| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,963.9 |
1,948.7 |
-15.2 |
-0.8% |
1,966.7 |
| High |
1,971.3 |
1,978.0 |
6.7 |
0.3% |
2,032.5 |
| Low |
1,925.4 |
1,939.7 |
14.3 |
0.7% |
1,925.4 |
| Close |
1,955.1 |
1,947.5 |
-7.6 |
-0.4% |
1,955.1 |
| Range |
45.9 |
38.3 |
-7.6 |
-16.6% |
107.1 |
| ATR |
47.4 |
46.7 |
-0.6 |
-1.4% |
0.0 |
| Volume |
1,477 |
2,325 |
848 |
57.4% |
17,078 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.0 |
2,047.0 |
1,968.6 |
|
| R3 |
2,031.7 |
2,008.7 |
1,958.0 |
|
| R2 |
1,993.4 |
1,993.4 |
1,954.5 |
|
| R1 |
1,970.4 |
1,970.4 |
1,951.0 |
1,962.8 |
| PP |
1,955.1 |
1,955.1 |
1,955.1 |
1,951.2 |
| S1 |
1,932.1 |
1,932.1 |
1,944.0 |
1,924.5 |
| S2 |
1,916.8 |
1,916.8 |
1,940.5 |
|
| S3 |
1,878.5 |
1,893.8 |
1,937.0 |
|
| S4 |
1,840.2 |
1,855.5 |
1,926.4 |
|
|
| 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% |
48.4 |
2.5% |
21% |
False |
False |
2,818 |
| 10 |
2,050.4 |
1,884.0 |
166.4 |
8.5% |
59.9 |
3.1% |
38% |
False |
False |
4,251 |
| 20 |
2,099.2 |
1,884.0 |
215.2 |
11.1% |
51.4 |
2.6% |
30% |
False |
False |
4,058 |
| 40 |
2,099.2 |
1,795.6 |
303.6 |
15.6% |
37.7 |
1.9% |
50% |
False |
False |
3,403 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
20.6% |
33.9 |
1.7% |
62% |
False |
False |
2,835 |
| 80 |
2,099.2 |
1,689.2 |
410.0 |
21.1% |
30.3 |
1.6% |
63% |
False |
False |
2,369 |
| 100 |
2,099.2 |
1,624.2 |
475.0 |
24.4% |
29.2 |
1.5% |
68% |
False |
False |
2,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.8 |
|
2.618 |
2,078.3 |
|
1.618 |
2,040.0 |
|
1.000 |
2,016.3 |
|
0.618 |
2,001.7 |
|
HIGH |
1,978.0 |
|
0.618 |
1,963.4 |
|
0.500 |
1,958.9 |
|
0.382 |
1,954.3 |
|
LOW |
1,939.7 |
|
0.618 |
1,916.0 |
|
1.000 |
1,901.4 |
|
1.618 |
1,877.7 |
|
2.618 |
1,839.4 |
|
4.250 |
1,776.9 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,958.9 |
1,951.7 |
| PP |
1,955.1 |
1,950.3 |
| S1 |
1,951.3 |
1,948.9 |
|