| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,291.0 |
3,353.0 |
62.0 |
1.9% |
3,170.0 |
| High |
3,359.0 |
3,353.0 |
-6.0 |
-0.2% |
3,273.0 |
| Low |
3,291.0 |
3,312.0 |
21.0 |
0.6% |
3,157.0 |
| Close |
3,352.0 |
3,333.0 |
-19.0 |
-0.6% |
3,231.0 |
| Range |
68.0 |
41.0 |
-27.0 |
-39.7% |
116.0 |
| ATR |
60.3 |
58.9 |
-1.4 |
-2.3% |
0.0 |
| Volume |
754 |
6,257 |
5,503 |
729.8% |
24,935 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,455.7 |
3,435.3 |
3,355.6 |
|
| R3 |
3,414.7 |
3,394.3 |
3,344.3 |
|
| R2 |
3,373.7 |
3,373.7 |
3,340.5 |
|
| R1 |
3,353.3 |
3,353.3 |
3,336.8 |
3,343.0 |
| PP |
3,332.7 |
3,332.7 |
3,332.7 |
3,327.5 |
| S1 |
3,312.3 |
3,312.3 |
3,329.2 |
3,302.0 |
| S2 |
3,291.7 |
3,291.7 |
3,325.5 |
|
| S3 |
3,250.7 |
3,271.3 |
3,321.7 |
|
| S4 |
3,209.7 |
3,230.3 |
3,310.5 |
|
|
| 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 |
3,359.0 |
3,205.0 |
154.0 |
4.6% |
50.8 |
1.5% |
83% |
False |
False |
3,148 |
| 10 |
3,359.0 |
3,127.0 |
232.0 |
7.0% |
56.8 |
1.7% |
89% |
False |
False |
3,589 |
| 20 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
51.3 |
1.5% |
68% |
False |
False |
2,386 |
| 40 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
53.7 |
1.6% |
68% |
False |
False |
2,688 |
| 60 |
3,430.0 |
2,826.0 |
604.0 |
18.1% |
50.6 |
1.5% |
84% |
False |
False |
5,092 |
| 80 |
3,430.0 |
2,665.0 |
765.0 |
23.0% |
44.3 |
1.3% |
87% |
False |
False |
6,709 |
| 100 |
3,430.0 |
2,612.0 |
818.0 |
24.5% |
38.9 |
1.2% |
88% |
False |
False |
9,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,527.3 |
|
2.618 |
3,460.3 |
|
1.618 |
3,419.3 |
|
1.000 |
3,394.0 |
|
0.618 |
3,378.3 |
|
HIGH |
3,353.0 |
|
0.618 |
3,337.3 |
|
0.500 |
3,332.5 |
|
0.382 |
3,327.7 |
|
LOW |
3,312.0 |
|
0.618 |
3,286.7 |
|
1.000 |
3,271.0 |
|
1.618 |
3,245.7 |
|
2.618 |
3,204.7 |
|
4.250 |
3,137.8 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,332.8 |
3,326.2 |
| PP |
3,332.7 |
3,319.3 |
| S1 |
3,332.5 |
3,312.5 |
|