| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,353.0 |
3,321.0 |
-32.0 |
-1.0% |
3,247.0 |
| High |
3,353.0 |
3,329.0 |
-24.0 |
-0.7% |
3,359.0 |
| Low |
3,312.0 |
3,261.0 |
-51.0 |
-1.5% |
3,225.0 |
| Close |
3,333.0 |
3,293.0 |
-40.0 |
-1.2% |
3,293.0 |
| Range |
41.0 |
68.0 |
27.0 |
65.9% |
134.0 |
| ATR |
58.9 |
59.8 |
0.9 |
1.6% |
0.0 |
| Volume |
6,257 |
719 |
-5,538 |
-88.5% |
11,417 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,498.3 |
3,463.7 |
3,330.4 |
|
| R3 |
3,430.3 |
3,395.7 |
3,311.7 |
|
| R2 |
3,362.3 |
3,362.3 |
3,305.5 |
|
| R1 |
3,327.7 |
3,327.7 |
3,299.2 |
3,311.0 |
| PP |
3,294.3 |
3,294.3 |
3,294.3 |
3,286.0 |
| S1 |
3,259.7 |
3,259.7 |
3,286.8 |
3,243.0 |
| S2 |
3,226.3 |
3,226.3 |
3,280.5 |
|
| S3 |
3,158.3 |
3,191.7 |
3,274.3 |
|
| S4 |
3,090.3 |
3,123.7 |
3,255.6 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,694.3 |
3,627.7 |
3,366.7 |
|
| R3 |
3,560.3 |
3,493.7 |
3,329.9 |
|
| R2 |
3,426.3 |
3,426.3 |
3,317.6 |
|
| R1 |
3,359.7 |
3,359.7 |
3,305.3 |
3,393.0 |
| PP |
3,292.3 |
3,292.3 |
3,292.3 |
3,309.0 |
| S1 |
3,225.7 |
3,225.7 |
3,280.7 |
3,259.0 |
| S2 |
3,158.3 |
3,158.3 |
3,268.4 |
|
| S3 |
3,024.3 |
3,091.7 |
3,256.2 |
|
| S4 |
2,890.3 |
2,957.7 |
3,219.3 |
|
|
| 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 |
3,225.0 |
134.0 |
4.1% |
56.2 |
1.7% |
51% |
False |
False |
2,283 |
| 10 |
3,359.0 |
3,157.0 |
202.0 |
6.1% |
53.8 |
1.6% |
67% |
False |
False |
3,635 |
| 20 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
53.8 |
1.6% |
55% |
False |
False |
2,421 |
| 40 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
54.2 |
1.6% |
55% |
False |
False |
2,580 |
| 60 |
3,430.0 |
2,884.0 |
546.0 |
16.6% |
51.0 |
1.5% |
75% |
False |
False |
5,089 |
| 80 |
3,430.0 |
2,665.0 |
765.0 |
23.2% |
45.2 |
1.4% |
82% |
False |
False |
6,654 |
| 100 |
3,430.0 |
2,612.0 |
818.0 |
24.8% |
39.5 |
1.2% |
83% |
False |
False |
8,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,618.0 |
|
2.618 |
3,507.0 |
|
1.618 |
3,439.0 |
|
1.000 |
3,397.0 |
|
0.618 |
3,371.0 |
|
HIGH |
3,329.0 |
|
0.618 |
3,303.0 |
|
0.500 |
3,295.0 |
|
0.382 |
3,287.0 |
|
LOW |
3,261.0 |
|
0.618 |
3,219.0 |
|
1.000 |
3,193.0 |
|
1.618 |
3,151.0 |
|
2.618 |
3,083.0 |
|
4.250 |
2,972.0 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,295.0 |
3,310.0 |
| PP |
3,294.3 |
3,304.3 |
| S1 |
3,293.7 |
3,298.7 |
|