| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,568.1 |
1,561.3 |
-6.8 |
-0.4% |
1,575.2 |
| High |
1,570.8 |
1,569.1 |
-1.7 |
-0.1% |
1,589.6 |
| Low |
1,551.3 |
1,541.3 |
-10.0 |
-0.6% |
1,541.3 |
| Close |
1,560.3 |
1,548.6 |
-11.7 |
-0.7% |
1,548.6 |
| Range |
19.5 |
27.8 |
8.3 |
42.6% |
48.3 |
| ATR |
30.6 |
30.4 |
-0.2 |
-0.7% |
0.0 |
| Volume |
120,160 |
141,504 |
21,344 |
17.8% |
548,993 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,636.4 |
1,620.3 |
1,563.9 |
|
| R3 |
1,608.6 |
1,592.5 |
1,556.2 |
|
| R2 |
1,580.8 |
1,580.8 |
1,553.7 |
|
| R1 |
1,564.7 |
1,564.7 |
1,551.1 |
1,558.9 |
| PP |
1,553.0 |
1,553.0 |
1,553.0 |
1,550.1 |
| S1 |
1,536.9 |
1,536.9 |
1,546.1 |
1,531.1 |
| S2 |
1,525.2 |
1,525.2 |
1,543.5 |
|
| S3 |
1,497.4 |
1,509.1 |
1,541.0 |
|
| S4 |
1,469.6 |
1,481.3 |
1,533.3 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,704.7 |
1,675.0 |
1,575.2 |
|
| R3 |
1,656.4 |
1,626.7 |
1,561.9 |
|
| R2 |
1,608.1 |
1,608.1 |
1,557.5 |
|
| R1 |
1,578.4 |
1,578.4 |
1,553.0 |
1,569.1 |
| PP |
1,559.8 |
1,559.8 |
1,559.8 |
1,555.2 |
| S1 |
1,530.1 |
1,530.1 |
1,544.2 |
1,520.8 |
| S2 |
1,511.5 |
1,511.5 |
1,539.7 |
|
| S3 |
1,463.2 |
1,481.8 |
1,535.3 |
|
| S4 |
1,414.9 |
1,433.5 |
1,522.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,589.6 |
1,541.3 |
48.3 |
3.1% |
21.8 |
1.4% |
15% |
False |
True |
109,798 |
| 10 |
1,605.7 |
1,541.3 |
64.4 |
4.2% |
25.1 |
1.6% |
11% |
False |
True |
133,166 |
| 20 |
1,605.7 |
1,451.1 |
154.6 |
10.0% |
28.3 |
1.8% |
63% |
False |
False |
146,118 |
| 40 |
1,605.7 |
1,359.6 |
246.1 |
15.9% |
34.1 |
2.2% |
77% |
False |
False |
169,183 |
| 60 |
1,605.7 |
1,314.5 |
291.2 |
18.8% |
42.2 |
2.7% |
80% |
False |
False |
152,247 |
| 80 |
1,605.7 |
1,173.1 |
432.6 |
27.9% |
44.6 |
2.9% |
87% |
False |
False |
114,236 |
| 100 |
1,605.7 |
1,030.4 |
575.3 |
37.1% |
46.9 |
3.0% |
90% |
False |
False |
91,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,687.3 |
|
2.618 |
1,641.9 |
|
1.618 |
1,614.1 |
|
1.000 |
1,596.9 |
|
0.618 |
1,586.3 |
|
HIGH |
1,569.1 |
|
0.618 |
1,558.5 |
|
0.500 |
1,555.2 |
|
0.382 |
1,551.9 |
|
LOW |
1,541.3 |
|
0.618 |
1,524.1 |
|
1.000 |
1,513.5 |
|
1.618 |
1,496.3 |
|
2.618 |
1,468.5 |
|
4.250 |
1,423.2 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,555.2 |
1,563.9 |
| PP |
1,553.0 |
1,558.8 |
| S1 |
1,550.8 |
1,553.7 |
|