| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,583.0 |
1,569.7 |
-13.3 |
-0.8% |
1,568.6 |
| High |
1,589.6 |
1,586.5 |
-3.1 |
-0.2% |
1,605.7 |
| Low |
1,563.1 |
1,566.0 |
2.9 |
0.2% |
1,560.9 |
| Close |
1,569.3 |
1,569.5 |
0.2 |
0.0% |
1,573.2 |
| Range |
26.5 |
20.5 |
-6.0 |
-22.6% |
44.8 |
| ATR |
32.3 |
31.5 |
-0.8 |
-2.6% |
0.0 |
| Volume |
97,438 |
113,080 |
15,642 |
16.1% |
782,674 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,635.5 |
1,623.0 |
1,580.8 |
|
| R3 |
1,615.0 |
1,602.5 |
1,575.1 |
|
| R2 |
1,594.5 |
1,594.5 |
1,573.3 |
|
| R1 |
1,582.0 |
1,582.0 |
1,571.4 |
1,578.0 |
| PP |
1,574.0 |
1,574.0 |
1,574.0 |
1,572.0 |
| S1 |
1,561.5 |
1,561.5 |
1,567.6 |
1,557.5 |
| S2 |
1,553.5 |
1,553.5 |
1,565.7 |
|
| S3 |
1,533.0 |
1,541.0 |
1,563.9 |
|
| S4 |
1,512.5 |
1,520.5 |
1,558.2 |
|
|
| 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 |
1,591.4 |
1,560.9 |
30.5 |
1.9% |
21.4 |
1.4% |
28% |
False |
False |
103,925 |
| 10 |
1,605.7 |
1,531.3 |
74.4 |
4.7% |
26.0 |
1.7% |
51% |
False |
False |
141,357 |
| 20 |
1,605.7 |
1,451.1 |
154.6 |
9.9% |
29.4 |
1.9% |
77% |
False |
False |
150,027 |
| 40 |
1,605.7 |
1,359.6 |
246.1 |
15.7% |
36.0 |
2.3% |
85% |
False |
False |
173,108 |
| 60 |
1,605.7 |
1,314.5 |
291.2 |
18.6% |
43.5 |
2.8% |
88% |
False |
False |
147,901 |
| 80 |
1,605.7 |
1,173.1 |
432.6 |
27.6% |
45.7 |
2.9% |
92% |
False |
False |
110,967 |
| 100 |
1,605.7 |
1,030.4 |
575.3 |
36.7% |
47.4 |
3.0% |
94% |
False |
False |
88,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,673.6 |
|
2.618 |
1,640.2 |
|
1.618 |
1,619.7 |
|
1.000 |
1,607.0 |
|
0.618 |
1,599.2 |
|
HIGH |
1,586.5 |
|
0.618 |
1,578.7 |
|
0.500 |
1,576.3 |
|
0.382 |
1,573.8 |
|
LOW |
1,566.0 |
|
0.618 |
1,553.3 |
|
1.000 |
1,545.5 |
|
1.618 |
1,532.8 |
|
2.618 |
1,512.3 |
|
4.250 |
1,478.9 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,576.3 |
1,576.4 |
| PP |
1,574.0 |
1,574.1 |
| S1 |
1,571.8 |
1,571.8 |
|