| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,948.7 |
1,944.5 |
-4.2 |
-0.2% |
1,966.7 |
| High |
1,978.0 |
1,951.9 |
-26.1 |
-1.3% |
2,032.5 |
| Low |
1,939.7 |
1,927.3 |
-12.4 |
-0.6% |
1,925.4 |
| Close |
1,947.5 |
1,931.1 |
-16.4 |
-0.8% |
1,955.1 |
| Range |
38.3 |
24.6 |
-13.7 |
-35.8% |
107.1 |
| ATR |
46.7 |
45.2 |
-1.6 |
-3.4% |
0.0 |
| Volume |
2,325 |
1,418 |
-907 |
-39.0% |
17,078 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,010.6 |
1,995.4 |
1,944.6 |
|
| R3 |
1,986.0 |
1,970.8 |
1,937.9 |
|
| R2 |
1,961.4 |
1,961.4 |
1,935.6 |
|
| R1 |
1,946.2 |
1,946.2 |
1,933.4 |
1,941.5 |
| PP |
1,936.8 |
1,936.8 |
1,936.8 |
1,934.4 |
| S1 |
1,921.6 |
1,921.6 |
1,928.8 |
1,916.9 |
| S2 |
1,912.2 |
1,912.2 |
1,926.6 |
|
| S3 |
1,887.6 |
1,897.0 |
1,924.3 |
|
| S4 |
1,863.0 |
1,872.4 |
1,917.6 |
|
|
| 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 |
2,023.8 |
1,925.4 |
98.4 |
5.1% |
45.5 |
2.4% |
6% |
False |
False |
2,352 |
| 10 |
2,032.5 |
1,884.0 |
148.5 |
7.7% |
49.4 |
2.6% |
32% |
False |
False |
3,386 |
| 20 |
2,099.2 |
1,884.0 |
215.2 |
11.1% |
49.1 |
2.5% |
22% |
False |
False |
3,977 |
| 40 |
2,099.2 |
1,795.6 |
303.6 |
15.7% |
38.0 |
2.0% |
45% |
False |
False |
3,412 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
20.8% |
34.0 |
1.8% |
58% |
False |
False |
2,845 |
| 80 |
2,099.2 |
1,698.4 |
400.8 |
20.8% |
30.2 |
1.6% |
58% |
False |
False |
2,381 |
| 100 |
2,099.2 |
1,633.8 |
465.4 |
24.1% |
29.3 |
1.5% |
64% |
False |
False |
2,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,056.5 |
|
2.618 |
2,016.3 |
|
1.618 |
1,991.7 |
|
1.000 |
1,976.5 |
|
0.618 |
1,967.1 |
|
HIGH |
1,951.9 |
|
0.618 |
1,942.5 |
|
0.500 |
1,939.6 |
|
0.382 |
1,936.7 |
|
LOW |
1,927.3 |
|
0.618 |
1,912.1 |
|
1.000 |
1,902.7 |
|
1.618 |
1,887.5 |
|
2.618 |
1,862.9 |
|
4.250 |
1,822.8 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,939.6 |
1,951.7 |
| PP |
1,936.8 |
1,944.8 |
| S1 |
1,933.9 |
1,938.0 |
|