| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,269.0 |
3,271.0 |
2.0 |
0.1% |
3,247.0 |
| High |
3,305.0 |
3,271.0 |
-34.0 |
-1.0% |
3,359.0 |
| Low |
3,260.0 |
3,245.0 |
-15.0 |
-0.5% |
3,225.0 |
| Close |
3,301.0 |
3,259.0 |
-42.0 |
-1.3% |
3,293.0 |
| Range |
45.0 |
26.0 |
-19.0 |
-42.2% |
134.0 |
| ATR |
56.0 |
56.0 |
0.0 |
0.0% |
0.0 |
| Volume |
1,318 |
10,417 |
9,099 |
690.4% |
11,417 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,336.3 |
3,323.7 |
3,273.3 |
|
| R3 |
3,310.3 |
3,297.7 |
3,266.2 |
|
| R2 |
3,284.3 |
3,284.3 |
3,263.8 |
|
| R1 |
3,271.7 |
3,271.7 |
3,261.4 |
3,265.0 |
| PP |
3,258.3 |
3,258.3 |
3,258.3 |
3,255.0 |
| S1 |
3,245.7 |
3,245.7 |
3,256.6 |
3,239.0 |
| S2 |
3,232.3 |
3,232.3 |
3,254.2 |
|
| S3 |
3,206.3 |
3,219.7 |
3,251.9 |
|
| S4 |
3,180.3 |
3,193.7 |
3,244.7 |
|
|
| 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 |
3,329.0 |
3,245.0 |
84.0 |
2.6% |
42.8 |
1.3% |
17% |
False |
True |
2,549 |
| 10 |
3,359.0 |
3,205.0 |
154.0 |
4.7% |
46.8 |
1.4% |
35% |
False |
False |
2,849 |
| 20 |
3,359.0 |
3,127.0 |
232.0 |
7.1% |
49.9 |
1.5% |
57% |
False |
False |
2,941 |
| 40 |
3,430.0 |
3,127.0 |
303.0 |
9.3% |
51.0 |
1.6% |
44% |
False |
False |
2,383 |
| 60 |
3,430.0 |
3,003.0 |
427.0 |
13.1% |
51.2 |
1.6% |
60% |
False |
False |
4,320 |
| 80 |
3,430.0 |
2,665.0 |
765.0 |
23.5% |
46.1 |
1.4% |
78% |
False |
False |
6,281 |
| 100 |
3,430.0 |
2,612.0 |
818.0 |
25.1% |
40.4 |
1.2% |
79% |
False |
False |
8,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,381.5 |
|
2.618 |
3,339.1 |
|
1.618 |
3,313.1 |
|
1.000 |
3,297.0 |
|
0.618 |
3,287.1 |
|
HIGH |
3,271.0 |
|
0.618 |
3,261.1 |
|
0.500 |
3,258.0 |
|
0.382 |
3,254.9 |
|
LOW |
3,245.0 |
|
0.618 |
3,228.9 |
|
1.000 |
3,219.0 |
|
1.618 |
3,202.9 |
|
2.618 |
3,176.9 |
|
4.250 |
3,134.5 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,258.7 |
3,280.5 |
| PP |
3,258.3 |
3,273.3 |
| S1 |
3,258.0 |
3,266.2 |
|