| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,568.6 |
1,582.3 |
13.7 |
0.9% |
1,479.2 |
| High |
1,594.1 |
1,605.7 |
11.6 |
0.7% |
1,569.0 |
| Low |
1,561.5 |
1,567.4 |
5.9 |
0.4% |
1,467.8 |
| Close |
1,583.9 |
1,577.3 |
-6.6 |
-0.4% |
1,566.2 |
| Range |
32.6 |
38.3 |
5.7 |
17.5% |
101.2 |
| ATR |
36.6 |
36.7 |
0.1 |
0.3% |
0.0 |
| Volume |
166,548 |
215,698 |
49,150 |
29.5% |
799,060 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,698.4 |
1,676.1 |
1,598.4 |
|
| R3 |
1,660.1 |
1,637.8 |
1,587.8 |
|
| R2 |
1,621.8 |
1,621.8 |
1,584.3 |
|
| R1 |
1,599.5 |
1,599.5 |
1,580.8 |
1,591.5 |
| PP |
1,583.5 |
1,583.5 |
1,583.5 |
1,579.5 |
| S1 |
1,561.2 |
1,561.2 |
1,573.8 |
1,553.2 |
| S2 |
1,545.2 |
1,545.2 |
1,570.3 |
|
| S3 |
1,506.9 |
1,522.9 |
1,566.8 |
|
| S4 |
1,468.6 |
1,484.6 |
1,556.2 |
|
|
| 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 |
1,605.7 |
1,509.3 |
96.4 |
6.1% |
32.5 |
2.1% |
71% |
True |
False |
177,787 |
| 10 |
1,605.7 |
1,451.1 |
154.6 |
9.8% |
33.5 |
2.1% |
82% |
True |
False |
173,249 |
| 20 |
1,605.7 |
1,431.6 |
174.1 |
11.0% |
32.2 |
2.0% |
84% |
True |
False |
168,451 |
| 40 |
1,605.7 |
1,359.6 |
246.1 |
15.6% |
40.7 |
2.6% |
88% |
True |
False |
184,511 |
| 60 |
1,605.7 |
1,264.5 |
341.2 |
21.6% |
46.2 |
2.9% |
92% |
True |
False |
136,462 |
| 80 |
1,605.7 |
1,164.5 |
441.2 |
28.0% |
47.7 |
3.0% |
94% |
True |
False |
102,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,768.5 |
|
2.618 |
1,706.0 |
|
1.618 |
1,667.7 |
|
1.000 |
1,644.0 |
|
0.618 |
1,629.4 |
|
HIGH |
1,605.7 |
|
0.618 |
1,591.1 |
|
0.500 |
1,586.6 |
|
0.382 |
1,582.0 |
|
LOW |
1,567.4 |
|
0.618 |
1,543.7 |
|
1.000 |
1,529.1 |
|
1.618 |
1,505.4 |
|
2.618 |
1,467.1 |
|
4.250 |
1,404.6 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,586.6 |
1,574.4 |
| PP |
1,583.5 |
1,571.4 |
| S1 |
1,580.4 |
1,568.5 |
|