| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,993.6 |
2,010.5 |
16.9 |
0.8% |
2,044.8 |
| High |
2,024.6 |
2,015.6 |
-9.0 |
-0.4% |
2,060.8 |
| Low |
1,985.2 |
1,930.5 |
-54.7 |
-2.8% |
1,874.2 |
| Close |
2,013.1 |
1,970.3 |
-42.8 |
-2.1% |
1,949.8 |
| Range |
39.4 |
85.1 |
45.7 |
116.0% |
186.6 |
| ATR |
46.3 |
49.0 |
2.8 |
6.0% |
0.0 |
| Volume |
361,475 |
443,256 |
81,781 |
22.6% |
1,867,838 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.4 |
2,184.0 |
2,017.1 |
|
| R3 |
2,142.3 |
2,098.9 |
1,993.7 |
|
| R2 |
2,057.2 |
2,057.2 |
1,985.9 |
|
| R1 |
2,013.8 |
2,013.8 |
1,978.1 |
1,993.0 |
| PP |
1,972.1 |
1,972.1 |
1,972.1 |
1,961.7 |
| S1 |
1,928.7 |
1,928.7 |
1,962.5 |
1,907.9 |
| S2 |
1,887.0 |
1,887.0 |
1,954.7 |
|
| S3 |
1,801.9 |
1,843.6 |
1,946.9 |
|
| S4 |
1,716.8 |
1,758.5 |
1,923.5 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.4 |
2,422.2 |
2,052.4 |
|
| R3 |
2,334.8 |
2,235.6 |
2,001.1 |
|
| R2 |
2,148.2 |
2,148.2 |
1,984.0 |
|
| R1 |
2,049.0 |
2,049.0 |
1,966.9 |
2,005.3 |
| PP |
1,961.6 |
1,961.6 |
1,961.6 |
1,939.8 |
| S1 |
1,862.4 |
1,862.4 |
1,932.7 |
1,818.7 |
| S2 |
1,775.0 |
1,775.0 |
1,915.6 |
|
| S3 |
1,588.4 |
1,675.8 |
1,898.5 |
|
| S4 |
1,401.8 |
1,489.2 |
1,847.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,024.6 |
1,923.0 |
101.6 |
5.2% |
53.8 |
2.7% |
47% |
False |
False |
337,171 |
| 10 |
2,089.2 |
1,874.2 |
215.0 |
10.9% |
61.5 |
3.1% |
45% |
False |
False |
367,289 |
| 20 |
2,089.2 |
1,874.2 |
215.0 |
10.9% |
51.9 |
2.6% |
45% |
False |
False |
283,960 |
| 40 |
2,089.2 |
1,772.0 |
317.2 |
16.1% |
37.8 |
1.9% |
63% |
False |
False |
153,511 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
20.3% |
34.8 |
1.8% |
70% |
False |
False |
104,235 |
| 80 |
2,089.2 |
1,687.8 |
401.4 |
20.4% |
33.4 |
1.7% |
70% |
False |
False |
79,499 |
| 100 |
2,089.2 |
1,577.7 |
511.5 |
26.0% |
35.3 |
1.8% |
77% |
False |
False |
64,396 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
32.0% |
39.5 |
2.0% |
81% |
False |
False |
54,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,377.3 |
|
2.618 |
2,238.4 |
|
1.618 |
2,153.3 |
|
1.000 |
2,100.7 |
|
0.618 |
2,068.2 |
|
HIGH |
2,015.6 |
|
0.618 |
1,983.1 |
|
0.500 |
1,973.1 |
|
0.382 |
1,963.0 |
|
LOW |
1,930.5 |
|
0.618 |
1,877.9 |
|
1.000 |
1,845.4 |
|
1.618 |
1,792.8 |
|
2.618 |
1,707.7 |
|
4.250 |
1,568.8 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,973.1 |
1,977.6 |
| PP |
1,972.1 |
1,975.1 |
| S1 |
1,971.2 |
1,972.7 |
|