| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,582.6 |
1,579.7 |
-2.9 |
-0.2% |
1,479.2 |
| High |
1,596.9 |
1,591.4 |
-5.5 |
-0.3% |
1,569.0 |
| Low |
1,570.9 |
1,572.4 |
1.5 |
0.1% |
1,467.8 |
| Close |
1,579.7 |
1,578.5 |
-1.2 |
-0.1% |
1,566.2 |
| Range |
26.0 |
19.0 |
-7.0 |
-26.9% |
101.2 |
| ATR |
36.0 |
34.8 |
-1.2 |
-3.4% |
0.0 |
| Volume |
168,131 |
125,703 |
-42,428 |
-25.2% |
799,060 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,637.8 |
1,627.1 |
1,589.0 |
|
| R3 |
1,618.8 |
1,608.1 |
1,583.7 |
|
| R2 |
1,599.8 |
1,599.8 |
1,582.0 |
|
| R1 |
1,589.1 |
1,589.1 |
1,580.2 |
1,585.0 |
| PP |
1,580.8 |
1,580.8 |
1,580.8 |
1,578.7 |
| S1 |
1,570.1 |
1,570.1 |
1,576.8 |
1,566.0 |
| S2 |
1,561.8 |
1,561.8 |
1,575.0 |
|
| S3 |
1,542.8 |
1,551.1 |
1,573.3 |
|
| S4 |
1,523.8 |
1,532.1 |
1,568.1 |
|
|
| 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% |
30.7 |
1.9% |
63% |
False |
False |
173,370 |
| 10 |
1,605.7 |
1,451.1 |
154.6 |
9.8% |
31.3 |
2.0% |
82% |
False |
False |
171,793 |
| 20 |
1,605.7 |
1,451.1 |
154.6 |
9.8% |
30.3 |
1.9% |
82% |
False |
False |
160,595 |
| 40 |
1,605.7 |
1,359.6 |
246.1 |
15.6% |
38.9 |
2.5% |
89% |
False |
False |
179,560 |
| 60 |
1,605.7 |
1,296.8 |
308.9 |
19.6% |
45.0 |
2.8% |
91% |
False |
False |
141,351 |
| 80 |
1,605.7 |
1,173.1 |
432.6 |
27.4% |
47.0 |
3.0% |
94% |
False |
False |
106,059 |
| 100 |
1,605.7 |
1,030.4 |
575.3 |
36.4% |
49.5 |
3.1% |
95% |
False |
False |
84,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,672.2 |
|
2.618 |
1,641.1 |
|
1.618 |
1,622.1 |
|
1.000 |
1,610.4 |
|
0.618 |
1,603.1 |
|
HIGH |
1,591.4 |
|
0.618 |
1,584.1 |
|
0.500 |
1,581.9 |
|
0.382 |
1,579.7 |
|
LOW |
1,572.4 |
|
0.618 |
1,560.7 |
|
1.000 |
1,553.4 |
|
1.618 |
1,541.7 |
|
2.618 |
1,522.7 |
|
4.250 |
1,491.7 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,581.9 |
1,586.6 |
| PP |
1,580.8 |
1,583.9 |
| S1 |
1,579.6 |
1,581.2 |
|