| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,968.3 |
1,966.7 |
-1.6 |
-0.1% |
2,046.9 |
| High |
1,978.4 |
2,008.8 |
30.4 |
1.5% |
2,069.6 |
| Low |
1,948.4 |
1,947.6 |
-0.8 |
0.0% |
1,884.0 |
| Close |
1,958.7 |
2,006.8 |
48.1 |
2.5% |
1,958.7 |
| Range |
30.0 |
61.2 |
31.2 |
104.0% |
185.6 |
| ATR |
44.4 |
45.6 |
1.2 |
2.7% |
0.0 |
| Volume |
2,470 |
5,311 |
2,841 |
115.0% |
26,760 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.3 |
2,150.3 |
2,040.5 |
|
| R3 |
2,110.1 |
2,089.1 |
2,023.6 |
|
| R2 |
2,048.9 |
2,048.9 |
2,018.0 |
|
| R1 |
2,027.9 |
2,027.9 |
2,012.4 |
2,038.4 |
| PP |
1,987.7 |
1,987.7 |
1,987.7 |
1,993.0 |
| S1 |
1,966.7 |
1,966.7 |
2,001.2 |
1,977.2 |
| S2 |
1,926.5 |
1,926.5 |
1,995.6 |
|
| S3 |
1,865.3 |
1,905.5 |
1,990.0 |
|
| S4 |
1,804.1 |
1,844.3 |
1,973.1 |
|
|
| 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 |
2,050.4 |
1,884.0 |
166.4 |
8.3% |
71.4 |
3.6% |
74% |
False |
False |
5,684 |
| 10 |
2,099.2 |
1,884.0 |
215.2 |
10.7% |
57.6 |
2.9% |
57% |
False |
False |
4,981 |
| 20 |
2,099.2 |
1,849.4 |
249.8 |
12.4% |
47.3 |
2.4% |
63% |
False |
False |
4,762 |
| 40 |
2,099.2 |
1,777.7 |
321.5 |
16.0% |
34.6 |
1.7% |
71% |
False |
False |
3,238 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
20.0% |
31.7 |
1.6% |
77% |
False |
False |
2,737 |
| 80 |
2,099.2 |
1,689.2 |
410.0 |
20.4% |
28.5 |
1.4% |
77% |
False |
False |
2,242 |
| 100 |
2,099.2 |
1,587.6 |
511.6 |
25.5% |
28.2 |
1.4% |
82% |
False |
False |
1,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,268.9 |
|
2.618 |
2,169.0 |
|
1.618 |
2,107.8 |
|
1.000 |
2,070.0 |
|
0.618 |
2,046.6 |
|
HIGH |
2,008.8 |
|
0.618 |
1,985.4 |
|
0.500 |
1,978.2 |
|
0.382 |
1,971.0 |
|
LOW |
1,947.6 |
|
0.618 |
1,909.8 |
|
1.000 |
1,886.4 |
|
1.618 |
1,848.6 |
|
2.618 |
1,787.4 |
|
4.250 |
1,687.5 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,997.3 |
1,994.7 |
| PP |
1,987.7 |
1,982.5 |
| S1 |
1,978.2 |
1,970.4 |
|