |
|
LOW |
1,948.4 |
|
0.618 |
1,929.9 |
|
1.000 |
1,918.4 |
|
1.618 |
1,899.9 |
|
2.618 |
1,869.9 |
|
4.250 |
1,820.9 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,963.4 |
1,950.3 |
| PP |
1,961.8 |
1,941.9 |
| S1 |
1,960.3 |
1,933.6 |
|