| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,544.3 |
1,568.6 |
24.3 |
1.6% |
1,479.2 |
| High |
1,569.0 |
1,594.1 |
25.1 |
1.6% |
1,569.0 |
| Low |
1,531.3 |
1,561.5 |
30.2 |
2.0% |
1,467.8 |
| Close |
1,566.2 |
1,583.9 |
17.7 |
1.1% |
1,566.2 |
| Range |
37.7 |
32.6 |
-5.1 |
-13.5% |
101.2 |
| ATR |
36.9 |
36.6 |
-0.3 |
-0.8% |
0.0 |
| Volume |
190,771 |
166,548 |
-24,223 |
-12.7% |
799,060 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,677.6 |
1,663.4 |
1,601.8 |
|
| R3 |
1,645.0 |
1,630.8 |
1,592.9 |
|
| R2 |
1,612.4 |
1,612.4 |
1,589.9 |
|
| R1 |
1,598.2 |
1,598.2 |
1,586.9 |
1,605.3 |
| PP |
1,579.8 |
1,579.8 |
1,579.8 |
1,583.4 |
| S1 |
1,565.6 |
1,565.6 |
1,580.9 |
1,572.7 |
| S2 |
1,547.2 |
1,547.2 |
1,577.9 |
|
| S3 |
1,514.6 |
1,533.0 |
1,574.9 |
|
| S4 |
1,482.0 |
1,500.4 |
1,566.0 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,837.9 |
1,803.3 |
1,621.9 |
|
| R3 |
1,736.7 |
1,702.1 |
1,594.0 |
|
| R2 |
1,635.5 |
1,635.5 |
1,584.8 |
|
| R1 |
1,600.9 |
1,600.9 |
1,575.5 |
1,618.2 |
| PP |
1,534.3 |
1,534.3 |
1,534.3 |
1,543.0 |
| S1 |
1,499.7 |
1,499.7 |
1,556.9 |
1,517.0 |
| S2 |
1,433.1 |
1,433.1 |
1,547.6 |
|
| S3 |
1,331.9 |
1,398.5 |
1,538.4 |
|
| S4 |
1,230.7 |
1,297.3 |
1,510.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,594.1 |
1,493.7 |
100.4 |
6.3% |
29.0 |
1.8% |
90% |
True |
False |
164,015 |
| 10 |
1,594.1 |
1,451.1 |
143.0 |
9.0% |
32.0 |
2.0% |
93% |
True |
False |
163,885 |
| 20 |
1,594.1 |
1,390.3 |
203.8 |
12.9% |
32.0 |
2.0% |
95% |
True |
False |
169,937 |
| 40 |
1,594.1 |
1,314.5 |
279.6 |
17.7% |
42.5 |
2.7% |
96% |
True |
False |
188,863 |
| 60 |
1,594.1 |
1,212.0 |
382.1 |
24.1% |
46.3 |
2.9% |
97% |
True |
False |
132,870 |
| 80 |
1,594.1 |
1,164.5 |
429.6 |
27.1% |
47.5 |
3.0% |
98% |
True |
False |
99,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,732.7 |
|
2.618 |
1,679.4 |
|
1.618 |
1,646.8 |
|
1.000 |
1,626.7 |
|
0.618 |
1,614.2 |
|
HIGH |
1,594.1 |
|
0.618 |
1,581.6 |
|
0.500 |
1,577.8 |
|
0.382 |
1,574.0 |
|
LOW |
1,561.5 |
|
0.618 |
1,541.4 |
|
1.000 |
1,528.9 |
|
1.618 |
1,508.8 |
|
2.618 |
1,476.2 |
|
4.250 |
1,423.0 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,581.9 |
1,576.8 |
| PP |
1,579.8 |
1,569.8 |
| S1 |
1,577.8 |
1,562.7 |
|