| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,966.7 |
1,998.8 |
32.1 |
1.6% |
2,046.9 |
| High |
2,008.8 |
2,032.5 |
23.7 |
1.2% |
2,069.6 |
| Low |
1,947.6 |
1,993.2 |
45.6 |
2.3% |
1,884.0 |
| Close |
2,006.8 |
2,021.6 |
14.8 |
0.7% |
1,958.7 |
| Range |
61.2 |
39.3 |
-21.9 |
-35.8% |
185.6 |
| ATR |
45.6 |
45.1 |
-0.4 |
-1.0% |
0.0 |
| Volume |
5,311 |
3,746 |
-1,565 |
-29.5% |
26,760 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.7 |
2,116.9 |
2,043.2 |
|
| R3 |
2,094.4 |
2,077.6 |
2,032.4 |
|
| R2 |
2,055.1 |
2,055.1 |
2,028.8 |
|
| R1 |
2,038.3 |
2,038.3 |
2,025.2 |
2,046.7 |
| PP |
2,015.8 |
2,015.8 |
2,015.8 |
2,020.0 |
| S1 |
1,999.0 |
1,999.0 |
2,018.0 |
2,007.4 |
| S2 |
1,976.5 |
1,976.5 |
2,014.4 |
|
| S3 |
1,937.2 |
1,959.7 |
2,010.8 |
|
| S4 |
1,897.9 |
1,920.4 |
2,000.0 |
|
|
| 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 |
2,032.5 |
1,884.0 |
148.5 |
7.3% |
53.4 |
2.6% |
93% |
True |
False |
4,420 |
| 10 |
2,099.2 |
1,884.0 |
215.2 |
10.6% |
56.1 |
2.8% |
64% |
False |
False |
5,006 |
| 20 |
2,099.2 |
1,878.4 |
220.8 |
10.9% |
47.8 |
2.4% |
65% |
False |
False |
4,718 |
| 40 |
2,099.2 |
1,778.8 |
320.4 |
15.8% |
35.0 |
1.7% |
76% |
False |
False |
3,307 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
19.8% |
32.1 |
1.6% |
81% |
False |
False |
2,759 |
| 80 |
2,099.2 |
1,689.2 |
410.0 |
20.3% |
28.7 |
1.4% |
81% |
False |
False |
2,285 |
| 100 |
2,099.2 |
1,587.6 |
511.6 |
25.3% |
28.2 |
1.4% |
85% |
False |
False |
1,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,199.5 |
|
2.618 |
2,135.4 |
|
1.618 |
2,096.1 |
|
1.000 |
2,071.8 |
|
0.618 |
2,056.8 |
|
HIGH |
2,032.5 |
|
0.618 |
2,017.5 |
|
0.500 |
2,012.9 |
|
0.382 |
2,008.2 |
|
LOW |
1,993.2 |
|
0.618 |
1,968.9 |
|
1.000 |
1,953.9 |
|
1.618 |
1,929.6 |
|
2.618 |
1,890.3 |
|
4.250 |
1,826.2 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,018.7 |
2,011.1 |
| PP |
2,015.8 |
2,000.6 |
| S1 |
2,012.9 |
1,990.1 |
|