| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,946.2 |
1,963.9 |
17.7 |
0.9% |
1,966.7 |
| High |
1,970.7 |
1,971.3 |
0.6 |
0.0% |
2,032.5 |
| Low |
1,936.7 |
1,925.4 |
-11.3 |
-0.6% |
1,925.4 |
| Close |
1,955.0 |
1,955.1 |
0.1 |
0.0% |
1,955.1 |
| Range |
34.0 |
45.9 |
11.9 |
35.0% |
107.1 |
| ATR |
47.5 |
47.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
3,517 |
1,477 |
-2,040 |
-58.0% |
17,078 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.3 |
2,067.6 |
1,980.3 |
|
| R3 |
2,042.4 |
2,021.7 |
1,967.7 |
|
| R2 |
1,996.5 |
1,996.5 |
1,963.5 |
|
| R1 |
1,975.8 |
1,975.8 |
1,959.3 |
1,963.2 |
| PP |
1,950.6 |
1,950.6 |
1,950.6 |
1,944.3 |
| S1 |
1,929.9 |
1,929.9 |
1,950.9 |
1,917.3 |
| S2 |
1,904.7 |
1,904.7 |
1,946.7 |
|
| S3 |
1,858.8 |
1,884.0 |
1,942.5 |
|
| S4 |
1,812.9 |
1,838.1 |
1,929.9 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.3 |
2,230.8 |
2,014.0 |
|
| R3 |
2,185.2 |
2,123.7 |
1,984.6 |
|
| R2 |
2,078.1 |
2,078.1 |
1,974.7 |
|
| R1 |
2,016.6 |
2,016.6 |
1,964.9 |
1,993.8 |
| PP |
1,971.0 |
1,971.0 |
1,971.0 |
1,959.6 |
| S1 |
1,909.5 |
1,909.5 |
1,945.3 |
1,886.7 |
| S2 |
1,863.9 |
1,863.9 |
1,935.5 |
|
| S3 |
1,756.8 |
1,802.4 |
1,925.6 |
|
| S4 |
1,649.7 |
1,695.3 |
1,896.2 |
|
|
| 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 |
1,925.4 |
107.1 |
5.5% |
53.0 |
2.7% |
28% |
False |
True |
3,415 |
| 10 |
2,069.6 |
1,884.0 |
185.6 |
9.5% |
59.1 |
3.0% |
38% |
False |
False |
4,383 |
| 20 |
2,099.2 |
1,884.0 |
215.2 |
11.0% |
51.6 |
2.6% |
33% |
False |
False |
4,352 |
| 40 |
2,099.2 |
1,778.8 |
320.4 |
16.4% |
37.6 |
1.9% |
55% |
False |
False |
3,371 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
20.5% |
33.6 |
1.7% |
64% |
False |
False |
2,846 |
| 80 |
2,099.2 |
1,689.2 |
410.0 |
21.0% |
30.3 |
1.5% |
65% |
False |
False |
2,355 |
| 100 |
2,099.2 |
1,587.6 |
511.6 |
26.2% |
29.1 |
1.5% |
72% |
False |
False |
1,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.4 |
|
2.618 |
2,091.5 |
|
1.618 |
2,045.6 |
|
1.000 |
2,017.2 |
|
0.618 |
1,999.7 |
|
HIGH |
1,971.3 |
|
0.618 |
1,953.8 |
|
0.500 |
1,948.4 |
|
0.382 |
1,942.9 |
|
LOW |
1,925.4 |
|
0.618 |
1,897.0 |
|
1.000 |
1,879.5 |
|
1.618 |
1,851.1 |
|
2.618 |
1,805.2 |
|
4.250 |
1,730.3 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,952.9 |
1,974.6 |
| PP |
1,950.6 |
1,968.1 |
| S1 |
1,948.4 |
1,961.6 |
|