| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,998.8 |
2,023.0 |
24.2 |
1.2% |
2,046.9 |
| High |
2,032.5 |
2,023.8 |
-8.7 |
-0.4% |
2,069.6 |
| Low |
1,993.2 |
1,939.2 |
-54.0 |
-2.7% |
1,884.0 |
| Close |
2,021.6 |
1,978.5 |
-43.1 |
-2.1% |
1,958.7 |
| Range |
39.3 |
84.6 |
45.3 |
115.3% |
185.6 |
| ATR |
45.1 |
48.0 |
2.8 |
6.2% |
0.0 |
| Volume |
3,746 |
3,027 |
-719 |
-19.2% |
26,760 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.3 |
2,191.0 |
2,025.0 |
|
| R3 |
2,149.7 |
2,106.4 |
2,001.8 |
|
| R2 |
2,065.1 |
2,065.1 |
1,994.0 |
|
| R1 |
2,021.8 |
2,021.8 |
1,986.3 |
2,001.2 |
| PP |
1,980.5 |
1,980.5 |
1,980.5 |
1,970.2 |
| S1 |
1,937.2 |
1,937.2 |
1,970.7 |
1,916.6 |
| S2 |
1,895.9 |
1,895.9 |
1,963.0 |
|
| S3 |
1,811.3 |
1,852.6 |
1,955.2 |
|
| S4 |
1,726.7 |
1,768.0 |
1,932.0 |
|
|
| 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 |
1,932.0 |
100.5 |
5.1% |
53.2 |
2.7% |
46% |
False |
False |
3,817 |
| 10 |
2,099.2 |
1,884.0 |
215.2 |
10.9% |
60.5 |
3.1% |
44% |
False |
False |
4,923 |
| 20 |
2,099.2 |
1,884.0 |
215.2 |
10.9% |
50.5 |
2.6% |
44% |
False |
False |
4,606 |
| 40 |
2,099.2 |
1,778.8 |
320.4 |
16.2% |
36.4 |
1.8% |
62% |
False |
False |
3,365 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
20.3% |
33.1 |
1.7% |
70% |
False |
False |
2,790 |
| 80 |
2,099.2 |
1,689.2 |
410.0 |
20.7% |
29.6 |
1.5% |
71% |
False |
False |
2,303 |
| 100 |
2,099.2 |
1,587.6 |
511.6 |
25.9% |
28.9 |
1.5% |
76% |
False |
False |
1,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,383.4 |
|
2.618 |
2,245.3 |
|
1.618 |
2,160.7 |
|
1.000 |
2,108.4 |
|
0.618 |
2,076.1 |
|
HIGH |
2,023.8 |
|
0.618 |
1,991.5 |
|
0.500 |
1,981.5 |
|
0.382 |
1,971.5 |
|
LOW |
1,939.2 |
|
0.618 |
1,886.9 |
|
1.000 |
1,854.6 |
|
1.618 |
1,802.3 |
|
2.618 |
1,717.7 |
|
4.250 |
1,579.7 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,981.5 |
1,985.9 |
| PP |
1,980.5 |
1,983.4 |
| S1 |
1,979.5 |
1,981.0 |
|