| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,579.7 |
1,578.3 |
-1.4 |
-0.1% |
1,568.6 |
| High |
1,591.4 |
1,587.5 |
-3.9 |
-0.2% |
1,605.7 |
| Low |
1,572.4 |
1,560.9 |
-11.5 |
-0.7% |
1,560.9 |
| Close |
1,578.5 |
1,573.2 |
-5.3 |
-0.3% |
1,573.2 |
| Range |
19.0 |
26.6 |
7.6 |
40.0% |
44.8 |
| ATR |
34.8 |
34.2 |
-0.6 |
-1.7% |
0.0 |
| Volume |
125,703 |
106,594 |
-19,109 |
-15.2% |
782,674 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,653.7 |
1,640.0 |
1,587.8 |
|
| R3 |
1,627.1 |
1,613.4 |
1,580.5 |
|
| R2 |
1,600.5 |
1,600.5 |
1,578.1 |
|
| R1 |
1,586.8 |
1,586.8 |
1,575.6 |
1,580.4 |
| PP |
1,573.9 |
1,573.9 |
1,573.9 |
1,570.6 |
| S1 |
1,560.2 |
1,560.2 |
1,570.8 |
1,553.8 |
| S2 |
1,547.3 |
1,547.3 |
1,568.3 |
|
| S3 |
1,520.7 |
1,533.6 |
1,565.9 |
|
| S4 |
1,494.1 |
1,507.0 |
1,558.6 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,714.3 |
1,688.6 |
1,597.8 |
|
| R3 |
1,669.5 |
1,643.8 |
1,585.5 |
|
| R2 |
1,624.7 |
1,624.7 |
1,581.4 |
|
| R1 |
1,599.0 |
1,599.0 |
1,577.3 |
1,611.9 |
| PP |
1,579.9 |
1,579.9 |
1,579.9 |
1,586.4 |
| S1 |
1,554.2 |
1,554.2 |
1,569.1 |
1,567.1 |
| S2 |
1,535.1 |
1,535.1 |
1,565.0 |
|
| S3 |
1,490.3 |
1,509.4 |
1,560.9 |
|
| S4 |
1,445.5 |
1,464.6 |
1,548.6 |
|
|
| 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 |
1,560.9 |
44.8 |
2.8% |
28.5 |
1.8% |
27% |
False |
True |
156,534 |
| 10 |
1,605.7 |
1,467.8 |
137.9 |
8.8% |
29.2 |
1.9% |
76% |
False |
False |
158,173 |
| 20 |
1,605.7 |
1,451.1 |
154.6 |
9.8% |
30.5 |
1.9% |
79% |
False |
False |
158,542 |
| 40 |
1,605.7 |
1,359.6 |
246.1 |
15.6% |
38.5 |
2.4% |
87% |
False |
False |
177,939 |
| 60 |
1,605.7 |
1,314.5 |
291.2 |
18.5% |
44.5 |
2.8% |
89% |
False |
False |
143,122 |
| 80 |
1,605.7 |
1,173.1 |
432.6 |
27.5% |
46.9 |
3.0% |
92% |
False |
False |
107,391 |
| 100 |
1,605.7 |
1,030.4 |
575.3 |
36.6% |
49.2 |
3.1% |
94% |
False |
False |
85,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,700.6 |
|
2.618 |
1,657.1 |
|
1.618 |
1,630.5 |
|
1.000 |
1,614.1 |
|
0.618 |
1,603.9 |
|
HIGH |
1,587.5 |
|
0.618 |
1,577.3 |
|
0.500 |
1,574.2 |
|
0.382 |
1,571.1 |
|
LOW |
1,560.9 |
|
0.618 |
1,544.5 |
|
1.000 |
1,534.3 |
|
1.618 |
1,517.9 |
|
2.618 |
1,491.3 |
|
4.250 |
1,447.9 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,574.2 |
1,578.9 |
| PP |
1,573.9 |
1,577.0 |
| S1 |
1,573.5 |
1,575.1 |
|