| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,582.3 |
1,582.6 |
0.3 |
0.0% |
1,479.2 |
| High |
1,605.7 |
1,596.9 |
-8.8 |
-0.5% |
1,569.0 |
| Low |
1,567.4 |
1,570.9 |
3.5 |
0.2% |
1,467.8 |
| Close |
1,577.3 |
1,579.7 |
2.4 |
0.2% |
1,566.2 |
| Range |
38.3 |
26.0 |
-12.3 |
-32.1% |
101.2 |
| ATR |
36.7 |
36.0 |
-0.8 |
-2.1% |
0.0 |
| Volume |
215,698 |
168,131 |
-47,567 |
-22.1% |
799,060 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,660.5 |
1,646.1 |
1,594.0 |
|
| R3 |
1,634.5 |
1,620.1 |
1,586.9 |
|
| R2 |
1,608.5 |
1,608.5 |
1,584.5 |
|
| R1 |
1,594.1 |
1,594.1 |
1,582.1 |
1,588.3 |
| PP |
1,582.5 |
1,582.5 |
1,582.5 |
1,579.6 |
| S1 |
1,568.1 |
1,568.1 |
1,577.3 |
1,562.3 |
| S2 |
1,556.5 |
1,556.5 |
1,574.9 |
|
| S3 |
1,530.5 |
1,542.1 |
1,572.6 |
|
| S4 |
1,504.5 |
1,516.1 |
1,565.4 |
|
|
| 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 |
1,531.3 |
74.4 |
4.7% |
30.6 |
1.9% |
65% |
False |
False |
178,790 |
| 10 |
1,605.7 |
1,451.1 |
154.6 |
9.8% |
32.4 |
2.1% |
83% |
False |
False |
176,318 |
| 20 |
1,605.7 |
1,451.1 |
154.6 |
9.8% |
30.9 |
2.0% |
83% |
False |
False |
163,085 |
| 40 |
1,605.7 |
1,359.6 |
246.1 |
15.6% |
39.7 |
2.5% |
89% |
False |
False |
181,421 |
| 60 |
1,605.7 |
1,296.8 |
308.9 |
19.6% |
45.4 |
2.9% |
92% |
False |
False |
139,257 |
| 80 |
1,605.7 |
1,164.5 |
441.2 |
27.9% |
47.5 |
3.0% |
94% |
False |
False |
104,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,707.4 |
|
2.618 |
1,665.0 |
|
1.618 |
1,639.0 |
|
1.000 |
1,622.9 |
|
0.618 |
1,613.0 |
|
HIGH |
1,596.9 |
|
0.618 |
1,587.0 |
|
0.500 |
1,583.9 |
|
0.382 |
1,580.8 |
|
LOW |
1,570.9 |
|
0.618 |
1,554.8 |
|
1.000 |
1,544.9 |
|
1.618 |
1,528.8 |
|
2.618 |
1,502.8 |
|
4.250 |
1,460.4 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,583.9 |
1,583.6 |
| PP |
1,582.5 |
1,582.3 |
| S1 |
1,581.1 |
1,581.0 |
|