| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,247.0 |
3,269.0 |
22.0 |
0.7% |
3,170.0 |
| High |
3,261.0 |
3,334.0 |
73.0 |
2.2% |
3,273.0 |
| Low |
3,225.0 |
3,266.0 |
41.0 |
1.3% |
3,157.0 |
| Close |
3,242.0 |
3,315.0 |
73.0 |
2.3% |
3,231.0 |
| Range |
36.0 |
68.0 |
32.0 |
88.9% |
116.0 |
| ATR |
57.2 |
59.7 |
2.5 |
4.3% |
0.0 |
| Volume |
3,149 |
538 |
-2,611 |
-82.9% |
24,935 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,509.0 |
3,480.0 |
3,352.4 |
|
| R3 |
3,441.0 |
3,412.0 |
3,333.7 |
|
| R2 |
3,373.0 |
3,373.0 |
3,327.5 |
|
| R1 |
3,344.0 |
3,344.0 |
3,321.2 |
3,358.5 |
| PP |
3,305.0 |
3,305.0 |
3,305.0 |
3,312.3 |
| S1 |
3,276.0 |
3,276.0 |
3,308.8 |
3,290.5 |
| S2 |
3,237.0 |
3,237.0 |
3,302.5 |
|
| S3 |
3,169.0 |
3,208.0 |
3,296.3 |
|
| S4 |
3,101.0 |
3,140.0 |
3,277.6 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,568.3 |
3,515.7 |
3,294.8 |
|
| R3 |
3,452.3 |
3,399.7 |
3,262.9 |
|
| R2 |
3,336.3 |
3,336.3 |
3,252.3 |
|
| R1 |
3,283.7 |
3,283.7 |
3,241.6 |
3,310.0 |
| PP |
3,220.3 |
3,220.3 |
3,220.3 |
3,233.5 |
| S1 |
3,167.7 |
3,167.7 |
3,220.4 |
3,194.0 |
| S2 |
3,104.3 |
3,104.3 |
3,209.7 |
|
| S3 |
2,988.3 |
3,051.7 |
3,199.1 |
|
| S4 |
2,872.3 |
2,935.7 |
3,167.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,334.0 |
3,205.0 |
129.0 |
3.9% |
46.8 |
1.4% |
85% |
True |
False |
4,036 |
| 10 |
3,334.0 |
3,127.0 |
207.0 |
6.2% |
60.5 |
1.8% |
91% |
True |
False |
2,940 |
| 20 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
50.2 |
1.5% |
62% |
False |
False |
2,065 |
| 40 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
52.9 |
1.6% |
62% |
False |
False |
3,332 |
| 60 |
3,430.0 |
2,826.0 |
604.0 |
18.2% |
49.6 |
1.5% |
81% |
False |
False |
5,575 |
| 80 |
3,430.0 |
2,665.0 |
765.0 |
23.1% |
43.6 |
1.3% |
85% |
False |
False |
6,681 |
| 100 |
3,430.0 |
2,381.0 |
1,049.0 |
31.6% |
37.8 |
1.1% |
89% |
False |
False |
8,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,623.0 |
|
2.618 |
3,512.0 |
|
1.618 |
3,444.0 |
|
1.000 |
3,402.0 |
|
0.618 |
3,376.0 |
|
HIGH |
3,334.0 |
|
0.618 |
3,308.0 |
|
0.500 |
3,300.0 |
|
0.382 |
3,292.0 |
|
LOW |
3,266.0 |
|
0.618 |
3,224.0 |
|
1.000 |
3,198.0 |
|
1.618 |
3,156.0 |
|
2.618 |
3,088.0 |
|
4.250 |
2,977.0 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,310.0 |
3,299.8 |
| PP |
3,305.0 |
3,284.7 |
| S1 |
3,300.0 |
3,269.5 |
|